JTL Industries (India) Alpha and Beta Analysis
| JTLIND Stock | 96.40 1.53 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JTL Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in JTL Industries over a specified time horizon. Remember, high JTL Industries' 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 JTL Industries' market risk premium analysis include:
Beta (0.63) | Alpha (0.85) | Risk 7.03 | Sharpe Ratio (0.15) | Expected Return (1.07) |
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.
JTL |
JTL Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JTL Industries market risk premium is the additional return an investor will receive from holding JTL Industries 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 JTL Industries. 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 JTL Industries' performance over market.| α | -0.85 | β | -0.63 |
JTL Industries 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 JTL Industries' Buy-and-hold return. Our buy-and-hold chart shows how JTL Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JTL Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how JTL Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JTL Industries shares will generate the highest return on investment. By understating and applying JTL Industries stock market price indicators, traders can identify JTL Industries position entry and exit signals to maximize returns.
JTL Industries Return and Market Media
The median price of JTL Industries for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 216.27 with a coefficient of variation of 23.34. The daily time series for the period is distributed with a sample standard deviation of 47.04, arithmetic mean of 201.53, and mean deviation of 33.27. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Share Price Under Rs 250 Metal stock gains on completion of fundraising via preferential issue BUY - ET Now | 09/03/2024 |
2 | Stock Split JTL Industries to divide one share into two Shares update on bonus issue - CNBCTV18 | 10/04/2024 |
3 | Smallcap Stock Under Rs 100 JTL Industries to participate in railway tender shares rise - ET Now | 11/21/2024 |
About JTL Industries 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 JTL or other stocks. Alpha measures the amount that position in JTL Industries 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 JTL Industries 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, JTL Industries' short interest history, or implied volatility extrapolated from JTL Industries options trading.
Build Portfolio with JTL Industries
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Other Information on Investing in JTL Stock
JTL Industries financial ratios help investors to determine whether JTL 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 JTL with respect to the benefits of owning JTL Industries security.