AVALON TECHNOLOGIES (India) Alpha and Beta Analysis
| AVALON Stock | 675.10 5.55 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AVALON TECHNOLOGIES LTD. It also helps investors analyze the systematic and unsystematic risks associated with investing in AVALON TECHNOLOGIES over a specified time horizon. Remember, high AVALON TECHNOLOGIES'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 AVALON TECHNOLOGIES's market risk premium analysis include:
Beta (0.58) | Alpha (0.38) | Risk 3.63 | Sharpe Ratio (0.11) | Expected Return (0.40) |
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.
AVALON |
AVALON TECHNOLOGIES Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AVALON TECHNOLOGIES market risk premium is the additional return an investor will receive from holding AVALON TECHNOLOGIES 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 AVALON TECHNOLOGIES. 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 AVALON TECHNOLOGIES's performance over market.| α | -0.38 | β | -0.58 |
AVALON TECHNOLOGIES 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 AVALON TECHNOLOGIES's Buy-and-hold return. Our buy-and-hold chart shows how AVALON TECHNOLOGIES performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AVALON TECHNOLOGIES Market Price Analysis
Market price analysis indicators help investors to evaluate how AVALON TECHNOLOGIES stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AVALON TECHNOLOGIES shares will generate the highest return on investment. By understating and applying AVALON TECHNOLOGIES stock market price indicators, traders can identify AVALON TECHNOLOGIES position entry and exit signals to maximize returns.
AVALON TECHNOLOGIES Return and Market Media
The median price of AVALON TECHNOLOGIES for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 716.8 with a coefficient of variation of 16.02. The daily time series for the period is distributed with a sample standard deviation of 125.32, arithmetic mean of 782.3, and mean deviation of 113.9. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Avalon Technologies Faces Significant Stock Decline Amid Broader Sector Weakness - MarketsMojo | 01/22/2025 |
2 | Avalon Technologies Limited Just Beat EPS By 28 percent Heres What Analysts Think Will Happen Next - Simply Wall St | 02/07/2025 |
3 | Avalon Technologies - Where did FIIs invest in Q3 Top 10 stocks that witnessed a surge in foreign holdings - The Economic Times | 02/27/2025 |
About AVALON TECHNOLOGIES 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 AVALON or other stocks. Alpha measures the amount that position in AVALON TECHNOLOGIES LTD 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 AVALON TECHNOLOGIES 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, AVALON TECHNOLOGIES's short interest history, or implied volatility extrapolated from AVALON TECHNOLOGIES options trading.
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Other Information on Investing in AVALON Stock
AVALON TECHNOLOGIES financial ratios help investors to determine whether AVALON 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 AVALON with respect to the benefits of owning AVALON TECHNOLOGIES security.