Jubilant Foodworks (India) Alpha and Beta Analysis
| JUBLFOOD | 646.90 14.15 2.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jubilant Foodworks Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jubilant Foodworks over a specified time horizon. Remember, high Jubilant Foodworks' 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 Jubilant Foodworks' market risk premium analysis include:
Beta (0.02) | Alpha (0.03) | Risk 1.85 | Sharpe Ratio 0.0036 | Expected Return 0.0066 |
Jubilant Foodworks 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.
Jubilant |
Jubilant Foodworks Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jubilant Foodworks market risk premium is the additional return an investor will receive from holding Jubilant Foodworks 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 Jubilant Foodworks. 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 Jubilant Foodworks' performance over market.| α | -0.03 | β | -0.02 |
Jubilant Foodworks 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 Jubilant Foodworks' Buy-and-hold return. Our buy-and-hold chart shows how Jubilant Foodworks performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jubilant Foodworks Market Price Analysis
Market price analysis indicators help investors to evaluate how Jubilant Foodworks stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jubilant Foodworks shares will generate the highest return on investment. By understating and applying Jubilant Foodworks stock market price indicators, traders can identify Jubilant Foodworks position entry and exit signals to maximize returns.
Jubilant Foodworks Return and Market Media
The median price of Jubilant Foodworks for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 635.15 with a coefficient of variation of 5.57. The daily time series for the period is distributed with a sample standard deviation of 35.44, arithmetic mean of 636.23, and mean deviation of 29.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Jubilant FoodWorks Limiteds Business Is Trailing The Industry But Its Shares Arent - Simply Wall St | 09/02/2024 |
2 | Why Jubilant FoodWorks shares surged 8 percent today, stock price targets more - Business Today | 11/12/2024 |
About Jubilant Foodworks 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 Jubilant or other stocks. Alpha measures the amount that position in Jubilant Foodworks 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 Jubilant Foodworks 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, Jubilant Foodworks' short interest history, or implied volatility extrapolated from Jubilant Foodworks options trading.
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Other Information on Investing in Jubilant Stock
Jubilant Foodworks financial ratios help investors to determine whether Jubilant 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 Jubilant with respect to the benefits of owning Jubilant Foodworks security.