EXES FUNDO (Brazil) Alpha and Beta Analysis
| EXES11 Fund | 9.49 0.01 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EXES FUNDO DE. It also helps investors analyze the systematic and unsystematic risks associated with investing in EXES FUNDO over a specified time horizon. Remember, high EXES FUNDO's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to EXES FUNDO's market risk premium analysis include:
Beta 0.13 | Alpha 0.0291 | Risk 0.59 | Sharpe Ratio 0.0888 | Expected Return 0.0527 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
EXES |
EXES FUNDO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EXES FUNDO market risk premium is the additional return an investor will receive from holding EXES FUNDO long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in EXES FUNDO. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate EXES FUNDO's performance over market.| α | 0.03 | β | 0.13 |
EXES FUNDO Return and Market Media
The median price of EXES FUNDO for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 9.49 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 9.42, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards EXES FUNDO in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, EXES FUNDO's short interest history, or implied volatility extrapolated from EXES FUNDO options trading.
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