Muthoot Finance (India) Alpha and Beta Analysis
| MUTHOOTFIN | 1,927 27.80 1.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Muthoot Finance Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Muthoot Finance over a specified time horizon. Remember, high Muthoot Finance'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 Muthoot Finance's market risk premium analysis include:
Beta (0.22) | Alpha 0.07 | Risk 1.56 | Sharpe Ratio 0.0029 | Expected Return 0.0046 |
Muthoot Finance Quarterly Cash And Equivalents |
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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.
Muthoot |
Muthoot Finance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Muthoot Finance market risk premium is the additional return an investor will receive from holding Muthoot Finance 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 Muthoot Finance. 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 Muthoot Finance's performance over market.| α | 0.07 | β | -0.22 |
Muthoot Finance 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 Muthoot Finance's Buy-and-hold return. Our buy-and-hold chart shows how Muthoot Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Muthoot Finance Market Price Analysis
Market price analysis indicators help investors to evaluate how Muthoot Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Muthoot Finance shares will generate the highest return on investment. By understating and applying Muthoot Finance stock market price indicators, traders can identify Muthoot Finance position entry and exit signals to maximize returns.
Muthoot Finance Return and Market Media
The median price of Muthoot Finance for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 1949.95 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 63.12, arithmetic mean of 1941.81, and mean deviation of 46.89. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Muthoot Finance Ltd spurts 0.35, up for fifth straight session - Business Standard | 09/18/2024 |
2 | Muthoot Finance Stock Sees Temporary Dip, Rated Buy by Leading Analysis Platform - MarketsMojo | 11/07/2024 |
3 | Buy Colgate-Palmolive, Muthoot Finance shares sell Infosys stock, says LKP Securities - Business Today | 11/18/2024 |
About Muthoot Finance 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 Muthoot or other stocks. Alpha measures the amount that position in Muthoot Finance 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 Muthoot Finance 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, Muthoot Finance's short interest history, or implied volatility extrapolated from Muthoot Finance options trading.
Build Portfolio with Muthoot Finance
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Additional Tools for Muthoot Stock Analysis
When running Muthoot Finance's price analysis, check to measure Muthoot Finance'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 Muthoot Finance is operating at the current time. Most of Muthoot Finance's value examination focuses on studying past and present price action to predict the probability of Muthoot Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Muthoot Finance's price. Additionally, you may evaluate how the addition of Muthoot Finance to your portfolios can decrease your overall portfolio volatility.