GAIL (India) Alpha and Beta Analysis
| GAIL Stock | 199.19 6.58 3.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GAIL Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in GAIL over a specified time horizon. Remember, high GAIL'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 GAIL's market risk premium analysis include:
Beta 0.3 | Alpha (0.34) | Risk 1.99 | Sharpe Ratio (0.13) | Expected Return (0.25) |
GAIL 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.
GAIL |
GAIL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GAIL market risk premium is the additional return an investor will receive from holding GAIL 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 GAIL. 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 GAIL's performance over market.| α | -0.34 | β | 0.30 |
GAIL 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 GAIL's Buy-and-hold return. Our buy-and-hold chart shows how GAIL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GAIL Market Price Analysis
Market price analysis indicators help investors to evaluate how GAIL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GAIL shares will generate the highest return on investment. By understating and applying GAIL stock market price indicators, traders can identify GAIL position entry and exit signals to maximize returns.
GAIL Return and Market Media
The median price of GAIL for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 220.33 with a coefficient of variation of 7.17. The daily time series for the period is distributed with a sample standard deviation of 15.6, arithmetic mean of 217.49, and mean deviation of 12.94. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | GAIL shares up 0.56 percent as Sensex rises - The Economic Times | 09/23/2024 |
2 | GAIL shares up 2.55 percent as Nifty drops - The Economic Times | 09/30/2024 |
3 | GAIL India Share Price Today on 22-11-2024 GAIL India share price are up by 1.62, Nifty up by 1.21 percent - Mint | 11/21/2024 |
About GAIL 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 GAIL or other stocks. Alpha measures the amount that position in GAIL Limited 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 GAIL 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, GAIL's short interest history, or implied volatility extrapolated from GAIL options trading.
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Additional Tools for GAIL Stock Analysis
When running GAIL's price analysis, check to measure GAIL'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 GAIL is operating at the current time. Most of GAIL's value examination focuses on studying past and present price action to predict the probability of GAIL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GAIL's price. Additionally, you may evaluate how the addition of GAIL to your portfolios can decrease your overall portfolio volatility.