Taj GVK (India) Alpha and Beta Analysis
| TAJGVK Stock | 339.10 8.50 2.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Taj GVK Hotels. It also helps investors analyze the systematic and unsystematic risks associated with investing in Taj GVK over a specified time horizon. Remember, high Taj GVK'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 Taj GVK's market risk premium analysis include:
Beta 0.57 | Alpha 0.0168 | Risk 2.37 | Sharpe Ratio 0.0364 | Expected Return 0.0865 |
Taj GVK Quarterly Cash And Equivalents |
|
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.
Taj |
Taj GVK Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Taj GVK market risk premium is the additional return an investor will receive from holding Taj GVK 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 Taj GVK. 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 Taj GVK's performance over market.| α | 0.02 | β | 0.57 |
Taj GVK 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 Taj GVK's Buy-and-hold return. Our buy-and-hold chart shows how Taj GVK performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Taj GVK Market Price Analysis
Market price analysis indicators help investors to evaluate how Taj GVK stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Taj GVK shares will generate the highest return on investment. By understating and applying Taj GVK stock market price indicators, traders can identify Taj GVK position entry and exit signals to maximize returns.
Taj GVK Return and Market Media
The median price of Taj GVK for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 315.1 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 13.37, arithmetic mean of 315.07, and mean deviation of 11.34. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | TajGVK Hotels shares zoom 9 percent after posting 76 percent jump in profits in Q2 - Business Standard | 11/04/2024 |
2 | TajGVK Hotels Resorts Receives Hold Rating from MarketsMOJO, Strong Financials and Bullish Outlook - MarketsMojo | 11/19/2024 |
About Taj GVK 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 Taj or other stocks. Alpha measures the amount that position in Taj GVK Hotels 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 Taj GVK 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, Taj GVK's short interest history, or implied volatility extrapolated from Taj GVK options trading.
Build Portfolio with Taj GVK
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 Taj Stock
Taj GVK financial ratios help investors to determine whether Taj 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 Taj with respect to the benefits of owning Taj GVK security.