VA Tech (India) Alpha and Beta Analysis
| WABAG Stock | 1,692 3.30 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VA Tech Wabag. It also helps investors analyze the systematic and unsystematic risks associated with investing in VA Tech over a specified time horizon. Remember, high VA Tech'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 VA Tech's market risk premium analysis include:
Beta (0.35) | Alpha 0.42 | Risk 3.05 | Sharpe Ratio 0.17 | Expected Return 0.51 |
VA Tech Quarterly Cash And Equivalents |
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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.
WABAG |
VA Tech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VA Tech market risk premium is the additional return an investor will receive from holding VA Tech 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 VA Tech. 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 VA Tech's performance over market.| α | 0.42 | β | -0.35 |
VA Tech 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 VA Tech's Buy-and-hold return. Our buy-and-hold chart shows how VA Tech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VA Tech Market Price Analysis
Market price analysis indicators help investors to evaluate how VA Tech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VA Tech shares will generate the highest return on investment. By understating and applying VA Tech stock market price indicators, traders can identify VA Tech position entry and exit signals to maximize returns.
VA Tech Return and Market Media
The median price of VA Tech for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1544.4 with a coefficient of variation of 10.97. The daily time series for the period is distributed with a sample standard deviation of 170.04, arithmetic mean of 1550.12, and mean deviation of 151.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | VA Tech Wabag stock surges 8 percent on bagging order worth Rs 2,700 crore from Saudi Arabia - Moneycontrol | 09/06/2024 |
2 | Va Tech Wabag, Ami Organics among 6 stocks on which brokerages initiated coverage, see up to 50 percent upside - The Economic Times | 09/23/2024 |
3 | Va Tech Wabag Stock Sees Decline in Line with Sector Performance - MarketsMojo | 10/25/2024 |
4 | Wastewater management stock that received 4000 Cr worth orders in last 3 months - Trade Brains | 11/20/2024 |
About VA Tech 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 WABAG or other stocks. Alpha measures the amount that position in VA Tech Wabag 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 VA Tech 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, VA Tech's short interest history, or implied volatility extrapolated from VA Tech options trading.
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Other Information on Investing in WABAG Stock
VA Tech financial ratios help investors to determine whether WABAG 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 WABAG with respect to the benefits of owning VA Tech security.