Orient Telecoms (UK) Alpha and Beta Analysis
| ORNT Stock | 8.00 0.78 8.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orient Telecoms. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orient Telecoms over a specified time horizon. Remember, high Orient Telecoms' 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 Orient Telecoms' market risk premium analysis include:
Beta (0.06) | Alpha 0.0183 | Risk 2.11 | Sharpe Ratio 0.0103 | Expected Return 0.0217 |
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.
Orient |
Orient Telecoms Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orient Telecoms market risk premium is the additional return an investor will receive from holding Orient Telecoms 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 Orient Telecoms. 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 Orient Telecoms' performance over market.| α | 0.02 | β | -0.06 |
Orient Telecoms 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 Orient Telecoms' Buy-and-hold return. Our buy-and-hold chart shows how Orient Telecoms performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orient Telecoms Market Price Analysis
Market price analysis indicators help investors to evaluate how Orient Telecoms stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orient Telecoms shares will generate the highest return on investment. By understating and applying Orient Telecoms stock market price indicators, traders can identify Orient Telecoms position entry and exit signals to maximize returns.
Orient Telecoms Return and Market Media
The median price of Orient Telecoms for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 8.0 with a coefficient of variation of 1.54. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 8.02, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | RIL preparing for Jio IPO next year, retail business to go public much later Stock Market News - Mint | 11/04/2024 |
About Orient Telecoms 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 Orient or other stocks. Alpha measures the amount that position in Orient Telecoms 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 Orient Telecoms 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, Orient Telecoms' short interest history, or implied volatility extrapolated from Orient Telecoms options trading.
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Additional Tools for Orient Stock Analysis
When running Orient Telecoms' price analysis, check to measure Orient Telecoms' 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 Orient Telecoms is operating at the current time. Most of Orient Telecoms' value examination focuses on studying past and present price action to predict the probability of Orient Telecoms' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orient Telecoms' price. Additionally, you may evaluate how the addition of Orient Telecoms to your portfolios can decrease your overall portfolio volatility.