Gujarat Fluorochemicals (India) Alpha and Beta Analysis
| FLUOROCHEM | 3,810 20.65 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gujarat Fluorochemicals Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gujarat Fluorochemicals over a specified time horizon. Remember, high Gujarat Fluorochemicals' 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 Gujarat Fluorochemicals' market risk premium analysis include:
Beta 0.57 | Alpha 0.21 | Risk 3.05 | Sharpe Ratio 0.0998 | Expected Return 0.3 |
Gujarat Fluorochemicals Quarterly Cash And Equivalents |
|
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.
Gujarat |
Gujarat Fluorochemicals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gujarat Fluorochemicals market risk premium is the additional return an investor will receive from holding Gujarat Fluorochemicals 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 Gujarat Fluorochemicals. 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 Gujarat Fluorochemicals' performance over market.| α | 0.21 | β | 0.57 |
Gujarat Fluorochemicals 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 Gujarat Fluorochemicals' Buy-and-hold return. Our buy-and-hold chart shows how Gujarat Fluorochemicals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gujarat Fluorochemicals Market Price Analysis
Market price analysis indicators help investors to evaluate how Gujarat Fluorochemicals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gujarat Fluorochemicals shares will generate the highest return on investment. By understating and applying Gujarat Fluorochemicals stock market price indicators, traders can identify Gujarat Fluorochemicals position entry and exit signals to maximize returns.
Gujarat Fluorochemicals Return and Market Media
The median price of Gujarat Fluorochemicals for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 4240.45 with a coefficient of variation of 11.58. The daily time series for the period is distributed with a sample standard deviation of 471.08, arithmetic mean of 4067.75, and mean deviation of 368.51. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Gujarat Fluorochemicals fixes record date for final dividend - Business Standard | 09/02/2024 |
2 | Why Gujarat Fluorochemicals Share Price is Rising - Equitymaster | 09/17/2024 |
About Gujarat Fluorochemicals 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 Gujarat or other stocks. Alpha measures the amount that position in Gujarat Fluorochemicals 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 Gujarat Fluorochemicals 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, Gujarat Fluorochemicals' short interest history, or implied volatility extrapolated from Gujarat Fluorochemicals options trading.
Build Portfolio with Gujarat Fluorochemicals
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 Gujarat Stock
Gujarat Fluorochemicals financial ratios help investors to determine whether Gujarat 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 Gujarat with respect to the benefits of owning Gujarat Fluorochemicals security.