Genus Power (India) Alpha and Beta Analysis

GENUSPOWER   462.95  21.95  4.98%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genus Power Infrastructures. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genus Power over a specified time horizon. Remember, high Genus Power'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 Genus Power's market risk premium analysis include:
Beta
1.48
Alpha
(0.18)
Risk
2.3
Sharpe Ratio
0.0385
Expected Return
0.0884
Please note that although Genus Power alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Genus Power did 0.18  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Genus Power Infrastructures stock's relative risk over its benchmark. Genus Power Infrastr has a beta of 1.48  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Genus Power will likely underperform. .

Genus Power Quarterly Cash And Equivalents

2.81 Billion

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.
  
Check out Genus Power Backtesting, Genus Power Valuation, Genus Power Correlation, Genus Power Hype Analysis, Genus Power Volatility, Genus Power History and analyze Genus Power Performance.

Genus Power Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genus Power market risk premium is the additional return an investor will receive from holding Genus Power 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 Genus Power. 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 Genus Power's performance over market.
α-0.18   β1.48

Genus Power 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 Genus Power's Buy-and-hold return. Our buy-and-hold chart shows how Genus Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Genus Power Market Price Analysis

Market price analysis indicators help investors to evaluate how Genus Power stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genus Power shares will generate the highest return on investment. By understating and applying Genus Power stock market price indicators, traders can identify Genus Power position entry and exit signals to maximize returns.

Genus Power Return and Market Media

The median price of Genus Power for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 414.45 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 17.19, arithmetic mean of 413.69, and mean deviation of 11.85. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Buy Genus Power Infra target of Rs 500 Emkay Global Financial - Moneycontrol
10/08/2024

About Genus Power 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 Genus or other stocks. Alpha measures the amount that position in Genus Power Infrastr 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 Genus Power 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, Genus Power's short interest history, or implied volatility extrapolated from Genus Power options trading.

Build Portfolio with Genus Power

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Genus Stock

Genus Power financial ratios help investors to determine whether Genus 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 Genus with respect to the benefits of owning Genus Power security.