Raj Rayon (India) Alpha and Beta Analysis
| RAJRILTD | 22.30 0.43 1.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Raj Rayon Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Raj Rayon over a specified time horizon. Remember, high Raj Rayon'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 Raj Rayon's market risk premium analysis include:
Beta 0.0518 | Alpha (0.16) | Risk 1.51 | Sharpe Ratio (0.18) | Expected Return (0.27) |
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.
Raj |
Raj Rayon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Raj Rayon market risk premium is the additional return an investor will receive from holding Raj Rayon 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 Raj Rayon. 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 Raj Rayon's performance over market.| α | -0.16 | β | 0.05 |
Raj Rayon 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 Raj Rayon's Buy-and-hold return. Our buy-and-hold chart shows how Raj Rayon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Raj Rayon Market Price Analysis
Market price analysis indicators help investors to evaluate how Raj Rayon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Raj Rayon shares will generate the highest return on investment. By understating and applying Raj Rayon stock market price indicators, traders can identify Raj Rayon position entry and exit signals to maximize returns.
Raj Rayon Return and Market Media
The median price of Raj Rayon for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 23.88 with a coefficient of variation of 6.48. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 24.18, and mean deviation of 1.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Raj Rayon Ind Standalone September 2024 Net Sales at Rs 211.98 crore, up 18.01 percent Y-o-Y - Moneycontrol | 11/21/2024 |
About Raj Rayon 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 Raj or other stocks. Alpha measures the amount that position in Raj Rayon Industries 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 Raj Rayon 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, Raj Rayon's short interest history, or implied volatility extrapolated from Raj Rayon options trading.
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Additional Tools for Raj Stock Analysis
When running Raj Rayon's price analysis, check to measure Raj Rayon'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 Raj Rayon is operating at the current time. Most of Raj Rayon's value examination focuses on studying past and present price action to predict the probability of Raj Rayon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raj Rayon's price. Additionally, you may evaluate how the addition of Raj Rayon to your portfolios can decrease your overall portfolio volatility.