Navin Fluorine (India) Alpha and Beta Analysis
| NAVINFLUOR | 3,508 39.35 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navin Fluorine International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navin Fluorine over a specified time horizon. Remember, high Navin Fluorine'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 Navin Fluorine's market risk premium analysis include:
Beta 0.0417 | Alpha 0.1 | Risk 1.88 | Sharpe Ratio 0.063 | Expected Return 0.12 |
Navin Fluorine 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.
Navin |
Navin Fluorine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navin Fluorine market risk premium is the additional return an investor will receive from holding Navin Fluorine 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 Navin Fluorine. 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 Navin Fluorine's performance over market.| α | 0.10 | β | 0.04 |
Navin Fluorine 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 Navin Fluorine's Buy-and-hold return. Our buy-and-hold chart shows how Navin Fluorine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navin Fluorine Market Price Analysis
Market price analysis indicators help investors to evaluate how Navin Fluorine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navin Fluorine shares will generate the highest return on investment. By understating and applying Navin Fluorine stock market price indicators, traders can identify Navin Fluorine position entry and exit signals to maximize returns.
Navin Fluorine Return and Market Media
The median price of Navin Fluorine for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 3339.12 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 82.15, arithmetic mean of 3356.14, and mean deviation of 64.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Have Insiders Sold Navin Fluorine International Shares Recently - Simply Wall St | 09/05/2024 |
2 | Dixon Technologies - National Aluminium, Navin Fluorine among 5 stocks with long buildup - The Economic Times | 09/30/2024 |
3 | Accumulate Navin Fluorine International target of Rs 3769 KR Choksey - Moneycontrol | 10/25/2024 |
4 | Navin Fluorine Upgraded to Hold Rating Based on Strong Fundamentals and Technical Indicators - MarketsMojo | 11/19/2024 |
About Navin Fluorine 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 Navin or other stocks. Alpha measures the amount that position in Navin Fluorine Inter 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 Navin Fluorine 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, Navin Fluorine's short interest history, or implied volatility extrapolated from Navin Fluorine options trading.
Build Portfolio with Navin Fluorine
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
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Other Information on Investing in Navin Stock
Navin Fluorine financial ratios help investors to determine whether Navin 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 Navin with respect to the benefits of owning Navin Fluorine security.