Almondz Global (India) Alpha and Beta Analysis
| ALMONDZ Stock | 26.96 0.54 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Almondz Global Securities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Almondz Global over a specified time horizon. Remember, high Almondz Global'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 Almondz Global's market risk premium analysis include:
Beta 0.71 | Alpha (0.36) | Risk 2.83 | Sharpe Ratio (0.05) | Expected Return (0.15) |
Almondz Global 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.
Almondz |
Almondz Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Almondz Global market risk premium is the additional return an investor will receive from holding Almondz Global 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 Almondz Global. 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 Almondz Global's performance over market.| α | -0.36 | β | 0.71 |
Almondz Global 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 Almondz Global's Buy-and-hold return. Our buy-and-hold chart shows how Almondz Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Almondz Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Almondz Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Almondz Global shares will generate the highest return on investment. By understating and applying Almondz Global stock market price indicators, traders can identify Almondz Global position entry and exit signals to maximize returns.
Almondz Global Return and Market Media
The median price of Almondz Global for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 30.8 with a coefficient of variation of 5.87. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 30.83, and mean deviation of 1.43. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Almondz Global Securities Limited Reports Earnings Results for the Second Quarter and Six Months Ended September 30, 2024 - Marketscreener.com | 11/22/2024 |
About Almondz Global 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 Almondz or other stocks. Alpha measures the amount that position in Almondz Global Securities 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 Almondz Global 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, Almondz Global's short interest history, or implied volatility extrapolated from Almondz Global options trading.
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Additional Tools for Almondz Stock Analysis
When running Almondz Global's price analysis, check to measure Almondz Global'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 Almondz Global is operating at the current time. Most of Almondz Global's value examination focuses on studying past and present price action to predict the probability of Almondz Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Almondz Global's price. Additionally, you may evaluate how the addition of Almondz Global to your portfolios can decrease your overall portfolio volatility.