PTC India (India) Alpha and Beta Analysis
| PFS Stock | 43.70 0.19 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PTC India Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in PTC India over a specified time horizon. Remember, high PTC India'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 PTC India's market risk premium analysis include:
Beta 0.61 | Alpha (0.55) | Risk 2.19 | Sharpe Ratio (0.17) | Expected Return (0.36) |
PTC India Quarterly Cash And Equivalents |
|
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.
PTC |
PTC India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PTC India market risk premium is the additional return an investor will receive from holding PTC India 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 PTC India. 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 PTC India's performance over market.| α | -0.55 | β | 0.61 |
PTC India 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 PTC India's Buy-and-hold return. Our buy-and-hold chart shows how PTC India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PTC India Market Price Analysis
Market price analysis indicators help investors to evaluate how PTC India stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PTC India shares will generate the highest return on investment. By understating and applying PTC India stock market price indicators, traders can identify PTC India position entry and exit signals to maximize returns.
PTC India Return and Market Media
The median price of PTC India for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 46.21 with a coefficient of variation of 11.53. The daily time series for the period is distributed with a sample standard deviation of 5.49, arithmetic mean of 47.64, and mean deviation of 4.66. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | PTC India Share Price Today Down 6 percent - Equitymaster | 10/07/2024 |
2 | Public companies are PTC India Financial Services Limiteds biggest owners and were hit after market cap dropped 2.9b - Simply Wall St | 11/13/2024 |
About PTC India 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 PTC or other stocks. Alpha measures the amount that position in PTC India Financial 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 PTC India 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, PTC India's short interest history, or implied volatility extrapolated from PTC India options trading.
Build Portfolio with PTC India
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in PTC Stock
PTC India financial ratios help investors to determine whether PTC 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 PTC with respect to the benefits of owning PTC India security.