Embassy Office (India) Alpha and Beta Analysis
| EMBASSY-RR | 369.65 0.75 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Embassy Office Parks. It also helps investors analyze the systematic and unsystematic risks associated with investing in Embassy Office over a specified time horizon. Remember, high Embassy Office'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 Embassy Office's market risk premium analysis include:
Beta 0.18 | Alpha (0.08) | Risk 1.03 | Sharpe Ratio (0.01) | Expected Return (0.01) |
Embassy Office 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.
Embassy |
Embassy Office Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Embassy Office market risk premium is the additional return an investor will receive from holding Embassy Office 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 Embassy Office. 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 Embassy Office's performance over market.| α | -0.08 | β | 0.18 |
Embassy Office 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 Embassy Office's Buy-and-hold return. Our buy-and-hold chart shows how Embassy Office performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Embassy Office Market Price Analysis
Market price analysis indicators help investors to evaluate how Embassy Office stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Embassy Office shares will generate the highest return on investment. By understating and applying Embassy Office stock market price indicators, traders can identify Embassy Office position entry and exit signals to maximize returns.
Embassy Office Return and Market Media
The median price of Embassy Office for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 389.99 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 7.98, arithmetic mean of 387.35, and mean deviation of 6.23. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Embassy Office Parks Reit Approves Distribution for the Second Quarter Ended September 30, 2024, Payable on or Before November 06, 2024 - Marketscreener.com | 10/24/2024 |
2 | Embassy REIT declines 3 percent as CEO Aravind Maiya resigns post Sebis order - Business Standard | 11/05/2024 |
About Embassy Office 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 Embassy or other stocks. Alpha measures the amount that position in Embassy Office Parks 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 Embassy Office 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, Embassy Office's short interest history, or implied volatility extrapolated from Embassy Office options trading.
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Additional Tools for Embassy Stock Analysis
When running Embassy Office's price analysis, check to measure Embassy Office'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 Embassy Office is operating at the current time. Most of Embassy Office's value examination focuses on studying past and present price action to predict the probability of Embassy Office's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embassy Office's price. Additionally, you may evaluate how the addition of Embassy Office to your portfolios can decrease your overall portfolio volatility.