Metalfrio Solutions (Brazil) Alpha and Beta Analysis
| FRIO3 Stock | BRL 177.99 9.99 5.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Metalfrio Solutions SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Metalfrio Solutions over a specified time horizon. Remember, high Metalfrio Solutions' 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 Metalfrio Solutions' market risk premium analysis include:
Beta (0.55) | Alpha 1.09 | Risk 7.18 | Sharpe Ratio 0.0382 | Expected Return 0.27 |
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.
Metalfrio |
Metalfrio Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Metalfrio Solutions market risk premium is the additional return an investor will receive from holding Metalfrio Solutions 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 Metalfrio Solutions. 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 Metalfrio Solutions' performance over market.| α | 1.09 | β | -0.55 |
Metalfrio Solutions expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Metalfrio Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Metalfrio Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Metalfrio Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Metalfrio Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Metalfrio Solutions shares will generate the highest return on investment. By understating and applying Metalfrio Solutions stock market price indicators, traders can identify Metalfrio Solutions position entry and exit signals to maximize returns.
Metalfrio Solutions Return and Market Media
The median price of Metalfrio Solutions for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 151.97 with a coefficient of variation of 16.3. The daily time series for the period is distributed with a sample standard deviation of 22.96, arithmetic mean of 140.87, and mean deviation of 19.46. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Metalfrio Solutions Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Metalfrio or other stocks. Alpha measures the amount that position in Metalfrio Solutions has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
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 Metalfrio Solutions 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, Metalfrio Solutions' short interest history, or implied volatility extrapolated from Metalfrio Solutions options trading.
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Additional Tools for Metalfrio Stock Analysis
When running Metalfrio Solutions' price analysis, check to measure Metalfrio Solutions' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Metalfrio Solutions is operating at the current time. Most of Metalfrio Solutions' value examination focuses on studying past and present price action to predict the probability of Metalfrio Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metalfrio Solutions' price. Additionally, you may evaluate how the addition of Metalfrio Solutions to your portfolios can decrease your overall portfolio volatility.