Moura Dubeux (Brazil) Alpha and Beta Analysis
| MDNE3 Stock | BRL 10.94 0.34 3.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moura Dubeux Engenharia. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moura Dubeux over a specified time horizon. Remember, high Moura Dubeux'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 Moura Dubeux's market risk premium analysis include:
Beta 0.5 | Alpha (0.40) | Risk 3.16 | Sharpe Ratio (0.1) | Expected Return (0.31) |
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.
Moura |
Moura Dubeux Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moura Dubeux market risk premium is the additional return an investor will receive from holding Moura Dubeux 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 Moura Dubeux. 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 Moura Dubeux's performance over market.| α | -0.4 | β | 0.50 |
Moura Dubeux 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 Moura Dubeux's Buy-and-hold return. Our buy-and-hold chart shows how Moura Dubeux performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Moura Dubeux Market Price Analysis
Market price analysis indicators help investors to evaluate how Moura Dubeux stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Moura Dubeux shares will generate the highest return on investment. By understating and applying Moura Dubeux stock market price indicators, traders can identify Moura Dubeux position entry and exit signals to maximize returns.
Moura Dubeux Return and Market Media
The median price of Moura Dubeux for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 14.51 with a coefficient of variation of 10.49. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 13.92, and mean deviation of 1.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Moura Dubeux 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 Moura or other stocks. Alpha measures the amount that position in Moura Dubeux Engenharia 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 Moura Dubeux 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, Moura Dubeux's short interest history, or implied volatility extrapolated from Moura Dubeux options trading.
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Additional Tools for Moura Stock Analysis
When running Moura Dubeux's price analysis, check to measure Moura Dubeux'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 Moura Dubeux is operating at the current time. Most of Moura Dubeux's value examination focuses on studying past and present price action to predict the probability of Moura Dubeux's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moura Dubeux's price. Additionally, you may evaluate how the addition of Moura Dubeux to your portfolios can decrease your overall portfolio volatility.