Shriram Finance (India) Alpha and Beta Analysis
| SHRIRAMFIN | 3,020 24.05 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shriram Finance Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shriram Finance over a specified time horizon. Remember, high Shriram Finance'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 Shriram Finance's market risk premium analysis include:
Beta 0.0083 | Alpha (0.08) | Risk 2.01 | Sharpe Ratio (0.04) | Expected Return (0.07) |
Shriram Finance Quarterly Cash And Equivalents |
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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.
Shriram |
Shriram Finance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shriram Finance market risk premium is the additional return an investor will receive from holding Shriram Finance 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 Shriram Finance. 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 Shriram Finance's performance over market.| α | -0.08 | β | 0.01 |
Shriram Finance 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 Shriram Finance's Buy-and-hold return. Our buy-and-hold chart shows how Shriram Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shriram Finance Market Price Analysis
Market price analysis indicators help investors to evaluate how Shriram Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shriram Finance shares will generate the highest return on investment. By understating and applying Shriram Finance stock market price indicators, traders can identify Shriram Finance position entry and exit signals to maximize returns.
Shriram Finance Return and Market Media
The median price of Shriram Finance for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 3249.01 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 204.21, arithmetic mean of 3232.7, and mean deviation of 159.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shriram Finance shares rise 0.31 percent as Sensex climbs - MSN | 09/23/2024 |
2 | Share price of Shriram Finance rises as Nifty strengthens - MSN | 09/27/2024 |
3 | Shriram Finance shares up 1.48 percent as Nifty drops - MSN | 09/30/2024 |
4 | Shriram Finance Announces 15 Stock Split - NDTV Profit | 10/25/2024 |
5 | Shriram Finance shares 0.59 per cent in Fridays trading session - The Economic Times | 11/21/2024 |
About Shriram Finance 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 Shriram or other stocks. Alpha measures the amount that position in Shriram Finance 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 Shriram Finance 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, Shriram Finance's short interest history, or implied volatility extrapolated from Shriram Finance options trading.
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Other Information on Investing in Shriram Stock
Shriram Finance financial ratios help investors to determine whether Shriram 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 Shriram with respect to the benefits of owning Shriram Finance security.