Brf Sa Adr Stock Alpha and Beta Analysis
| BRFS Stock | USD 4.13 0.03 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRF SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRF SA over a specified time horizon. Remember, high BRF SA'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 BRF SA's market risk premium analysis include:
Beta 0.31 | Alpha (0.21) | Risk 1.99 | Sharpe Ratio (0.03) | Expected Return (0.06) |
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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.
BRF |
BRF SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRF SA market risk premium is the additional return an investor will receive from holding BRF SA 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 BRF SA. 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 BRF SA's performance over market.| α | -0.21 | β | 0.31 |
BRF SA 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 BRF SA's Buy-and-hold return. Our buy-and-hold chart shows how BRF SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BRF SA Market Price Analysis
Market price analysis indicators help investors to evaluate how BRF SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BRF SA shares will generate the highest return on investment. By understating and applying BRF SA stock market price indicators, traders can identify BRF SA position entry and exit signals to maximize returns.
BRF SA Return and Market Media
The median price of BRF SA for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 4.35 with a coefficient of variation of 3.51. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 4.37, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Why BRF Outpaced the Stock Market Today | 09/17/2024 |
2 | Investors Heavily Search BRF S.A. Here is What You Need to Know | 10/04/2024 |
3 | BRF Advances While Market Declines Some Information for Investors | 10/23/2024 |
4 | Kellanova Q3 Earnings Top Estimates, Organic Sales Increase YY | 11/01/2024 |
5 | BRF Stock Slides as Market Rises Facts to Know Before You Trade | 11/05/2024 |
6 | Is BRF S.A. the Best Fundamentally Strong Penny Stock to Invest In | 11/06/2024 |
7 | BRF S.A. Q3 2024 Earnings Preview | 11/12/2024 |
8 | Earnings call BRF reports record quarter with strong market growth | 11/15/2024 |
9 | Should We Be Delighted With BRF S.A.s ROE Of 20 | 11/18/2024 |
10 | Is BRF Stock Undervalued Right Now | 11/20/2024 |
11 | 7.9 Billion Poultry Processing Equipment Global Market Opportunities and Strategies2024-2033 Innovative Products Addressing Evolving Needs, Advanced Performance... | 11/22/2024 |
12 | BRF S.A. is Attracting Investor Attention Here is What You Should Know | 11/29/2024 |
About BRF SA 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 BRF or other stocks. Alpha measures the amount that position in BRF SA ADR 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.035 | 0.0221 | Price To Sales Ratio | 0.34 | 0.32 |
BRF SA Upcoming Company Events
As portrayed in its financial statements, the presentation of BRF SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BRF SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BRF SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BRF SA. Please utilize our Beneish M Score to check the likelihood of BRF SA's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 BRF SA
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Additional Tools for BRF Stock Analysis
When running BRF SA's price analysis, check to measure BRF SA's 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 BRF SA is operating at the current time. Most of BRF SA's value examination focuses on studying past and present price action to predict the probability of BRF SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRF SA's price. Additionally, you may evaluate how the addition of BRF SA to your portfolios can decrease your overall portfolio volatility.