Sapphire Foods (India) Alpha and Beta Analysis
| SAPPHIRE | 325.30 0.85 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sapphire Foods India. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sapphire Foods over a specified time horizon. Remember, high Sapphire Foods' 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 Sapphire Foods' market risk premium analysis include:
Beta 0.68 | Alpha (0.06) | Risk 2.19 | Sharpe Ratio (0) | Expected Return (0) |
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.
Sapphire |
Sapphire Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sapphire Foods market risk premium is the additional return an investor will receive from holding Sapphire Foods 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 Sapphire Foods. 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 Sapphire Foods' performance over market.| α | -0.06 | β | 0.68 |
Sapphire Foods 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 Sapphire Foods' Buy-and-hold return. Our buy-and-hold chart shows how Sapphire Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sapphire Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how Sapphire Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sapphire Foods shares will generate the highest return on investment. By understating and applying Sapphire Foods stock market price indicators, traders can identify Sapphire Foods position entry and exit signals to maximize returns.
Sapphire Foods Return and Market Media
The median price of Sapphire Foods for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 331.6 with a coefficient of variation of 5.76. The daily time series for the period is distributed with a sample standard deviation of 19.27, arithmetic mean of 334.35, and mean deviation of 15.7. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Share Market News GIC, Welspun Enterprises, Sapphire Foods, other stocks to track today - Zee Business | 09/04/2024 |
2 | Sapphire Foods gains 14 percent to hit all-time high after multiple block deals - Business Standard | 09/24/2024 |
3 | Volumes soar at Sapphire Foods India Ltd counter - Business Standard | 11/06/2024 |
About Sapphire Foods 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 Sapphire or other stocks. Alpha measures the amount that position in Sapphire Foods 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 Sapphire Foods 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, Sapphire Foods' short interest history, or implied volatility extrapolated from Sapphire Foods options trading.
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Additional Tools for Sapphire Stock Analysis
When running Sapphire Foods' price analysis, check to measure Sapphire Foods' 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 Sapphire Foods is operating at the current time. Most of Sapphire Foods' value examination focuses on studying past and present price action to predict the probability of Sapphire Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sapphire Foods' price. Additionally, you may evaluate how the addition of Sapphire Foods to your portfolios can decrease your overall portfolio volatility.