Angel One (India) Alpha and Beta Analysis
| ANGELONE | 2,904 3.55 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Angel One Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Angel One over a specified time horizon. Remember, high Angel One'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 Angel One's market risk premium analysis include:
Beta (0.46) | Alpha 0.24 | Risk 3.63 | Sharpe Ratio 0.0738 | Expected Return 0.27 |
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.
Angel |
Angel One Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Angel One market risk premium is the additional return an investor will receive from holding Angel One 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 Angel One. 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 Angel One's performance over market.| α | 0.24 | β | -0.46 |
Angel One 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 Angel One's Buy-and-hold return. Our buy-and-hold chart shows how Angel One performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Angel One Market Price Analysis
Market price analysis indicators help investors to evaluate how Angel One stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Angel One shares will generate the highest return on investment. By understating and applying Angel One stock market price indicators, traders can identify Angel One position entry and exit signals to maximize returns.
Angel One Return and Market Media
The median price of Angel One for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 2883.7 with a coefficient of variation of 8.73. The daily time series for the period is distributed with a sample standard deviation of 252.39, arithmetic mean of 2890.56, and mean deviation of 202.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Angel One Updates Transaction Charges, Share Price Jumps - NDTV Profit | 10/01/2024 |
2 | Angel One Limiteds Price Is Right But Growth Is Lacking After Shares Rocket 32 percent - Simply Wall St | 10/16/2024 |
3 | Angel One receives SEBI licence to commence its mutual fund business, shares rise 4 percent - Moneycontrol | 11/26/2024 |
4 | Market Trading Guide Angel One, Titan are stock recommendations for Friday - The Economic Times | 12/05/2024 |
5 | Angel One shares gain 4 percent on robust client growth - BusinessLine | 12/09/2024 |
6 | CDSL, Angel One, BSE shares fall up to 6 percent A look at how capital market stocks fared on Friday - Qrius | 12/20/2024 |
About Angel One 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 Angel or other stocks. Alpha measures the amount that position in Angel One 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 Angel One 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, Angel One's short interest history, or implied volatility extrapolated from Angel One options trading.
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Other Information on Investing in Angel Stock
Angel One financial ratios help investors to determine whether Angel 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 Angel with respect to the benefits of owning Angel One security.