Escorts Kubota (India) Alpha and Beta Analysis
| ESCORTS Stock | 3,554 40.55 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Escorts Kubota Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Escorts Kubota over a specified time horizon. Remember, high Escorts Kubota'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 Escorts Kubota's market risk premium analysis include:
Beta 0.0268 | Alpha (0.12) | Risk 2.04 | Sharpe Ratio (0.04) | Expected Return (0.08) |
Escorts Kubota 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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Escorts Kubota Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Escorts Kubota market risk premium is the additional return an investor will receive from holding Escorts Kubota 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 Escorts Kubota. 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 Escorts Kubota's performance over market.| α | -0.12 | β | 0.03 |
Escorts Kubota 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 Escorts Kubota's Buy-and-hold return. Our buy-and-hold chart shows how Escorts Kubota performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Escorts Kubota Market Price Analysis
Market price analysis indicators help investors to evaluate how Escorts Kubota stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Escorts Kubota shares will generate the highest return on investment. By understating and applying Escorts Kubota stock market price indicators, traders can identify Escorts Kubota position entry and exit signals to maximize returns.
Escorts Kubota Return and Market Media
The median price of Escorts Kubota for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 3784.05 with a coefficient of variation of 6.26. The daily time series for the period is distributed with a sample standard deviation of 237.55, arithmetic mean of 3795.69, and mean deviation of 178.49. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stock Radar Escorts Kubota breaks out of a falling trendline could hit fresh record highs above Rs 4,900 - The Economic Times | 09/25/2024 |
2 | Buy Escorts Kubota, target price Rs 4,974 Hem Securities - Economic Times | 09/30/2024 |
3 | Escorts Kubota Q2 Results Net profit jumps 54 percent but topline flat at 2,488 crore - CNBCTV18 | 11/07/2024 |
About Escorts Kubota 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 Escorts or other stocks. Alpha measures the amount that position in Escorts Kubota 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 Escorts Kubota 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, Escorts Kubota's short interest history, or implied volatility extrapolated from Escorts Kubota options trading.
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Additional Tools for Escorts Stock Analysis
When running Escorts Kubota's price analysis, check to measure Escorts Kubota'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 Escorts Kubota is operating at the current time. Most of Escorts Kubota's value examination focuses on studying past and present price action to predict the probability of Escorts Kubota's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Escorts Kubota's price. Additionally, you may evaluate how the addition of Escorts Kubota to your portfolios can decrease your overall portfolio volatility.