Adani Total (India) Alpha and Beta Analysis
| ATGL Stock | 730.40 12.90 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adani Total Gas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adani Total over a specified time horizon. Remember, high Adani Total'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 Adani Total's market risk premium analysis include:
Beta 0.31 | Alpha (0.11) | Risk 4.07 | Sharpe Ratio (0.02) | Expected Return (0.07) |
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.
Adani |
Adani Total Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adani Total market risk premium is the additional return an investor will receive from holding Adani Total 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 Adani Total. 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 Adani Total's performance over market.| α | -0.11 | β | 0.31 |
Adani Total 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 Adani Total's Buy-and-hold return. Our buy-and-hold chart shows how Adani Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Adani Total Market Price Analysis
Market price analysis indicators help investors to evaluate how Adani Total stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Adani Total shares will generate the highest return on investment. By understating and applying Adani Total stock market price indicators, traders can identify Adani Total position entry and exit signals to maximize returns.
Adani Total Return and Market Media
The median price of Adani Total for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 735.1 with a coefficient of variation of 7.27. The daily time series for the period is distributed with a sample standard deviation of 53.45, arithmetic mean of 734.99, and mean deviation of 40.57. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Adani Total 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 Adani or other stocks. Alpha measures the amount that position in Adani Total Gas 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 Adani Total 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, Adani Total's short interest history, or implied volatility extrapolated from Adani Total options trading.
Build Portfolio with Adani Total
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
Additional Tools for Adani Stock Analysis
When running Adani Total's price analysis, check to measure Adani Total'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 Adani Total is operating at the current time. Most of Adani Total's value examination focuses on studying past and present price action to predict the probability of Adani Total's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adani Total's price. Additionally, you may evaluate how the addition of Adani Total to your portfolios can decrease your overall portfolio volatility.