Sandhar Technologies (India) Alpha and Beta Analysis
| SANDHAR Stock | 523.35 0.50 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sandhar Technologies Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sandhar Technologies over a specified time horizon. Remember, high Sandhar Technologies' 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 Sandhar Technologies' market risk premium analysis include:
Beta 0.92 | Alpha (0.22) | Risk 2.47 | Sharpe Ratio (0.05) | Expected Return (0.11) |
Sandhar Technologies Quarterly Cash And Equivalents |
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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.
Sandhar |
Sandhar Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sandhar Technologies market risk premium is the additional return an investor will receive from holding Sandhar 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 Sandhar 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 Sandhar Technologies' performance over market.| α | -0.22 | β | 0.92 |
Sandhar 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 Sandhar Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Sandhar Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sandhar Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Sandhar 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 Sandhar Technologies shares will generate the highest return on investment. By understating and applying Sandhar Technologies stock market price indicators, traders can identify Sandhar Technologies position entry and exit signals to maximize returns.
Sandhar Technologies Return and Market Media
The median price of Sandhar Technologies for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 535.7 with a coefficient of variation of 6.11. The daily time series for the period is distributed with a sample standard deviation of 32.8, arithmetic mean of 537.05, and mean deviation of 28.72. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sandhar Technologies Limited Stock Sees 12.25 percent Rise, But MarketsMOJO Gives Sell Call - MarketsMojo | 11/11/2024 |
2 | When Should You Buy Sandhar Technologies Limited - Simply Wall St | 12/04/2024 |
About Sandhar 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 Sandhar or other stocks. Alpha measures the amount that position in Sandhar Technologies 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 Sandhar 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, Sandhar Technologies' short interest history, or implied volatility extrapolated from Sandhar Technologies options trading.
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Additional Tools for Sandhar Stock Analysis
When running Sandhar Technologies' price analysis, check to measure Sandhar Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sandhar Technologies is operating at the current time. Most of Sandhar Technologies' value examination focuses on studying past and present price action to predict the probability of Sandhar Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandhar Technologies' price. Additionally, you may evaluate how the addition of Sandhar Technologies to your portfolios can decrease your overall portfolio volatility.