Ashapura Minechem (India) Alpha and Beta Analysis
| ASHAPURMIN | 283.31 24.47 9.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ashapura Minechem Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ashapura Minechem over a specified time horizon. Remember, high Ashapura Minechem'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 Ashapura Minechem's market risk premium analysis include:
Beta (0) | Alpha (0.30) | Risk 4.58 | Sharpe Ratio (0.05) | Expected Return (0.22) |
Ashapura Minechem 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.
Ashapura |
Ashapura Minechem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ashapura Minechem market risk premium is the additional return an investor will receive from holding Ashapura Minechem 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 Ashapura Minechem. 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 Ashapura Minechem's performance over market.| α | -0.3 | β | -0.0045 |
Ashapura Minechem 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 Ashapura Minechem's Buy-and-hold return. Our buy-and-hold chart shows how Ashapura Minechem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ashapura Minechem Market Price Analysis
Market price analysis indicators help investors to evaluate how Ashapura Minechem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ashapura Minechem shares will generate the highest return on investment. By understating and applying Ashapura Minechem stock market price indicators, traders can identify Ashapura Minechem position entry and exit signals to maximize returns.
Ashapura Minechem Return and Market Media
The median price of Ashapura Minechem for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 304.45 with a coefficient of variation of 11.4. The daily time series for the period is distributed with a sample standard deviation of 33.39, arithmetic mean of 292.81, and mean deviation of 28.07. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stock market update Mining stocks up as market rises - The Economic Times | 10/28/2024 |
2 | Saltoro Alpha buys 2.5 percent stake in Ashapura Minechem - Moneycontrol | 11/22/2024 |
About Ashapura Minechem 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 Ashapura or other stocks. Alpha measures the amount that position in Ashapura Minechem 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 Ashapura Minechem 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, Ashapura Minechem's short interest history, or implied volatility extrapolated from Ashapura Minechem options trading.
Build Portfolio with Ashapura Minechem
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Additional Tools for Ashapura Stock Analysis
When running Ashapura Minechem's price analysis, check to measure Ashapura Minechem'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 Ashapura Minechem is operating at the current time. Most of Ashapura Minechem's value examination focuses on studying past and present price action to predict the probability of Ashapura Minechem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ashapura Minechem's price. Additionally, you may evaluate how the addition of Ashapura Minechem to your portfolios can decrease your overall portfolio volatility.