Godrej Consumer (India) Alpha and Beta Analysis
| GODREJCP | 1,192 13.60 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Godrej Consumer Products. It also helps investors analyze the systematic and unsystematic risks associated with investing in Godrej Consumer over a specified time horizon. Remember, high Godrej Consumer'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 Godrej Consumer's market risk premium analysis include:
Beta 0.29 | Alpha (0.27) | Risk 1.36 | Sharpe Ratio (0.22) | Expected Return (0.30) |
Godrej Consumer 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.
Godrej |
Godrej Consumer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Godrej Consumer market risk premium is the additional return an investor will receive from holding Godrej Consumer 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 Godrej Consumer. 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 Godrej Consumer's performance over market.| α | -0.27 | β | 0.29 |
Godrej Consumer 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 Godrej Consumer's Buy-and-hold return. Our buy-and-hold chart shows how Godrej Consumer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Godrej Consumer Market Price Analysis
Market price analysis indicators help investors to evaluate how Godrej Consumer stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Godrej Consumer shares will generate the highest return on investment. By understating and applying Godrej Consumer stock market price indicators, traders can identify Godrej Consumer position entry and exit signals to maximize returns.
Godrej Consumer Return and Market Media
The median price of Godrej Consumer for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 1347.3 with a coefficient of variation of 7.16. The daily time series for the period is distributed with a sample standard deviation of 97.14, arithmetic mean of 1355.87, and mean deviation of 84.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Buy Godrej Consumer Products, target price Rs 1700 Motilal Oswal - The Economic Times | 09/03/2024 |
2 | Godrej Consumer Products Limited Announces Board Cessation - Marketscreener.com | 09/25/2024 |
3 | Godrej Consumer Products Ltd eases for fifth straight session - Business Standard | 11/12/2024 |
About Godrej Consumer 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 Godrej or other stocks. Alpha measures the amount that position in Godrej Consumer Products 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 Godrej Consumer 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, Godrej Consumer's short interest history, or implied volatility extrapolated from Godrej Consumer options trading.
Build Portfolio with Godrej Consumer
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Other Information on Investing in Godrej Stock
Godrej Consumer financial ratios help investors to determine whether Godrej 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 Godrej with respect to the benefits of owning Godrej Consumer security.