AUTHUM INVESTMENT (India) Alpha and Beta Analysis
| AIIL Stock | 1,557 2.75 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AUTHUM INVESTMENT INFRASTRUCTU. It also helps investors analyze the systematic and unsystematic risks associated with investing in AUTHUM INVESTMENT over a specified time horizon. Remember, high AUTHUM INVESTMENT'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 AUTHUM INVESTMENT's market risk premium analysis include:
Beta (0.08) | Alpha (0.01) | Risk 2.58 | Sharpe Ratio (0.05) | Expected Return (0.12) |
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.
AUTHUM |
AUTHUM INVESTMENT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AUTHUM INVESTMENT market risk premium is the additional return an investor will receive from holding AUTHUM INVESTMENT 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 AUTHUM INVESTMENT. 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 AUTHUM INVESTMENT's performance over market.| α | -0.01 | β | -0.08 |
AUTHUM INVESTMENT 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 AUTHUM INVESTMENT's Buy-and-hold return. Our buy-and-hold chart shows how AUTHUM INVESTMENT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AUTHUM INVESTMENT Market Price Analysis
Market price analysis indicators help investors to evaluate how AUTHUM INVESTMENT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AUTHUM INVESTMENT shares will generate the highest return on investment. By understating and applying AUTHUM INVESTMENT stock market price indicators, traders can identify AUTHUM INVESTMENT position entry and exit signals to maximize returns.
AUTHUM INVESTMENT Return and Market Media
The median price of AUTHUM INVESTMENT for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1678.85 with a coefficient of variation of 4.68. The daily time series for the period is distributed with a sample standard deviation of 79.01, arithmetic mean of 1688.67, and mean deviation of 61.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Authum Investment Infrastructure outcome of Board meeting - Business Standard | 09/26/2024 |
2 | Authum Investment Infrastructure shares tank 12 percent on dismal Q2 show - Moneycontrol | 10/22/2024 |
3 | Authum Investment Infrastructures Stock Sees Dip, But Remains Strong in Finance Industry - MarketsMojo | 10/30/2024 |
4 | Authum Investment Infrastructure Stock Declines on November 13, 2024 - MarketsMojo | 11/13/2024 |
About AUTHUM INVESTMENT 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 AUTHUM or other stocks. Alpha measures the amount that position in AUTHUM INVESTMENT 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 AUTHUM INVESTMENT 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, AUTHUM INVESTMENT's short interest history, or implied volatility extrapolated from AUTHUM INVESTMENT options trading.
Build Portfolio with AUTHUM INVESTMENT
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Additional Tools for AUTHUM Stock Analysis
When running AUTHUM INVESTMENT's price analysis, check to measure AUTHUM INVESTMENT'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 AUTHUM INVESTMENT is operating at the current time. Most of AUTHUM INVESTMENT's value examination focuses on studying past and present price action to predict the probability of AUTHUM INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUTHUM INVESTMENT's price. Additionally, you may evaluate how the addition of AUTHUM INVESTMENT to your portfolios can decrease your overall portfolio volatility.