Globus Spirits (India) Alpha and Beta Analysis
| GLOBUSSPR | 843.15 25.45 3.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Globus Spirits Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Globus Spirits over a specified time horizon. Remember, high Globus Spirits' 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 Globus Spirits' market risk premium analysis include:
Beta (0.61) | Alpha 0.0463 | Risk 4.52 | Sharpe Ratio (0) | Expected Return (0.01) |
Globus Spirits 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.
Globus |
Globus Spirits Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Globus Spirits market risk premium is the additional return an investor will receive from holding Globus Spirits 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 Globus Spirits. 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 Globus Spirits' performance over market.| α | 0.05 | β | -0.61 |
Globus Spirits 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 Globus Spirits' Buy-and-hold return. Our buy-and-hold chart shows how Globus Spirits performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Globus Spirits Market Price Analysis
Market price analysis indicators help investors to evaluate how Globus Spirits stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Globus Spirits shares will generate the highest return on investment. By understating and applying Globus Spirits stock market price indicators, traders can identify Globus Spirits position entry and exit signals to maximize returns.
Globus Spirits Return and Market Media
The median price of Globus Spirits for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1090.4 with a coefficient of variation of 13.75. The daily time series for the period is distributed with a sample standard deviation of 148.29, arithmetic mean of 1078.48, and mean deviation of 115.85. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Globus Spirits debuts DAAB India Craft Whisky stock rises - BusinessLine | 09/16/2024 |
2 | Globus Spirits extends decline to second day, tumbles 16 percent post dismal Q2FY25 results - Moneycontrol | 11/12/2024 |
3 | Globus Spirits Anemic Earnings Might Be Worse Than You Think - Simply Wall St | 11/19/2024 |
About Globus Spirits 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 Globus or other stocks. Alpha measures the amount that position in Globus Spirits 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 Globus Spirits 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, Globus Spirits' short interest history, or implied volatility extrapolated from Globus Spirits options trading.
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Additional Tools for Globus Stock Analysis
When running Globus Spirits' price analysis, check to measure Globus Spirits' 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 Globus Spirits is operating at the current time. Most of Globus Spirits' value examination focuses on studying past and present price action to predict the probability of Globus Spirits' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Globus Spirits' price. Additionally, you may evaluate how the addition of Globus Spirits to your portfolios can decrease your overall portfolio volatility.