State Bank (India) Alpha and Beta Analysis

SBIN Stock   752.25  13.80  1.80%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as State Bank of. It also helps investors analyze the systematic and unsystematic risks associated with investing in State Bank over a specified time horizon. Remember, high State Bank'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 State Bank's market risk premium analysis include:
Beta
0.36
Alpha
(0.18)
Risk
1.52
Sharpe Ratio
(0.12)
Expected Return
(0.18)
Please note that although State Bank alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, State Bank did 0.18  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of State Bank of stock's relative risk over its benchmark. State Bank has a beta of 0.36  . As returns on the market increase, State Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding State Bank is expected to be smaller as well. .
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.
  
Check out State Bank Backtesting, State Bank Valuation, State Bank Correlation, State Bank Hype Analysis, State Bank Volatility, State Bank History and analyze State Bank Performance.

State Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. State Bank market risk premium is the additional return an investor will receive from holding State Bank 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 State Bank. 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 State Bank's performance over market.
α-0.18   β0.36

State Bank 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 State Bank's Buy-and-hold return. Our buy-and-hold chart shows how State Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

State Bank Market Price Analysis

Market price analysis indicators help investors to evaluate how State Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading State Bank shares will generate the highest return on investment. By understating and applying State Bank stock market price indicators, traders can identify State Bank position entry and exit signals to maximize returns.

State Bank Return and Market Media

The median price of State Bank for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 808.65 with a coefficient of variation of 5.09. The daily time series for the period is distributed with a sample standard deviation of 40.96, arithmetic mean of 805.51, and mean deviation of 35.93. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
PSU bank stocks rally 2 percent as investor confidence returns - MSN
11/22/2024
2
Walmart Inc. Shares Acquired by Iowa State Bank - MarketBeat
01/06/2025
3
Summit State Bank Reports Fourth Quarter 2024 Financial Results - GlobeNewswire
01/28/2025
4
SBI Q3 Results 2025 Highlights PSU Bank reports 83 percent YoY jump in Q3 PAT stock extends decline Stock Market News - Mint
02/06/2025

About State Bank 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 State or other stocks. Alpha measures the amount that position in State 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 State Bank 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, State Bank's short interest history, or implied volatility extrapolated from State Bank options trading.

Build Portfolio with State Bank

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

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for State Stock Analysis

When running State Bank's price analysis, check to measure State Bank'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 State Bank is operating at the current time. Most of State Bank's value examination focuses on studying past and present price action to predict the probability of State Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move State Bank's price. Additionally, you may evaluate how the addition of State Bank to your portfolios can decrease your overall portfolio volatility.