20 Microns (India) Alpha and Beta Analysis
| 20MICRONS | 225.20 4.60 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 20 Microns Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in 20 Microns over a specified time horizon. Remember, high 20 Microns' 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 20 Microns' market risk premium analysis include:
Beta (0.23) | Alpha (0.50) | Risk 2.16 | Sharpe Ratio (0.24) | Expected Return (0.52) |
20 Microns 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.
20MICRONS |
20 Microns Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 20 Microns market risk premium is the additional return an investor will receive from holding 20 Microns 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 20 Microns. 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 20 Microns' performance over market.| α | -0.5 | β | -0.23 |
20 Microns 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 20 Microns' Buy-and-hold return. Our buy-and-hold chart shows how 20 Microns performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.20 Microns Market Price Analysis
Market price analysis indicators help investors to evaluate how 20 Microns stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 20 Microns shares will generate the highest return on investment. By understating and applying 20 Microns stock market price indicators, traders can identify 20 Microns position entry and exit signals to maximize returns.
20 Microns Return and Market Media
The median price of 20 Microns for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 291.5 with a coefficient of variation of 11.58. The daily time series for the period is distributed with a sample standard deviation of 32.51, arithmetic mean of 280.64, and mean deviation of 27.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Stock market update Mining stocks up as market falls - The Economic Times | 09/24/2024 |
2 | Stock market update Mining stocks up as market rises - The Economic Times | 10/07/2024 |
3 | 20 Microns Reports Positive Financial Results for Q2 2024, Stock Receives Hold Rating - MarketsMojo | 10/25/2024 |
4 | Dolly Khanna stock in focus after JV with Sievert Baustoffe for construction chemicals - Trade Brains | 11/19/2024 |
About 20 Microns 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 20MICRONS or other stocks. Alpha measures the amount that position in 20 Microns Limited 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 20 Microns 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, 20 Microns' short interest history, or implied volatility extrapolated from 20 Microns options trading.
Build Portfolio with 20 Microns
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
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Other Information on Investing in 20MICRONS Stock
20 Microns financial ratios help investors to determine whether 20MICRONS 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 20MICRONS with respect to the benefits of owning 20 Microns security.