Sun Pharmaceutical (India) Alpha and Beta Analysis
| SUNPHARMA | 1,781 46.65 2.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sun Pharmaceutical Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sun Pharmaceutical over a specified time horizon. Remember, high Sun Pharmaceutical'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 Sun Pharmaceutical's market risk premium analysis include:
Beta (0.17) | Alpha 0.0107 | Risk 1.13 | Sharpe Ratio (0.02) | Expected Return (0.02) |
Sun Pharmaceutical 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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Sun Pharmaceutical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sun Pharmaceutical market risk premium is the additional return an investor will receive from holding Sun Pharmaceutical 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 Sun Pharmaceutical. 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 Sun Pharmaceutical's performance over market.| α | 0.01 | β | -0.17 |
Sun Pharmaceutical 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 Sun Pharmaceutical's Buy-and-hold return. Our buy-and-hold chart shows how Sun Pharmaceutical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sun Pharmaceutical Market Price Analysis
Market price analysis indicators help investors to evaluate how Sun Pharmaceutical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sun Pharmaceutical shares will generate the highest return on investment. By understating and applying Sun Pharmaceutical stock market price indicators, traders can identify Sun Pharmaceutical position entry and exit signals to maximize returns.
Sun Pharmaceutical Return and Market Media
The median price of Sun Pharmaceutical for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 1848.9 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 51.47, arithmetic mean of 1845.07, and mean deviation of 43.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brokerage Radar UBS favors Sun Pharma, Cipla Morgan Stanley sees relief for IT sector - Moneycontrol | 09/26/2024 |
2 | Sun Pharmaceutical Industries Stocks Live Updates Sun Pharmas Price Drop, A Temporary Setback Amidst Mo... - The Economic Times | 09/30/2024 |
3 | Sun Pharma Share Price Highlights Sun Pharma Stock Price History - The Economic Times | 10/08/2024 |
4 | Volumes jump at Sun Pharma Advanced Research Company Ltd counter - Business Standard | 11/22/2024 |
About Sun Pharmaceutical 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 Sun or other stocks. Alpha measures the amount that position in Sun Pharmaceutical 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 Sun Pharmaceutical 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, Sun Pharmaceutical's short interest history, or implied volatility extrapolated from Sun Pharmaceutical options trading.
Build Portfolio with Sun Pharmaceutical
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Additional Tools for Sun Stock Analysis
When running Sun Pharmaceutical's price analysis, check to measure Sun Pharmaceutical's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sun Pharmaceutical is operating at the current time. Most of Sun Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of Sun Pharmaceutical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sun Pharmaceutical's price. Additionally, you may evaluate how the addition of Sun Pharmaceutical to your portfolios can decrease your overall portfolio volatility.