Jash Engineering (India) Alpha and Beta Analysis
| JASH Stock | 597.95 5.75 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jash Engineering Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jash Engineering over a specified time horizon. Remember, high Jash Engineering'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 Jash Engineering's market risk premium analysis include:
Beta 0.26 | Alpha 0.65 | Risk 3.11 | Sharpe Ratio 0.2 | Expected Return 0.61 |
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.
Jash |
Jash Engineering Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jash Engineering market risk premium is the additional return an investor will receive from holding Jash Engineering 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 Jash Engineering. 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 Jash Engineering's performance over market.| α | 0.65 | β | 0.26 |
Jash Engineering 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 Jash Engineering's Buy-and-hold return. Our buy-and-hold chart shows how Jash Engineering performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jash Engineering Market Price Analysis
Market price analysis indicators help investors to evaluate how Jash Engineering stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jash Engineering shares will generate the highest return on investment. By understating and applying Jash Engineering stock market price indicators, traders can identify Jash Engineering position entry and exit signals to maximize returns.
Jash Engineering Return and Market Media
The median price of Jash Engineering for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 491.95 with a coefficient of variation of 14.2. The daily time series for the period is distributed with a sample standard deviation of 71.26, arithmetic mean of 501.93, and mean deviation of 58.63. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investors Interested In Jash Engineering Limiteds Earnings - Simply Wall St | 10/15/2024 |
2 | JASH ENGINEERING Share Price Today Up 5 percent - Equitymaster | 11/18/2024 |
3 | Jash Engineerings Stock Reaches All-Time High, Outperforms Sector and Sensex - MarketsMojo | 11/22/2024 |
About Jash Engineering 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 Jash or other stocks. Alpha measures the amount that position in Jash Engineering 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 Jash Engineering 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, Jash Engineering's short interest history, or implied volatility extrapolated from Jash Engineering options trading.
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Additional Tools for Jash Stock Analysis
When running Jash Engineering's price analysis, check to measure Jash Engineering'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 Jash Engineering is operating at the current time. Most of Jash Engineering's value examination focuses on studying past and present price action to predict the probability of Jash Engineering's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jash Engineering's price. Additionally, you may evaluate how the addition of Jash Engineering to your portfolios can decrease your overall portfolio volatility.