Biofil Chemicals (India) Alpha and Beta Analysis
| BIOFILCHEM | 62.15 2.39 4.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Biofil Chemicals Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Biofil Chemicals over a specified time horizon. Remember, high Biofil Chemicals' 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 Biofil Chemicals' market risk premium analysis include:
Beta (0.50) | Alpha (0.06) | Risk 4.21 | Sharpe Ratio 0.0035 | Expected Return 0.0148 |
Biofil Chemicals 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.
Biofil |
Biofil Chemicals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Biofil Chemicals market risk premium is the additional return an investor will receive from holding Biofil Chemicals 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 Biofil Chemicals. 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 Biofil Chemicals' performance over market.| α | -0.06 | β | -0.5 |
Biofil Chemicals 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 Biofil Chemicals' Buy-and-hold return. Our buy-and-hold chart shows how Biofil Chemicals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Biofil Chemicals Market Price Analysis
Market price analysis indicators help investors to evaluate how Biofil Chemicals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Biofil Chemicals shares will generate the highest return on investment. By understating and applying Biofil Chemicals stock market price indicators, traders can identify Biofil Chemicals position entry and exit signals to maximize returns.
Biofil Chemicals Return and Market Media
The median price of Biofil Chemicals for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 67.43 with a coefficient of variation of 10.46. The daily time series for the period is distributed with a sample standard deviation of 7.31, arithmetic mean of 69.84, and mean deviation of 6.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Biofil Chemicals Pharmaceuticals Receives Sell Rating Due to Weak Financials and Valuation - MarketsMojo | 10/18/2024 |
2 | Biofil Chem Standalone September 2024 Net Sales at Rs 2.41 crore, down 86.11 percent Y-o-Y - Moneycontrol | 11/21/2024 |
About Biofil Chemicals 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 Biofil or other stocks. Alpha measures the amount that position in Biofil Chemicals Pha 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 Biofil Chemicals 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, Biofil Chemicals' short interest history, or implied volatility extrapolated from Biofil Chemicals options trading.
Build Portfolio with Biofil Chemicals
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Other Information on Investing in Biofil Stock
Biofil Chemicals financial ratios help investors to determine whether Biofil 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 Biofil with respect to the benefits of owning Biofil Chemicals security.