HPL Electric (India) Alpha and Beta Analysis
| HPL Stock | 482.40 0.60 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HPL Electric Power. It also helps investors analyze the systematic and unsystematic risks associated with investing in HPL Electric over a specified time horizon. Remember, high HPL Electric'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 HPL Electric's market risk premium analysis include:
Beta 0.23 | Alpha (0.42) | Risk 2.41 | Sharpe Ratio (0.19) | Expected Return (0.45) |
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.
HPL |
HPL Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HPL Electric market risk premium is the additional return an investor will receive from holding HPL Electric 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 HPL Electric. 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 HPL Electric's performance over market.| α | -0.42 | β | 0.23 |
HPL Electric 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 HPL Electric's Buy-and-hold return. Our buy-and-hold chart shows how HPL Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HPL Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how HPL Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HPL Electric shares will generate the highest return on investment. By understating and applying HPL Electric stock market price indicators, traders can identify HPL Electric position entry and exit signals to maximize returns.
HPL Electric Return and Market Media
The median price of HPL Electric for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 557.3 with a coefficient of variation of 8.91. The daily time series for the period is distributed with a sample standard deviation of 49.54, arithmetic mean of 555.76, and mean deviation of 40.49. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | HPL Electric gains over 2 percent on securing new order worth Rs 144 crore - Moneycontrol | 09/13/2024 |
2 | HPL Electric Power Stock Drops 7.0 percent Following MarketsMOJOs Hold Recommendation - MarketsMojo | 11/13/2024 |
About HPL Electric 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 HPL or other stocks. Alpha measures the amount that position in HPL Electric Power 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 HPL Electric 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, HPL Electric's short interest history, or implied volatility extrapolated from HPL Electric options trading.
Build Portfolio with HPL Electric
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Other Information on Investing in HPL Stock
HPL Electric financial ratios help investors to determine whether HPL 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 HPL with respect to the benefits of owning HPL Electric security.