SBI Life (India) Alpha and Beta Analysis
| SBILIFE Stock | 1,485 7.20 0.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SBI Life Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in SBI Life over a specified time horizon. Remember, high SBI Life'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 SBI Life's market risk premium analysis include:
Beta (0.37) | Alpha (0.21) | Risk 1.5 | Sharpe Ratio (0.19) | Expected Return (0.29) |
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.
SBI |
SBI Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SBI Life market risk premium is the additional return an investor will receive from holding SBI Life 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 SBI Life. 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 SBI Life's performance over market.| α | -0.21 | β | -0.37 |
SBI Life 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 SBI Life's Buy-and-hold return. Our buy-and-hold chart shows how SBI Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SBI Life Market Price Analysis
Market price analysis indicators help investors to evaluate how SBI Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SBI Life shares will generate the highest return on investment. By understating and applying SBI Life stock market price indicators, traders can identify SBI Life position entry and exit signals to maximize returns.
SBI Life Return and Market Media
The median price of SBI Life for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 1787.95 with a coefficient of variation of 7.12. The daily time series for the period is distributed with a sample standard deviation of 124.25, arithmetic mean of 1745.97, and mean deviation of 106.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | GST indecision pressure insurance stocks HDFC Life, SBI Life shed up to 4 percent - Business Standard | 09/10/2024 |
2 | Closing Bell Nifty above 25,900, Sensex gains 384 pts PSU Bank, realty shine - Moneycontrol | 09/23/2024 |
3 | SBI Life Insurance Company Share Price Today Live Updates SBI Life Insurance, Potential Entry Point for ... - The Economic Times | 09/27/2024 |
4 | Stock Market Today , October 08, 2024 LIVE UPDATES SBI Life Insurance Company Ltd. Plummets on this trading day - ET Now | 10/08/2024 |
About SBI Life 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 SBI or other stocks. Alpha measures the amount that position in SBI Life Insurance 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 SBI Life 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, SBI Life's short interest history, or implied volatility extrapolated from SBI Life options trading.
Build Portfolio with SBI Life
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Other Information on Investing in SBI Stock
SBI Life financial ratios help investors to determine whether SBI 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 SBI with respect to the benefits of owning SBI Life security.