Industrial Investment (India) Alpha and Beta Analysis
| IITL Stock | 380.45 14.60 3.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Industrial Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Industrial Investment over a specified time horizon. Remember, high Industrial Investment'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 Industrial Investment's market risk premium analysis include:
Beta 0.29 | Alpha 0.75 | Risk 1.87 | Sharpe Ratio 0.38 | Expected Return 0.71 |
Industrial Investment 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.
Industrial |
Industrial Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Industrial Investment market risk premium is the additional return an investor will receive from holding Industrial Investment 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 Industrial Investment. 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 Industrial Investment's performance over market.| α | 0.75 | β | 0.29 |
Industrial Investment 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 Industrial Investment's Buy-and-hold return. Our buy-and-hold chart shows how Industrial Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Industrial Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Industrial Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Industrial Investment shares will generate the highest return on investment. By understating and applying Industrial Investment stock market price indicators, traders can identify Industrial Investment position entry and exit signals to maximize returns.
Industrial Investment Return and Market Media
The median price of Industrial Investment for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 300.0 with a coefficient of variation of 16.95. The daily time series for the period is distributed with a sample standard deviation of 51.97, arithmetic mean of 306.65, and mean deviation of 41.29. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | FIRST INDUSTRIAL REALTY TRUST REPORTS THIRD QUARTER 2024 RESULTS FR Stock News - StockTitan | 10/16/2024 |
About Industrial Investment 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 Industrial or other stocks. Alpha measures the amount that position in Industrial Investment 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 Industrial Investment 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, Industrial Investment's short interest history, or implied volatility extrapolated from Industrial Investment options trading.
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Additional Tools for Industrial Stock Analysis
When running Industrial Investment's price analysis, check to measure Industrial Investment'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 Industrial Investment is operating at the current time. Most of Industrial Investment's value examination focuses on studying past and present price action to predict the probability of Industrial Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Industrial Investment's price. Additionally, you may evaluate how the addition of Industrial Investment to your portfolios can decrease your overall portfolio volatility.