Repco Home (India) Alpha and Beta Analysis
| REPCOHOME | 448.40 7.25 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Repco Home Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Repco Home over a specified time horizon. Remember, high Repco Home'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 Repco Home's market risk premium analysis include:
Beta 0.0675 | Alpha (0.16) | Risk 1.58 | Sharpe Ratio (0.11) | Expected Return (0.17) |
Repco Home 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.
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Repco Home Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Repco Home market risk premium is the additional return an investor will receive from holding Repco Home 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 Repco Home. 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 Repco Home's performance over market.| α | -0.16 | β | 0.07 |
Repco Home 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 Repco Home's Buy-and-hold return. Our buy-and-hold chart shows how Repco Home performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Repco Home Market Price Analysis
Market price analysis indicators help investors to evaluate how Repco Home stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Repco Home shares will generate the highest return on investment. By understating and applying Repco Home stock market price indicators, traders can identify Repco Home position entry and exit signals to maximize returns.
Repco Home Return and Market Media
The median price of Repco Home for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 502.4 with a coefficient of variation of 5.82. The daily time series for the period is distributed with a sample standard deviation of 29.41, arithmetic mean of 505.77, and mean deviation of 24.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Repco Home 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 Repco or other stocks. Alpha measures the amount that position in Repco Home Finance 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 Repco Home 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, Repco Home's short interest history, or implied volatility extrapolated from Repco Home options trading.
Build Portfolio with Repco Home
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Other Information on Investing in Repco Stock
Repco Home financial ratios help investors to determine whether Repco 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 Repco with respect to the benefits of owning Repco Home security.