Bajaj Holdings (India) Alpha and Beta Analysis
| BAJAJHLDNG | 10,592 191.15 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bajaj Holdings Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bajaj Holdings over a specified time horizon. Remember, high Bajaj Holdings' 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 Bajaj Holdings' market risk premium analysis include:
Beta (0.17) | Alpha 0.16 | Risk 1.69 | Sharpe Ratio 0.066 | Expected Return 0.11 |
Bajaj Holdings Quarterly Cash And Equivalents |
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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.
Bajaj |
Bajaj Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bajaj Holdings market risk premium is the additional return an investor will receive from holding Bajaj Holdings 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 Bajaj Holdings. 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 Bajaj Holdings' performance over market.| α | 0.16 | β | -0.17 |
Bajaj Holdings 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 Bajaj Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Bajaj Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bajaj Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Bajaj Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bajaj Holdings shares will generate the highest return on investment. By understating and applying Bajaj Holdings stock market price indicators, traders can identify Bajaj Holdings position entry and exit signals to maximize returns.
Bajaj Holdings Return and Market Media
The median price of Bajaj Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10482.5 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 306.88, arithmetic mean of 10446.35, and mean deviation of 240.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Share price of Bajaj Holdings falls as Nifty strengthens - MSN | 08/30/2024 |
2 | Bajaj Holdings shares rise 2.91 percent as Sensex climbs - The Economic Times | 09/19/2024 |
3 | Bajaj Holdings shares drop 0.81 percent as Sensex rises - The Economic Times | 09/23/2024 |
4 | Bajaj Holdings shares fall 0.51 per cent in Fridays trading session - The Economic Times | 09/27/2024 |
5 | Bajaj Holdings shares up 0.65 percent as Nifty drops - MSN | 11/21/2024 |
About Bajaj Holdings 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 Bajaj or other stocks. Alpha measures the amount that position in Bajaj Holdings Investment 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 Bajaj Holdings 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, Bajaj Holdings' short interest history, or implied volatility extrapolated from Bajaj Holdings options trading.
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Other Information on Investing in Bajaj Stock
Bajaj Holdings financial ratios help investors to determine whether Bajaj 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 Bajaj with respect to the benefits of owning Bajaj Holdings security.