PNC Infratech (India) Alpha and Beta Analysis
| PNCINFRA | 296.05 1.95 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PNC Infratech Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in PNC Infratech over a specified time horizon. Remember, high PNC Infratech'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 PNC Infratech's market risk premium analysis include:
Beta 1.56 | Alpha (0.81) | Risk 3.32 | Sharpe Ratio (0.18) | Expected Return (0.61) |
PNC Infratech 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.
PNC |
PNC Infratech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PNC Infratech market risk premium is the additional return an investor will receive from holding PNC Infratech 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 PNC Infratech. 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 PNC Infratech's performance over market.| α | -0.81 | β | 1.56 |
PNC Infratech 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 PNC Infratech's Buy-and-hold return. Our buy-and-hold chart shows how PNC Infratech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PNC Infratech Market Price Analysis
Market price analysis indicators help investors to evaluate how PNC Infratech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PNC Infratech shares will generate the highest return on investment. By understating and applying PNC Infratech stock market price indicators, traders can identify PNC Infratech position entry and exit signals to maximize returns.
PNC Infratech Return and Market Media
The median price of PNC Infratech for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 431.6 with a coefficient of variation of 17.52. The daily time series for the period is distributed with a sample standard deviation of 67.81, arithmetic mean of 386.97, and mean deviation of 65.29. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | PNC Infratech Share Price Hits 20 percent Lower CircuitHeres Why - NDTV Profit | 10/21/2024 |
2 | PNC Infratech shares hit 52-week low Stock down 31 percent in a month should you bottom-fish - MSN | 11/21/2024 |
About PNC Infratech 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 PNC or other stocks. Alpha measures the amount that position in PNC Infratech Limited 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 PNC Infratech 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, PNC Infratech's short interest history, or implied volatility extrapolated from PNC Infratech options trading.
Build Portfolio with PNC Infratech
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Additional Tools for PNC Stock Analysis
When running PNC Infratech's price analysis, check to measure PNC Infratech'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 PNC Infratech is operating at the current time. Most of PNC Infratech's value examination focuses on studying past and present price action to predict the probability of PNC Infratech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PNC Infratech's price. Additionally, you may evaluate how the addition of PNC Infratech to your portfolios can decrease your overall portfolio volatility.