Jyoti CNC (India) Alpha and Beta Analysis
| JYOTICNC | 1,369 23.70 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jyoti CNC Automation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jyoti CNC over a specified time horizon. Remember, high Jyoti CNC'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 Jyoti CNC's market risk premium analysis include:
Beta 0.14 | Alpha 0.22 | Risk 2.74 | Sharpe Ratio 0.11 | Expected Return 0.3 |
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.
Jyoti |
Jyoti CNC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jyoti CNC market risk premium is the additional return an investor will receive from holding Jyoti CNC 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 Jyoti CNC. 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 Jyoti CNC's performance over market.| α | 0.22 | β | 0.14 |
Jyoti CNC 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 Jyoti CNC's Buy-and-hold return. Our buy-and-hold chart shows how Jyoti CNC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jyoti CNC Market Price Analysis
Market price analysis indicators help investors to evaluate how Jyoti CNC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jyoti CNC shares will generate the highest return on investment. By understating and applying Jyoti CNC stock market price indicators, traders can identify Jyoti CNC position entry and exit signals to maximize returns.
Jyoti CNC Return and Market Media
The median price of Jyoti CNC for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 1156.05 with a coefficient of variation of 9.54. The daily time series for the period is distributed with a sample standard deviation of 112.7, arithmetic mean of 1181.58, and mean deviation of 95.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Jyoti CNC Automations Stock Sees Positive Trend, Outperforms Sector by 4.32 percent - MarketsMojo | 11/06/2024 |
2 | Smallcap stock in focus after company to foray into semiconductor segment - Trade Brains | 11/20/2024 |
3 | Jyoti CNC Automations Stock Sees Positive Trend, Outperforms Sector by 3.15 percent - MarketsMojo | 12/04/2024 |
4 | Jyoti CNC Automation - 5 stocks crossed below VWAP on December 18 - The Economic Times | 12/18/2024 |
About Jyoti CNC 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 Jyoti or other stocks. Alpha measures the amount that position in Jyoti CNC Automation 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 Jyoti CNC 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, Jyoti CNC's short interest history, or implied volatility extrapolated from Jyoti CNC options trading.
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Other Information on Investing in Jyoti Stock
Jyoti CNC financial ratios help investors to determine whether Jyoti 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 Jyoti with respect to the benefits of owning Jyoti CNC security.