RHI MAGNESITA (India) Alpha and Beta Analysis
| RHIM Stock | 513.60 19.60 3.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RHI MAGNESITA INDIA. It also helps investors analyze the systematic and unsystematic risks associated with investing in RHI MAGNESITA over a specified time horizon. Remember, high RHI MAGNESITA'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 RHI MAGNESITA's market risk premium analysis include:
Beta 0.29 | Alpha (0.15) | Risk 2.05 | Sharpe Ratio (0.11) | Expected Return (0.22) |
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.
RHI |
RHI MAGNESITA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RHI MAGNESITA market risk premium is the additional return an investor will receive from holding RHI MAGNESITA 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 RHI MAGNESITA. 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 RHI MAGNESITA's performance over market.| α | -0.15 | β | 0.29 |
RHI MAGNESITA 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 RHI MAGNESITA's Buy-and-hold return. Our buy-and-hold chart shows how RHI MAGNESITA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RHI MAGNESITA Market Price Analysis
Market price analysis indicators help investors to evaluate how RHI MAGNESITA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RHI MAGNESITA shares will generate the highest return on investment. By understating and applying RHI MAGNESITA stock market price indicators, traders can identify RHI MAGNESITA position entry and exit signals to maximize returns.
RHI MAGNESITA Return and Market Media
The median price of RHI MAGNESITA for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 575.95 with a coefficient of variation of 5.9. The daily time series for the period is distributed with a sample standard deviation of 33.7, arithmetic mean of 571.48, and mean deviation of 28.11. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | RHI Magnesita India consolidated net profit declines 35.62 percent in the September 2024 quarter - Business Standard | 11/08/2024 |
2 | RHI Magnesita India Limited Announces Change in Management - Marketscreener.com | 11/12/2024 |
3 | When Should You Buy RHI Magnesita India Limited - Simply Wall St | 12/03/2024 |
About RHI MAGNESITA 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 RHI or other stocks. Alpha measures the amount that position in RHI MAGNESITA INDIA 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 RHI MAGNESITA 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, RHI MAGNESITA's short interest history, or implied volatility extrapolated from RHI MAGNESITA options trading.
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Additional Tools for RHI Stock Analysis
When running RHI MAGNESITA's price analysis, check to measure RHI MAGNESITA'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 RHI MAGNESITA is operating at the current time. Most of RHI MAGNESITA's value examination focuses on studying past and present price action to predict the probability of RHI MAGNESITA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RHI MAGNESITA's price. Additionally, you may evaluate how the addition of RHI MAGNESITA to your portfolios can decrease your overall portfolio volatility.