Telefnica Brasil (Brazil) Alpha and Beta Analysis
| VIVT3 Stock | BRL 49.76 2.49 4.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telefnica Brasil SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telefnica Brasil over a specified time horizon. Remember, high Telefnica Brasil'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 Telefnica Brasil's market risk premium analysis include:
Beta (0.16) | Alpha (0.04) | Risk 1.35 | Sharpe Ratio (0.05) | Expected Return (0.07) |
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.
Telefnica |
Telefnica Brasil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telefnica Brasil market risk premium is the additional return an investor will receive from holding Telefnica Brasil 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 Telefnica Brasil. 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 Telefnica Brasil's performance over market.| α | -0.04 | β | -0.16 |
Telefnica Brasil 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 Telefnica Brasil's Buy-and-hold return. Our buy-and-hold chart shows how Telefnica Brasil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telefnica Brasil Market Price Analysis
Market price analysis indicators help investors to evaluate how Telefnica Brasil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telefnica Brasil shares will generate the highest return on investment. By understating and applying Telefnica Brasil stock market price indicators, traders can identify Telefnica Brasil position entry and exit signals to maximize returns.
Telefnica Brasil Return and Market Media
The median price of Telefnica Brasil for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 53.43 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 53.27, and mean deviation of 1.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Telefnica Brasil 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 Telefnica or other stocks. Alpha measures the amount that position in Telefnica Brasil 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 Telefnica Brasil 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, Telefnica Brasil's short interest history, or implied volatility extrapolated from Telefnica Brasil options trading.
Build Portfolio with Telefnica Brasil
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
Additional Tools for Telefnica Stock Analysis
When running Telefnica Brasil's price analysis, check to measure Telefnica Brasil'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 Telefnica Brasil is operating at the current time. Most of Telefnica Brasil's value examination focuses on studying past and present price action to predict the probability of Telefnica Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefnica Brasil's price. Additionally, you may evaluate how the addition of Telefnica Brasil to your portfolios can decrease your overall portfolio volatility.