Aarti Industries (India) Alpha and Beta Analysis
| AARTIIND | 451.35 13.45 3.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aarti Industries Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aarti Industries over a specified time horizon. Remember, high Aarti Industries' 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 Aarti Industries' market risk premium analysis include:
Beta 0.17 | Alpha (0.53) | Risk 2.35 | Sharpe Ratio (0.22) | Expected Return (0.51) |
Aarti Industries 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.
Aarti |
Aarti Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aarti Industries market risk premium is the additional return an investor will receive from holding Aarti Industries 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 Aarti Industries. 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 Aarti Industries' performance over market.| α | -0.53 | β | 0.17 |
Aarti Industries 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 Aarti Industries' Buy-and-hold return. Our buy-and-hold chart shows how Aarti Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aarti Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Aarti Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aarti Industries shares will generate the highest return on investment. By understating and applying Aarti Industries stock market price indicators, traders can identify Aarti Industries position entry and exit signals to maximize returns.
Aarti Industries Return and Market Media
The median price of Aarti Industries for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 539.0 with a coefficient of variation of 11.19. The daily time series for the period is distributed with a sample standard deviation of 60.8, arithmetic mean of 543.18, and mean deviation of 50.38. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3 stock recommendations by analyst for September 10, 2024 Tata Motors, JSW Energy and Aarti Industries - Business Today | 09/09/2024 |
2 | Aarti Industries Stock Performance Declines, Sell Call Issued by MarketsMOJO - MarketsMojo | 11/08/2024 |
3 | Aarti Industries - Eicher Motors, HUL among 5 stocks with long unwinding - The Economic Times | 11/21/2024 |
About Aarti Industries 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 Aarti or other stocks. Alpha measures the amount that position in Aarti 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 Aarti Industries 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, Aarti Industries' short interest history, or implied volatility extrapolated from Aarti Industries options trading.
Build Portfolio with Aarti Industries
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Other Information on Investing in Aarti Stock
Aarti Industries financial ratios help investors to determine whether Aarti 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 Aarti with respect to the benefits of owning Aarti Industries security.