Nestle India (India) Alpha and Beta Analysis
| NESTLEIND | 2,247 39.30 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nestle India Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nestle India over a specified time horizon. Remember, high Nestle India'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 Nestle India's market risk premium analysis include:
Beta (0.11) | Alpha (0.17) | Risk 1.16 | Sharpe Ratio (0.16) | Expected Return (0.18) |
Nestle India 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.
Nestle |
Nestle India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nestle India market risk premium is the additional return an investor will receive from holding Nestle India 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 Nestle India. 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 Nestle India's performance over market.| α | -0.17 | β | -0.11 |
Nestle India 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 Nestle India's Buy-and-hold return. Our buy-and-hold chart shows how Nestle India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nestle India Market Price Analysis
Market price analysis indicators help investors to evaluate how Nestle India stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nestle India shares will generate the highest return on investment. By understating and applying Nestle India stock market price indicators, traders can identify Nestle India position entry and exit signals to maximize returns.
Nestle India Return and Market Media
The median price of Nestle India for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 2510.0 with a coefficient of variation of 6.55. The daily time series for the period is distributed with a sample standard deviation of 161.13, arithmetic mean of 2458.65, and mean deviation of 139.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nestl India shareholders have earned a 16 percent CAGR over the last five years - Simply Wall St | 09/03/2024 |
2 | Nestle India Share Price Today Updates Nestle India Posts Small Gain Amidst Steady Volatility - The Economic Times | 09/25/2024 |
3 | Nestle India Share Price Today Updates Nestle India achieves a slight uptick in price - The Economic Times | 10/01/2024 |
4 | Nestle India Share Price Today on 11-11-2024 Nestle India share price are down by -0.57, Nifty down by -0.03 percent - Mint | 11/11/2024 |
5 | Nestle India Share Price Live Updates Nestle India experiences upward trend - The Economic Times | 11/18/2024 |
6 | Nestle India Share Price Today on 22-11-2024 Nestle India share price are up by 1.01, Nifty up by 1.2 percent - Mint | 11/21/2024 |
About Nestle India 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 Nestle or other stocks. Alpha measures the amount that position in Nestle India Limited 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 Nestle India 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, Nestle India's short interest history, or implied volatility extrapolated from Nestle India options trading.
Build Portfolio with Nestle India
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Other Information on Investing in Nestle Stock
Nestle India financial ratios help investors to determine whether Nestle 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 Nestle with respect to the benefits of owning Nestle India security.