Bharat Road (India) Alpha and Beta Analysis
| BRNL Stock | 41.44 0.95 2.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bharat Road Network. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bharat Road over a specified time horizon. Remember, high Bharat Road'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 Bharat Road's market risk premium analysis include:
Beta 0.17 | Alpha (0.28) | Risk 2.19 | Sharpe Ratio (0.13) | Expected Return (0.28) |
Bharat Road 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.
Bharat |
Bharat Road Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bharat Road market risk premium is the additional return an investor will receive from holding Bharat Road 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 Bharat Road. 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 Bharat Road's performance over market.| α | -0.28 | β | 0.17 |
Bharat Road 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 Bharat Road's Buy-and-hold return. Our buy-and-hold chart shows how Bharat Road performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bharat Road Market Price Analysis
Market price analysis indicators help investors to evaluate how Bharat Road stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bharat Road shares will generate the highest return on investment. By understating and applying Bharat Road stock market price indicators, traders can identify Bharat Road position entry and exit signals to maximize returns.
Bharat Road Return and Market Media
The median price of Bharat Road for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 46.99 with a coefficient of variation of 5.19. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 47.15, and mean deviation of 1.93. The Stock received some media coverage during the period. Price Growth (%) |
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1 | Bharat Road Net Standalone September 2024 Net Sales at Rs 1.44 crore, down 6.07 percent Y-o-Y - Moneycontrol | 11/13/2024 |
About Bharat Road 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 Bharat or other stocks. Alpha measures the amount that position in Bharat Road Network 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 Bharat Road 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, Bharat Road's short interest history, or implied volatility extrapolated from Bharat Road options trading.
Build Portfolio with Bharat Road
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Additional Tools for Bharat Stock Analysis
When running Bharat Road's price analysis, check to measure Bharat Road'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 Bharat Road is operating at the current time. Most of Bharat Road's value examination focuses on studying past and present price action to predict the probability of Bharat Road's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bharat Road's price. Additionally, you may evaluate how the addition of Bharat Road to your portfolios can decrease your overall portfolio volatility.