Gujarat Narmada (India) Alpha and Beta Analysis
| GNFC Stock | 593.05 8.65 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gujarat Narmada Valley. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gujarat Narmada over a specified time horizon. Remember, high Gujarat Narmada'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 Narmada's market risk premium analysis include:
Beta 0.27 | Alpha (0.22) | Risk 2.05 | Sharpe Ratio (0.09) | Expected Return (0.19) |
Gujarat Narmada 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 Narmada Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gujarat Narmada market risk premium is the additional return an investor will receive from holding Gujarat Narmada 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 Narmada. 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 Narmada's performance over market.| α | -0.22 | β | 0.27 |
Gujarat Narmada 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 Narmada's Buy-and-hold return. Our buy-and-hold chart shows how Gujarat Narmada performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gujarat Narmada Market Price Analysis
Market price analysis indicators help investors to evaluate how Gujarat Narmada 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 Narmada shares will generate the highest return on investment. By understating and applying Gujarat Narmada stock market price indicators, traders can identify Gujarat Narmada position entry and exit signals to maximize returns.
Gujarat Narmada Return and Market Media
The median price of Gujarat Narmada for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 647.45 with a coefficient of variation of 5.92. The daily time series for the period is distributed with a sample standard deviation of 38.01, arithmetic mean of 641.83, and mean deviation of 29.12. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Gujarat Narmada Valley Fertilizers Chemicals - These 6 FO stocks saw a high increase in futures open interest - The Economic Times | 11/14/2024 |
About Gujarat Narmada 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 Narmada Valley 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 Narmada 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 Narmada's short interest history, or implied volatility extrapolated from Gujarat Narmada options trading.
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Additional Tools for Gujarat Stock Analysis
When running Gujarat Narmada's price analysis, check to measure Gujarat Narmada'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 Narmada is operating at the current time. Most of Gujarat Narmada's value examination focuses on studying past and present price action to predict the probability of Gujarat Narmada'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 Narmada's price. Additionally, you may evaluate how the addition of Gujarat Narmada to your portfolios can decrease your overall portfolio volatility.