Kotak Mahindra (India) Alpha and Beta Analysis
| KOTAKBANK | 1,791 28.95 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kotak Mahindra Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kotak Mahindra over a specified time horizon. Remember, high Kotak Mahindra'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 Kotak Mahindra's market risk premium analysis include:
Beta 0.31 | Alpha (0.06) | Risk 1.26 | Sharpe Ratio 0.0089 | Expected Return 0.0112 |
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.
Kotak |
Kotak Mahindra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kotak Mahindra market risk premium is the additional return an investor will receive from holding Kotak Mahindra 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 Kotak Mahindra. 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 Kotak Mahindra's performance over market.| α | -0.06 | β | 0.31 |
Kotak Mahindra 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 Kotak Mahindra's Buy-and-hold return. Our buy-and-hold chart shows how Kotak Mahindra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kotak Mahindra Market Price Analysis
Market price analysis indicators help investors to evaluate how Kotak Mahindra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kotak Mahindra shares will generate the highest return on investment. By understating and applying Kotak Mahindra stock market price indicators, traders can identify Kotak Mahindra position entry and exit signals to maximize returns.
Kotak Mahindra Return and Market Media
The median price of Kotak Mahindra for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1790.75 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 58.69, arithmetic mean of 1803.57, and mean deviation of 48.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Hdfc Bank Share Price Highlights Hdfc Bank closed today at 1645.25, up 0.2 percent from yesterdays 1641.95 Stock Market News - Mint | 09/05/2024 |
2 | MM, Kotak Bank, HUL.. nearly 350 stocks hit 52-week highs on BSE investors earn about 4 lakh crore in a day Stock Market News - Mint | 09/23/2024 |
3 | Trent, Kotak Mahindra Bank among 5 stocks with short buildup - The Economic Times | 09/27/2024 |
4 | Explained Why Kotak Mahindra Bank shares plunged 7 percent after Q2 results - India Today | 10/21/2024 |
5 | Despite delivering investors losses of 10 percent over the past 3 years, Kotak Mahindra Bank has been growing its earnings - Simply Wall St | 11/22/2024 |
About Kotak Mahindra 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 Kotak or other stocks. Alpha measures the amount that position in Kotak Mahindra Bank 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 Kotak Mahindra 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, Kotak Mahindra's short interest history, or implied volatility extrapolated from Kotak Mahindra options trading.
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Other Information on Investing in Kotak Stock
Kotak Mahindra financial ratios help investors to determine whether Kotak 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 Kotak with respect to the benefits of owning Kotak Mahindra security.