Welspun Enterprises (India) Alpha and Beta Analysis
| WELENT Stock | 603.75 2.25 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Welspun Enterprises Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Welspun Enterprises over a specified time horizon. Remember, high Welspun Enterprises' 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 Welspun Enterprises' market risk premium analysis include:
Beta 0.24 | Alpha 0.31 | Risk 2.35 | Sharpe Ratio 0.16 | Expected Return 0.38 |
Welspun Enterprises 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.
Welspun |
Welspun Enterprises Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Welspun Enterprises market risk premium is the additional return an investor will receive from holding Welspun Enterprises 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 Welspun Enterprises. 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 Welspun Enterprises' performance over market.| α | 0.31 | β | 0.24 |
Welspun Enterprises 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 Welspun Enterprises' Buy-and-hold return. Our buy-and-hold chart shows how Welspun Enterprises performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Welspun Enterprises Market Price Analysis
Market price analysis indicators help investors to evaluate how Welspun Enterprises stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Welspun Enterprises shares will generate the highest return on investment. By understating and applying Welspun Enterprises stock market price indicators, traders can identify Welspun Enterprises position entry and exit signals to maximize returns.
Welspun Enterprises Return and Market Media
The median price of Welspun Enterprises for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 581.9 with a coefficient of variation of 10.67. The daily time series for the period is distributed with a sample standard deviation of 59.44, arithmetic mean of 557.11, and mean deviation of 51.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | We Think Welspun Enterprises Can Stay On Top Of Its Debt - Simply Wall St | 11/18/2024 |
2 | Return Trends At Welspun Enterprises Arent Appealing - Simply Wall St | 01/02/2025 |
3 | Welspun Enterprises Hits 52-Week High of Rs. 664.1, Stock Up 92.88 percent Yearly - MarketsMojo | 01/07/2025 |
4 | BLUE DOT LIST Relative Strength Line can be your Game-Changing Tool Jsw Holdings, Epack Durable, Amber Enterprises India, Welspun Enterprises, Sudarshan Chemica... | 01/15/2025 |
About Welspun Enterprises 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 Welspun or other stocks. Alpha measures the amount that position in Welspun Enterprises 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 Welspun Enterprises 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, Welspun Enterprises' short interest history, or implied volatility extrapolated from Welspun Enterprises options trading.
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Other Information on Investing in Welspun Stock
Welspun Enterprises financial ratios help investors to determine whether Welspun 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 Welspun with respect to the benefits of owning Welspun Enterprises security.