Arvind Fashions (India) Alpha and Beta Analysis
| ARVINDFASN | 572.05 0.95 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arvind Fashions Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arvind Fashions over a specified time horizon. Remember, high Arvind Fashions' 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 Arvind Fashions' market risk premium analysis include:
Beta 0.19 | Alpha 0.12 | Risk 1.9 | Sharpe Ratio 0.0582 | Expected Return 0.11 |
Arvind Fashions Quarterly Cash And Equivalents |
|
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.
Arvind |
Arvind Fashions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arvind Fashions market risk premium is the additional return an investor will receive from holding Arvind Fashions 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 Arvind Fashions. 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 Arvind Fashions' performance over market.| α | 0.12 | β | 0.19 |
Arvind Fashions 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 Arvind Fashions' Buy-and-hold return. Our buy-and-hold chart shows how Arvind Fashions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arvind Fashions Market Price Analysis
Market price analysis indicators help investors to evaluate how Arvind Fashions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arvind Fashions shares will generate the highest return on investment. By understating and applying Arvind Fashions stock market price indicators, traders can identify Arvind Fashions position entry and exit signals to maximize returns.
Arvind Fashions Return and Market Media
The median price of Arvind Fashions for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 577.35 with a coefficient of variation of 3.81. The daily time series for the period is distributed with a sample standard deviation of 21.95, arithmetic mean of 576.75, and mean deviation of 17.46. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goldman Sachs buys over 13 lakh shares worth Rs 75 crore in Arvind Fashions via block deal - The Economic Times | 09/11/2024 |
2 | Vanguard Group Acquires Nearly Rs 1,000 Crore In Shares Across Seven Companies - NDTV Profit | 09/20/2024 |
3 | Painful week for private companies invested in Arvind Fashions Limited after 6.3 percent drop, institutions also suffered losses - Simply Wall St | 11/13/2024 |
About Arvind Fashions 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 Arvind or other stocks. Alpha measures the amount that position in Arvind Fashions 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 Arvind Fashions 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, Arvind Fashions' short interest history, or implied volatility extrapolated from Arvind Fashions options trading.
Build Portfolio with Arvind Fashions
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
Other Information on Investing in Arvind Stock
Arvind Fashions financial ratios help investors to determine whether Arvind Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arvind with respect to the benefits of owning Arvind Fashions security.