Ashiana Housing (India) Alpha and Beta Analysis
| ASHIANA Stock | 304.70 1.15 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ashiana Housing Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ashiana Housing over a specified time horizon. Remember, high Ashiana Housing'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 Ashiana Housing's market risk premium analysis include:
Beta (0.28) | Alpha (0.22) | Risk 2.18 | Sharpe Ratio (0.06) | Expected Return (0.13) |
Ashiana Housing 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.
Ashiana |
Ashiana Housing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ashiana Housing market risk premium is the additional return an investor will receive from holding Ashiana Housing 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 Ashiana Housing. 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 Ashiana Housing's performance over market.| α | -0.22 | β | -0.28 |
Ashiana Housing 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 Ashiana Housing's Buy-and-hold return. Our buy-and-hold chart shows how Ashiana Housing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ashiana Housing Market Price Analysis
Market price analysis indicators help investors to evaluate how Ashiana Housing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ashiana Housing shares will generate the highest return on investment. By understating and applying Ashiana Housing stock market price indicators, traders can identify Ashiana Housing position entry and exit signals to maximize returns.
Ashiana Housing Return and Market Media
The median price of Ashiana Housing for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 316.09 with a coefficient of variation of 5.17. The daily time series for the period is distributed with a sample standard deviation of 16.57, arithmetic mean of 320.25, and mean deviation of 13.86. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Ashiana Housing Limited Announces Completion of Term of Abhishek Dalmia and Sonal Matto as Independent Directors - Marketscreener.com | 09/20/2024 |
2 | Ashiana Housing Standalone September 2024 Net Sales at Rs 38.30 crore, down 88.33 percent Y-o-Y - Moneycontrol | 11/20/2024 |
About Ashiana Housing 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 Ashiana or other stocks. Alpha measures the amount that position in Ashiana Housing 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 Ashiana Housing 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, Ashiana Housing's short interest history, or implied volatility extrapolated from Ashiana Housing options trading.
Build Portfolio with Ashiana Housing
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
Align your risk with return expectations
Other Information on Investing in Ashiana Stock
Ashiana Housing financial ratios help investors to determine whether Ashiana 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 Ashiana with respect to the benefits of owning Ashiana Housing security.