Vibhor Steel (India) Alpha and Beta Analysis
| VSTL Stock | 209.85 1.35 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vibhor Steel Tubes. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vibhor Steel over a specified time horizon. Remember, high Vibhor Steel'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 Vibhor Steel's market risk premium analysis include:
Beta 0.16 | Alpha (0.36) | Risk 2.47 | Sharpe Ratio (0.10) | Expected Return (0.25) |
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.
Vibhor |
Vibhor Steel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vibhor Steel market risk premium is the additional return an investor will receive from holding Vibhor Steel 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 Vibhor Steel. 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 Vibhor Steel's performance over market.| α | -0.36 | β | 0.16 |
Vibhor Steel 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 Vibhor Steel's Buy-and-hold return. Our buy-and-hold chart shows how Vibhor Steel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vibhor Steel Market Price Analysis
Market price analysis indicators help investors to evaluate how Vibhor Steel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vibhor Steel shares will generate the highest return on investment. By understating and applying Vibhor Steel stock market price indicators, traders can identify Vibhor Steel position entry and exit signals to maximize returns.
Vibhor Steel Return and Market Media
The median price of Vibhor Steel for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 251.0 with a coefficient of variation of 5.92. The daily time series for the period is distributed with a sample standard deviation of 14.84, arithmetic mean of 250.73, and mean deviation of 10.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Vibhor Steel Tubes standalone net profit declines 82.82 percent in the September 2024 quarter - Business Standard | 11/13/2024 |
About Vibhor Steel 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 Vibhor or other stocks. Alpha measures the amount that position in Vibhor Steel Tubes 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 Vibhor Steel 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, Vibhor Steel's short interest history, or implied volatility extrapolated from Vibhor Steel options trading.
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Additional Tools for Vibhor Stock Analysis
When running Vibhor Steel's price analysis, check to measure Vibhor Steel'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 Vibhor Steel is operating at the current time. Most of Vibhor Steel's value examination focuses on studying past and present price action to predict the probability of Vibhor Steel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vibhor Steel's price. Additionally, you may evaluate how the addition of Vibhor Steel to your portfolios can decrease your overall portfolio volatility.