Banco Products (India) Alpha and Beta Analysis
| BANCOINDIA | 482.90 11.65 2.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco Products Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco Products over a specified time horizon. Remember, high Banco Products' 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 Banco Products' market risk premium analysis include:
Beta 2.07 | Alpha 9.93 | Risk 127.81 | Sharpe Ratio 0.12 | Expected Return 15.23 |
Banco Products 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.
Banco |
Banco Products Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco Products market risk premium is the additional return an investor will receive from holding Banco Products 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 Banco Products. 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 Banco Products' performance over market.| α | 9.93 | β | 2.07 |
Banco Products 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 Banco Products' Buy-and-hold return. Our buy-and-hold chart shows how Banco Products performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Banco Products Market Price Analysis
Market price analysis indicators help investors to evaluate how Banco Products stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Banco Products shares will generate the highest return on investment. By understating and applying Banco Products stock market price indicators, traders can identify Banco Products position entry and exit signals to maximize returns.
Banco Products Return and Market Media
The median price of Banco Products for the period between Sun, Oct 6, 2024 and Sat, Jan 4, 2025 is 475.45 with a coefficient of variation of 94.49. The daily time series for the period is distributed with a sample standard deviation of 473.01, arithmetic mean of 500.6, and mean deviation of 145.47. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Banco Products surges 17, hits record high on 11 bonus, strong Q2 - Business Standard | 11/13/2024 |
2 | 11 Bonus Shares Declared Record Date Will Be Intimated Soon BUYSELL - Goodreturns | 11/18/2024 |
3 | Banco Products Ltds Stock Declines by -5.08 percent on December 3rd, Rated as Hold by MarketsMOJO - MarketsMojo | 12/03/2024 |
About Banco Products 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 Banco or other stocks. Alpha measures the amount that position in Banco Products 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 Banco Products 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, Banco Products' short interest history, or implied volatility extrapolated from Banco Products options trading.
Build Portfolio with Banco Products
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Other Information on Investing in Banco Stock
Banco Products financial ratios help investors to determine whether Banco 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 Banco with respect to the benefits of owning Banco Products security.