HEG (India) Alpha and Beta Analysis
| HEG Stock | 568.30 21.35 3.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HEG Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in HEG over a specified time horizon. Remember, high HEG'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 HEG's market risk premium analysis include:
Beta 1.57 | Alpha 0.46 | Risk 4.17 | Sharpe Ratio 0.13 | Expected Return 0.53 |
HEG 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.
HEG |
HEG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HEG market risk premium is the additional return an investor will receive from holding HEG 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 HEG. 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 HEG's performance over market.| α | 0.46 | β | 1.57 |
HEG 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 HEG's Buy-and-hold return. Our buy-and-hold chart shows how HEG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HEG Market Price Analysis
Market price analysis indicators help investors to evaluate how HEG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HEG shares will generate the highest return on investment. By understating and applying HEG stock market price indicators, traders can identify HEG position entry and exit signals to maximize returns.
HEG Return and Market Media
The median price of HEG for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 445.65 with a coefficient of variation of 11.14. The daily time series for the period is distributed with a sample standard deviation of 51.55, arithmetic mean of 462.79, and mean deviation of 41.71. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | HEG shares rise 10 percent as board fixes record date for stock split - Business Today | 09/25/2024 |
2 | Why did HEG shares show over 80 percent decline on trading apps - MSN | 10/18/2024 |
3 | HEG Limiteds PE Is Still On The Mark Following 35 percent Share Price Bounce - Simply Wall St | 12/04/2024 |
About HEG 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 HEG or other stocks. Alpha measures the amount that position in HEG Limited 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 HEG 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, HEG's short interest history, or implied volatility extrapolated from HEG options trading.
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Other Information on Investing in HEG Stock
HEG financial ratios help investors to determine whether HEG 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 HEG with respect to the benefits of owning HEG security.