Sag Holdings Limited Stock Alpha and Beta Analysis
| SAG Stock | 2.95 0.21 7.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SAG Holdings Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in SAG Holdings over a specified time horizon. Remember, high SAG Holdings' 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 SAG Holdings' market risk premium analysis include:
Beta (0.23) | Alpha (3.28) | Risk 7.85 | Sharpe Ratio (0.36) | Expected Return (2.85) |
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.
SAG |
SAG Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SAG Holdings market risk premium is the additional return an investor will receive from holding SAG Holdings 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 SAG Holdings. 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 SAG Holdings' performance over market.| α | -3.28 | β | -0.23 |
SAG Holdings 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 SAG Holdings' Buy-and-hold return. Our buy-and-hold chart shows how SAG Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SAG Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how SAG Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SAG Holdings shares will generate the highest return on investment. By understating and applying SAG Holdings stock market price indicators, traders can identify SAG Holdings position entry and exit signals to maximize returns.
SAG Holdings Return and Market Media
The median price of SAG Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.85 with a coefficient of variation of 34.16. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 3.55, and mean deviation of 0.96. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SAG Holdings Limited Prices 875K Share IPO at 8sh - Investing.com India | 10/23/2024 |
2 | SAG Holdings Stock Draws Retail Interest As Stock Spikes Days After Weak Market Debut - Barchart | 10/25/2024 |
3 | Bylvay montre une amlioration soutenue en termes de svrit des dmangeaisons et de taux dacides biliaires sriques chez les patients atteints de CIFP et du SAG | 11/18/2024 |
About SAG Holdings 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 SAG or other stocks. Alpha measures the amount that position in SAG Holdings 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 SAG Holdings 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, SAG Holdings' short interest history, or implied volatility extrapolated from SAG Holdings options trading.
Build Portfolio with SAG Holdings
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
Align your risk with return expectations
Check out SAG Holdings Backtesting, SAG Holdings Valuation, SAG Holdings Correlation, SAG Holdings Hype Analysis, SAG Holdings Volatility, SAG Holdings History and analyze SAG Holdings Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
SAG Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.