Exxaro Tiles (India) Alpha and Beta Analysis
| EXXARO Stock | 8.80 0.47 5.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exxaro Tiles Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exxaro Tiles over a specified time horizon. Remember, high Exxaro Tiles' 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 Exxaro Tiles' market risk premium analysis include:
Beta (7.25) | Alpha 12.54 | Risk 114.17 | Sharpe Ratio 0.11 | Expected Return 13.02 |
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.
Exxaro |
Exxaro Tiles Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exxaro Tiles market risk premium is the additional return an investor will receive from holding Exxaro Tiles 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 Exxaro Tiles. 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 Exxaro Tiles' performance over market.| α | 12.54 | β | -7.25 |
Exxaro Tiles 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 Exxaro Tiles' Buy-and-hold return. Our buy-and-hold chart shows how Exxaro Tiles performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exxaro Tiles Market Price Analysis
Market price analysis indicators help investors to evaluate how Exxaro Tiles stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exxaro Tiles shares will generate the highest return on investment. By understating and applying Exxaro Tiles stock market price indicators, traders can identify Exxaro Tiles position entry and exit signals to maximize returns.
Exxaro Tiles Return and Market Media
The median price of Exxaro Tiles for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 9.27 with a coefficient of variation of 91.85. The daily time series for the period is distributed with a sample standard deviation of 9.68, arithmetic mean of 10.54, and mean deviation of 2.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Exxaro Tiles Financial Report Shows Negative Performance and Strong Sell Rating - MarketsMojo | 11/18/2024 |
2 | Exxaro Tiles among 8 stocks nearing ex-dates for dividend, bonus, split next week. Do you own any - The Economic Times | 12/06/2024 |
3 | Small-cap stock turns penny stock after 110 stock split. Share dips 6 percent on record date Stock Market News - Mint | 12/12/2024 |
About Exxaro Tiles 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 Exxaro or other stocks. Alpha measures the amount that position in Exxaro Tiles 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 Exxaro Tiles 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, Exxaro Tiles' short interest history, or implied volatility extrapolated from Exxaro Tiles options trading.
Build Portfolio with Exxaro Tiles
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Other Information on Investing in Exxaro Stock
Exxaro Tiles financial ratios help investors to determine whether Exxaro 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 Exxaro with respect to the benefits of owning Exxaro Tiles security.