T4F Entretenimento (Brazil) Alpha and Beta Analysis
| SHOW3 Stock | BRL 0.67 0.02 2.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as T4F Entretenimento SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in T4F Entretenimento over a specified time horizon. Remember, high T4F Entretenimento'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 T4F Entretenimento's market risk premium analysis include:
Beta (0.52) | Alpha (0.56) | Risk 3.09 | Sharpe Ratio (0.21) | Expected Return (0.65) |
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.
T4F |
T4F Entretenimento Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. T4F Entretenimento market risk premium is the additional return an investor will receive from holding T4F Entretenimento 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 T4F Entretenimento. 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 T4F Entretenimento's performance over market.| α | -0.56 | β | -0.52 |
T4F Entretenimento 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 T4F Entretenimento's Buy-and-hold return. Our buy-and-hold chart shows how T4F Entretenimento performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.T4F Entretenimento Market Price Analysis
Market price analysis indicators help investors to evaluate how T4F Entretenimento stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading T4F Entretenimento shares will generate the highest return on investment. By understating and applying T4F Entretenimento stock market price indicators, traders can identify T4F Entretenimento position entry and exit signals to maximize returns.
T4F Entretenimento Return and Market Media
The median price of T4F Entretenimento for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 0.9 with a coefficient of variation of 13.4. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 0.87, and mean deviation of 0.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About T4F Entretenimento 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 T4F or other stocks. Alpha measures the amount that position in T4F Entretenimento 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 T4F Entretenimento 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, T4F Entretenimento's short interest history, or implied volatility extrapolated from T4F Entretenimento options trading.
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Additional Tools for T4F Stock Analysis
When running T4F Entretenimento's price analysis, check to measure T4F Entretenimento'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 T4F Entretenimento is operating at the current time. Most of T4F Entretenimento's value examination focuses on studying past and present price action to predict the probability of T4F Entretenimento's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move T4F Entretenimento's price. Additionally, you may evaluate how the addition of T4F Entretenimento to your portfolios can decrease your overall portfolio volatility.