Bosch (India) Alpha and Beta Analysis
| BOSCHLTD | 34,966 290.50 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bosch Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bosch over a specified time horizon. Remember, high Bosch'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 Bosch's market risk premium analysis include:
Beta 0.14 | Alpha 0.11 | Risk 1.72 | Sharpe Ratio 0.081 | Expected Return 0.14 |
Bosch 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.
Bosch |
Bosch Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bosch market risk premium is the additional return an investor will receive from holding Bosch 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 Bosch. 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 Bosch's performance over market.| α | 0.11 | β | 0.14 |
Bosch 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 Bosch's Buy-and-hold return. Our buy-and-hold chart shows how Bosch performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bosch Market Price Analysis
Market price analysis indicators help investors to evaluate how Bosch stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bosch shares will generate the highest return on investment. By understating and applying Bosch stock market price indicators, traders can identify Bosch position entry and exit signals to maximize returns.
Bosch Return and Market Media
The median price of Bosch for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 35182.15 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 1886.56, arithmetic mean of 35321.3, and mean deviation of 1563.35. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Bosch Ltd spurts 4.95, up for third straight session - Business Standard | 09/05/2024 |
2 | Power Grid Corporation Of India, Bosch others hit 52 week high today Do you own any Stock Market News - Mint | 09/25/2024 |
3 | Bosch India Q2 Results Net profit slumps 46 percent but higher car sales drive up revenue - CNBCTV18 | 11/12/2024 |
About Bosch 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 Bosch or other stocks. Alpha measures the amount that position in Bosch 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 Bosch 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, Bosch's short interest history, or implied volatility extrapolated from Bosch options trading.
Build Portfolio with Bosch
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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Additional Tools for Bosch Stock Analysis
When running Bosch's price analysis, check to measure Bosch'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 Bosch is operating at the current time. Most of Bosch's value examination focuses on studying past and present price action to predict the probability of Bosch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bosch's price. Additionally, you may evaluate how the addition of Bosch to your portfolios can decrease your overall portfolio volatility.