Gujarat Lease (India) Alpha and Beta Analysis
| GLFL Stock | 7.33 0.34 4.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gujarat Lease Financing. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gujarat Lease over a specified time horizon. Remember, high Gujarat Lease'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 Gujarat Lease's market risk premium analysis include:
Beta 0.59 | Alpha (0.32) | Risk 2.06 | Sharpe Ratio (0.13) | Expected Return (0.28) |
Gujarat Lease 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.
Gujarat |
Gujarat Lease Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gujarat Lease market risk premium is the additional return an investor will receive from holding Gujarat Lease 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 Gujarat Lease. 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 Gujarat Lease's performance over market.| α | -0.32 | β | 0.59 |
Gujarat Lease 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 Gujarat Lease's Buy-and-hold return. Our buy-and-hold chart shows how Gujarat Lease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gujarat Lease Market Price Analysis
Market price analysis indicators help investors to evaluate how Gujarat Lease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gujarat Lease shares will generate the highest return on investment. By understating and applying Gujarat Lease stock market price indicators, traders can identify Gujarat Lease position entry and exit signals to maximize returns.
Gujarat Lease Return and Market Media
The median price of Gujarat Lease for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 7.38 with a coefficient of variation of 7.76. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 7.57, and mean deviation of 0.49. The Stock received some media coverage during the period. Price Growth (%) |
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1 | Gujarat Lease Financing Q2 results profit at 0.02Cr, Revenue increased by 2.94 percent YoY Company Business News - Mint | 10/18/2024 |
About Gujarat Lease 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 Gujarat or other stocks. Alpha measures the amount that position in Gujarat Lease Financing 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 Gujarat Lease 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, Gujarat Lease's short interest history, or implied volatility extrapolated from Gujarat Lease options trading.
Build Portfolio with Gujarat Lease
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Additional Tools for Gujarat Stock Analysis
When running Gujarat Lease's price analysis, check to measure Gujarat Lease'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 Gujarat Lease is operating at the current time. Most of Gujarat Lease's value examination focuses on studying past and present price action to predict the probability of Gujarat Lease's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gujarat Lease's price. Additionally, you may evaluate how the addition of Gujarat Lease to your portfolios can decrease your overall portfolio volatility.