Yes Bank (India) Alpha and Beta Analysis
| YESBANK Stock | 20.14 0.96 5.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yes Bank Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yes Bank over a specified time horizon. Remember, high Yes Bank'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 Yes Bank's market risk premium analysis include:
Beta 0.0636 | Alpha (0.29) | Risk 1.72 | Sharpe Ratio (0.14) | 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.
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Yes Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yes Bank market risk premium is the additional return an investor will receive from holding Yes Bank 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 Yes Bank. 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 Yes Bank's performance over market.| α | -0.29 | β | 0.06 |
Yes Bank 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 Yes Bank's Buy-and-hold return. Our buy-and-hold chart shows how Yes Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yes Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Yes Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yes Bank shares will generate the highest return on investment. By understating and applying Yes Bank stock market price indicators, traders can identify Yes Bank position entry and exit signals to maximize returns.
Yes Bank Return and Market Media
The median price of Yes Bank for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 21.42 with a coefficient of variation of 7.39. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 21.66, and mean deviation of 1.42. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | YES Bank, Larsen Toubro, ITC How to trade these 3 buzzing stocks - Business Today | 10/03/2024 |
2 | Yes Bank share price jumps over 8 percent after strong Q2 results 2024. Is this a stock to buy today Stock Market News - Mint | 10/28/2024 |
3 | YES Bank, Suzlon Energy, PNC Infratech How to trade these 3 buzzing stocks - Business Today | 11/21/2024 |
About Yes Bank 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 Yes or other stocks. Alpha measures the amount that position in Yes Bank 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 Yes Bank 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, Yes Bank's short interest history, or implied volatility extrapolated from Yes Bank options trading.
Build Portfolio with Yes Bank
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 Yes Stock
Yes Bank financial ratios help investors to determine whether Yes 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 Yes with respect to the benefits of owning Yes Bank security.