Grupo Aval Stock Alpha and Beta Analysis
| AVAL Stock | USD 2.06 0.06 2.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo Aval. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo Aval over a specified time horizon. Remember, high Grupo Aval'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 Grupo Aval's market risk premium analysis include:
Beta (0.05) | Alpha 0.0136 | Risk 1.48 | Sharpe Ratio 0.0125 | Expected Return 0.0185 |
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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.
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Grupo Aval Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo Aval market risk premium is the additional return an investor will receive from holding Grupo Aval 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 Grupo Aval. 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 Grupo Aval's performance over market.| α | 0.01 | β | -0.05 |
Grupo Aval 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 Grupo Aval's Buy-and-hold return. Our buy-and-hold chart shows how Grupo Aval performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo Aval Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo Aval stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo Aval shares will generate the highest return on investment. By understating and applying Grupo Aval stock market price indicators, traders can identify Grupo Aval position entry and exit signals to maximize returns.
Grupo Aval Return and Market Media
The median price of Grupo Aval for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 2.03 with a coefficient of variation of 2.0. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 2.03, and mean deviation of 0.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Grupo Aval dividend paid on 9th of September 2024 | 09/09/2024 |
1 | Grupo Aval Acciones y Valores Hits New 52-Week Low at 1.94 - MarketBeat | 09/17/2024 |
2 | Colombia stocks lower at close of trade COLCAP down 0.44 | 10/02/2024 |
| Grupo Aval dividend paid on 8th of October 2024 | 10/08/2024 |
| Grupo Aval dividend paid on 9th of October 2024 | 10/09/2024 |
3 | Colombia stocks lower at close of trade COLCAP down 0.23 | 10/25/2024 |
4 | Colombia stocks lower at close of trade COLCAP down 0.39 | 11/07/2024 |
| Grupo Aval dividend paid on 8th of November 2024 | 11/08/2024 |
5 | Grupo Aval earnings missed, revenue fell short of estimates | 11/14/2024 |
6 | Colombia stocks lower at close of trade COLCAP down 0.12 | 11/15/2024 |
7 | Colombia stocks higher at close of trade COLCAP up 0.27 | 11/22/2024 |
About Grupo Aval 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 Grupo or other stocks. Alpha measures the amount that position in Grupo Aval 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.002659 | 0.001459 | 0.003431 | 0.003259 | Price To Sales Ratio | 19.32 | 17.41 | 19.07 | 20.03 |
Grupo Aval Upcoming Company Events
As portrayed in its financial statements, the presentation of Grupo Aval's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grupo Aval's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grupo Aval's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grupo Aval. Please utilize our Beneish M Score to check the likelihood of Grupo Aval's management manipulating its earnings.
| 1st of March 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Grupo Aval
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Grupo Aval Backtesting, Grupo Aval Valuation, Grupo Aval Correlation, Grupo Aval Hype Analysis, Grupo Aval Volatility, Grupo Aval History and analyze Grupo Aval Performance. For more information on how to buy Grupo Stock please use our How to buy in Grupo Stock guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Grupo Aval technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.