Azad Engineering (India) Alpha and Beta Analysis
| AZAD Stock | 1,767 118.65 6.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Azad Engineering Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Azad Engineering over a specified time horizon. Remember, high Azad Engineering'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 Azad Engineering's market risk premium analysis include:
Beta 1.14 | Alpha 0.4 | Risk 2.95 | Sharpe Ratio 0.12 | Expected Return 0.37 |
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.
Azad |
Azad Engineering Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Azad Engineering market risk premium is the additional return an investor will receive from holding Azad Engineering 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 Azad Engineering. 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 Azad Engineering's performance over market.| α | 0.40 | β | 1.14 |
Azad Engineering 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 Azad Engineering's Buy-and-hold return. Our buy-and-hold chart shows how Azad Engineering performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Azad Engineering Market Price Analysis
Market price analysis indicators help investors to evaluate how Azad Engineering stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Azad Engineering shares will generate the highest return on investment. By understating and applying Azad Engineering stock market price indicators, traders can identify Azad Engineering position entry and exit signals to maximize returns.
Azad Engineering Return and Market Media
The median price of Azad Engineering for the period between Wed, Oct 9, 2024 and Tue, Jan 7, 2025 is 1636.7 with a coefficient of variation of 8.45. The daily time series for the period is distributed with a sample standard deviation of 136.3, arithmetic mean of 1613.1, and mean deviation of 118.32. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Azad Engineering shares rise on pact with Baker Hughes for Saudi Arabia unit - Moneycontrol | 11/11/2024 |
2 | Defence stock jumps after it plans 800 Cr investment in new manufacturing facility - Trade Brains | 12/10/2024 |
About Azad Engineering 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 Azad or other stocks. Alpha measures the amount that position in Azad Engineering 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 Azad Engineering 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, Azad Engineering's short interest history, or implied volatility extrapolated from Azad Engineering options trading.
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Additional Tools for Azad Stock Analysis
When running Azad Engineering's price analysis, check to measure Azad Engineering'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 Azad Engineering is operating at the current time. Most of Azad Engineering's value examination focuses on studying past and present price action to predict the probability of Azad Engineering's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Azad Engineering's price. Additionally, you may evaluate how the addition of Azad Engineering to your portfolios can decrease your overall portfolio volatility.