Innova Captab (India) Alpha and Beta Analysis
| INNOVACAP | 1,056 80.80 8.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Innova Captab Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Innova Captab over a specified time horizon. Remember, high Innova Captab'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 Innova Captab's market risk premium analysis include:
Beta 0.59 | Alpha 0.33 | Risk 3.46 | Sharpe Ratio 0.16 | Expected Return 0.57 |
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.
Innova |
Innova Captab Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Innova Captab market risk premium is the additional return an investor will receive from holding Innova Captab 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 Innova Captab. 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 Innova Captab's performance over market.| α | 0.33 | β | 0.59 |
Innova Captab 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 Innova Captab's Buy-and-hold return. Our buy-and-hold chart shows how Innova Captab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Innova Captab Market Price Analysis
Market price analysis indicators help investors to evaluate how Innova Captab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Innova Captab shares will generate the highest return on investment. By understating and applying Innova Captab stock market price indicators, traders can identify Innova Captab position entry and exit signals to maximize returns.
Innova Captab Return and Market Media
The median price of Innova Captab for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 862.3 with a coefficient of variation of 15.64. The daily time series for the period is distributed with a sample standard deviation of 137.98, arithmetic mean of 882.01, and mean deviation of 129.29. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Innova Captab Second Quarter 2025 Earnings EPS 6.12 - Simply Wall St | 11/08/2024 |
2 | Innova Captabs Stock Surges 6.63, Outperforms Sector and Sensex in Recent Market Performance - MarketsMojo | 11/11/2024 |
3 | INNOVA CAPTAB LTD. Share Price Today Up 6 percent - Equitymaster | 12/05/2024 |
About Innova Captab 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 Innova or other stocks. Alpha measures the amount that position in Innova Captab 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 Innova Captab 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, Innova Captab's short interest history, or implied volatility extrapolated from Innova Captab options trading.
Build Portfolio with Innova Captab
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Other Information on Investing in Innova Stock
Innova Captab financial ratios help investors to determine whether Innova 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 Innova with respect to the benefits of owning Innova Captab security.