Gravita India (India) Alpha and Beta Analysis
| GRAVITA Stock | 2,129 38.05 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gravita India Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gravita India over a specified time horizon. Remember, high Gravita India'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 Gravita India's market risk premium analysis include:
Beta 0.37 | Alpha (0.04) | Risk 3.39 | Sharpe Ratio 0.0132 | Expected Return 0.0448 |
Gravita India 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.
Gravita |
Gravita India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gravita India market risk premium is the additional return an investor will receive from holding Gravita India 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 Gravita India. 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 Gravita India's performance over market.| α | -0.04 | β | 0.37 |
Gravita India 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 Gravita India's Buy-and-hold return. Our buy-and-hold chart shows how Gravita India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gravita India Market Price Analysis
Market price analysis indicators help investors to evaluate how Gravita India stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gravita India shares will generate the highest return on investment. By understating and applying Gravita India stock market price indicators, traders can identify Gravita India position entry and exit signals to maximize returns.
Gravita India Return and Market Media
The median price of Gravita India for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2259.4 with a coefficient of variation of 7.94. The daily time series for the period is distributed with a sample standard deviation of 181.22, arithmetic mean of 2283.52, and mean deviation of 157.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Gravita India shares fly 9 percent on high volumes, acquiring first recycling plant in Europe - Moneycontrol | 09/13/2024 |
2 | Buy Gravita India, target price Rs 3,000 Axis Securities - The Economic Times | 09/24/2024 |
3 | If Youd Invested Rs 10,000 in Gravita India Stock 10 Years Ago, Heres How Much Youd Have Today - Equitymaster | 10/10/2024 |
About Gravita India 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 Gravita or other stocks. Alpha measures the amount that position in Gravita India 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 Gravita India 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, Gravita India's short interest history, or implied volatility extrapolated from Gravita India options trading.
Build Portfolio with Gravita India
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 Gravita Stock
Gravita India financial ratios help investors to determine whether Gravita 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 Gravita with respect to the benefits of owning Gravita India security.