Bigbloc Construction (India) Alpha and Beta Analysis
| BIGBLOC Stock | 111.37 0.27 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bigbloc Construction Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bigbloc Construction over a specified time horizon. Remember, high Bigbloc Construction'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 Bigbloc Construction's market risk premium analysis include:
Beta 0.67 | Alpha (0.16) | Risk 3.49 | Sharpe Ratio (0.03) | Expected Return (0.10) |
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.
Bigbloc |
Bigbloc Construction Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bigbloc Construction market risk premium is the additional return an investor will receive from holding Bigbloc Construction 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 Bigbloc Construction. 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 Bigbloc Construction's performance over market.| α | -0.16 | β | 0.67 |
Bigbloc Construction 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 Bigbloc Construction's Buy-and-hold return. Our buy-and-hold chart shows how Bigbloc Construction performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bigbloc Construction Market Price Analysis
Market price analysis indicators help investors to evaluate how Bigbloc Construction stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bigbloc Construction shares will generate the highest return on investment. By understating and applying Bigbloc Construction stock market price indicators, traders can identify Bigbloc Construction position entry and exit signals to maximize returns.
Bigbloc Construction Return and Market Media
The median price of Bigbloc Construction for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 123.65 with a coefficient of variation of 7.97. The daily time series for the period is distributed with a sample standard deviation of 9.76, arithmetic mean of 122.34, and mean deviation of 7.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 11 Bonus Issue Cement Stock Sets Record Date For Allotment of Bonus Share, Shares Gain 4501 percent In 5-Yrs - Goodreturns | 09/09/2024 |
2 | 4,800 per cent multibagger Returns This Small-cap Company To Expand Its Solar Power Capacity to 700 KW with Additional 250 KW Rooftop Installation - Dalal Stree... | 09/23/2024 |
3 | Bigbloc Construction Limiteds PE Is On The Mark - Simply Wall St | 11/13/2024 |
4 | Why Bigbloc Constructions Shaky Earnings Are Just The Beginning Of Its Problems - Simply Wall St | 11/21/2024 |
About Bigbloc Construction 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 Bigbloc or other stocks. Alpha measures the amount that position in Bigbloc Construction 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 Bigbloc Construction 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, Bigbloc Construction's short interest history, or implied volatility extrapolated from Bigbloc Construction options trading.
Build Portfolio with Bigbloc Construction
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
Align your risk with return expectations
Other Information on Investing in Bigbloc Stock
Bigbloc Construction financial ratios help investors to determine whether Bigbloc 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 Bigbloc with respect to the benefits of owning Bigbloc Construction security.