Welspun Investments (India) Alpha and Beta Analysis
| WELINV Stock | 902.55 19.10 2.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Welspun Investments and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Welspun Investments over a specified time horizon. Remember, high Welspun Investments' 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 Welspun Investments' market risk premium analysis include:
Beta 0.25 | Alpha (0.03) | Risk 3.05 | Sharpe Ratio (0.05) | Expected Return (0.15) |
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.
Welspun |
Welspun Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Welspun Investments market risk premium is the additional return an investor will receive from holding Welspun Investments 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 Welspun Investments. 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 Welspun Investments' performance over market.| α | -0.03 | β | 0.25 |
Welspun Investments 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 Welspun Investments' Buy-and-hold return. Our buy-and-hold chart shows how Welspun Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Welspun Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Welspun Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Welspun Investments shares will generate the highest return on investment. By understating and applying Welspun Investments stock market price indicators, traders can identify Welspun Investments position entry and exit signals to maximize returns.
Welspun Investments Return and Market Media
The median price of Welspun Investments for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 982.2 with a coefficient of variation of 5.54. The daily time series for the period is distributed with a sample standard deviation of 54.15, arithmetic mean of 977.32, and mean deviation of 44.44. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Welspun Corp shares gain as company to invest 100 mn to upgrade pipes manufacturing - Moneycontrol | 09/02/2024 |
2 | Welspun Corp Q2 Results Profit falls 27 percent to Rs 283 cr board approves over Rs 2,000 cr investments - The Economic Times | 11/08/2024 |
About Welspun Investments 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 Welspun or other stocks. Alpha measures the amount that position in Welspun Investments and 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 Welspun Investments 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, Welspun Investments' short interest history, or implied volatility extrapolated from Welspun Investments options trading.
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Other Information on Investing in Welspun Stock
Welspun Investments financial ratios help investors to determine whether Welspun 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 Welspun with respect to the benefits of owning Welspun Investments security.