Aban Offshore (India) Alpha and Beta Analysis
| ABAN Stock | 39.97 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aban Offshore Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aban Offshore over a specified time horizon. Remember, high Aban Offshore'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 Aban Offshore's market risk premium analysis include:
Beta (0.46) | Alpha (0.89) | Risk 3.01 | Sharpe Ratio (0.27) | Expected Return (0.80) |
Aban Offshore 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.
Aban |
Aban Offshore Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aban Offshore market risk premium is the additional return an investor will receive from holding Aban Offshore 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 Aban Offshore. 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 Aban Offshore's performance over market.| α | -0.89 | β | -0.46 |
Aban Offshore 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 Aban Offshore's Buy-and-hold return. Our buy-and-hold chart shows how Aban Offshore performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aban Offshore Market Price Analysis
Market price analysis indicators help investors to evaluate how Aban Offshore stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aban Offshore shares will generate the highest return on investment. By understating and applying Aban Offshore stock market price indicators, traders can identify Aban Offshore position entry and exit signals to maximize returns.
Aban Offshore Return and Market Media
The median price of Aban Offshore for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 51.17 with a coefficient of variation of 21.67. The daily time series for the period is distributed with a sample standard deviation of 11.17, arithmetic mean of 51.53, and mean deviation of 10.39. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Benign Growth For Aban Offshore Limited Underpins Stocks 27 percent Plummet - Simply Wall St | 01/27/2025 |
2 | Aban Offshore Faces Challenges Amidst Broader Oil Sector Trends and Market Competition - MarketsMojo | 02/19/2025 |
About Aban Offshore 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 Aban or other stocks. Alpha measures the amount that position in Aban Offshore 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 Aban Offshore 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, Aban Offshore's short interest history, or implied volatility extrapolated from Aban Offshore options trading.
Build Portfolio with Aban Offshore
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Additional Tools for Aban Stock Analysis
When running Aban Offshore's price analysis, check to measure Aban Offshore's 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 Aban Offshore is operating at the current time. Most of Aban Offshore's value examination focuses on studying past and present price action to predict the probability of Aban Offshore's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aban Offshore's price. Additionally, you may evaluate how the addition of Aban Offshore to your portfolios can decrease your overall portfolio volatility.