ADF Foods (India) Alpha and Beta Analysis
| ADFFOODS | 323.95 18.70 6.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ADF Foods Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in ADF Foods over a specified time horizon. Remember, high ADF Foods' 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 ADF Foods' market risk premium analysis include:
Beta 0.0169 | Alpha 0.52 | Risk 3.74 | Sharpe Ratio 0.1 | Expected Return 0.38 |
ADF Foods 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.
ADF |
ADF Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ADF Foods market risk premium is the additional return an investor will receive from holding ADF Foods 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 ADF Foods. 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 ADF Foods' performance over market.| α | 0.52 | β | 0.02 |
ADF Foods 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 ADF Foods' Buy-and-hold return. Our buy-and-hold chart shows how ADF Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ADF Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how ADF Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ADF Foods shares will generate the highest return on investment. By understating and applying ADF Foods stock market price indicators, traders can identify ADF Foods position entry and exit signals to maximize returns.
ADF Foods Return and Market Media
The median price of ADF Foods for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 281.99 with a coefficient of variation of 6.22. The daily time series for the period is distributed with a sample standard deviation of 17.62, arithmetic mean of 283.22, and mean deviation of 14.63. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | ADF Foods Stock Reaches All-Time High, Outperforms Sector and Sensex - MarketsMojo | 10/09/2024 |
About ADF Foods 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 ADF or other stocks. Alpha measures the amount that position in ADF Foods 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 ADF Foods 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, ADF Foods' short interest history, or implied volatility extrapolated from ADF Foods options trading.
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Other Information on Investing in ADF Stock
ADF Foods financial ratios help investors to determine whether ADF 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 ADF with respect to the benefits of owning ADF Foods security.