Suzlon Energy (India) Alpha and Beta Analysis
SUZLON Stock | 65.22 0.11 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Suzlon Energy Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Suzlon Energy over a specified time horizon. Remember, high Suzlon Energy'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 Suzlon Energy's market risk premium analysis include:
Beta 0.13 | Alpha (0.27) | Risk 2.94 | Sharpe Ratio (0.07) | Expected Return (0.20) |
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.
Suzlon |
Suzlon Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Suzlon Energy market risk premium is the additional return an investor will receive from holding Suzlon Energy 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 Suzlon Energy. 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 Suzlon Energy's performance over market.α | -0.27 | β | 0.13 |
Suzlon Energy 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 Suzlon Energy's Buy-and-hold return. Our buy-and-hold chart shows how Suzlon Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Suzlon Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Suzlon Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Suzlon Energy shares will generate the highest return on investment. By understating and applying Suzlon Energy stock market price indicators, traders can identify Suzlon Energy position entry and exit signals to maximize returns.
Suzlon Energy Return and Market Media
The median price of Suzlon Energy for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 74.39 with a coefficient of variation of 9.91. The daily time series for the period is distributed with a sample standard deviation of 7.26, arithmetic mean of 73.24, and mean deviation of 5.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Suzlon Energy Share Price Target 2025 Penalty slapped on subsidiary Should you BUY power stock - MSN | 09/02/2024 |
2 | Suzlon Energy Share Price Target 2024 Company sells corporate office for Rs 440 cr BUY, SELL or HOLD - ET Now | 09/05/2024 |
3 | Suzlon Energy Stock excluded from surveillance framework share price up 180 percent in... - ET Now | 09/20/2024 |
4 | Suzlon Energy shares down 15 percent in 8 sessions will this bearish move continue - Business Today | 10/07/2024 |
5 | Suzlon Energy Share Price Stock jumps 5 percent after rating upgrade check new target - ET Now | 11/18/2024 |
6 | Suzlon Energy shares in 5 percent upper circuit for 4th straight day Stock up 22 percent from recent lows - CNBCTV18 | 11/21/2024 |
About Suzlon Energy 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 Suzlon or other stocks. Alpha measures the amount that position in Suzlon Energy 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 Suzlon Energy 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, Suzlon Energy's short interest history, or implied volatility extrapolated from Suzlon Energy options trading.
Build Portfolio with Suzlon Energy
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
Other Information on Investing in Suzlon Stock
Suzlon Energy financial ratios help investors to determine whether Suzlon 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 Suzlon with respect to the benefits of owning Suzlon Energy security.