Hindustan Foods (India) Alpha and Beta Analysis

HNDFDS Stock   534.65  3.80  0.71%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hindustan Foods Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hindustan Foods over a specified time horizon. Remember, high Hindustan Foods' 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 Hindustan Foods' market risk premium analysis include:
Beta
(0.50)
Alpha
(0.13)
Risk
2.47
Sharpe Ratio
(0.01)
Expected Return
(0.03)
Please note that although Hindustan Foods alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Hindustan Foods did 0.13  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hindustan Foods Limited stock's relative risk over its benchmark. Hindustan Foods has a beta of 0.50  . As returns on the market increase, returns on owning Hindustan Foods are expected to decrease at a much lower rate. During the bear market, Hindustan Foods is likely to outperform the market. .

Hindustan Foods Quarterly Cash And Equivalents

456.23 Million

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.
  
Check out Hindustan Foods Backtesting, Hindustan Foods Valuation, Hindustan Foods Correlation, Hindustan Foods Hype Analysis, Hindustan Foods Volatility, Hindustan Foods History and analyze Hindustan Foods Performance.

Hindustan Foods Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hindustan Foods market risk premium is the additional return an investor will receive from holding Hindustan Foods 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 Hindustan Foods. 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 Hindustan Foods' performance over market.
α-0.13   β-0.5

Hindustan Foods 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 Hindustan Foods' Buy-and-hold return. Our buy-and-hold chart shows how Hindustan Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hindustan Foods Market Price Analysis

Market price analysis indicators help investors to evaluate how Hindustan Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hindustan Foods shares will generate the highest return on investment. By understating and applying Hindustan Foods stock market price indicators, traders can identify Hindustan Foods position entry and exit signals to maximize returns.

Hindustan Foods Return and Market Media

The median price of Hindustan Foods for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 525.1 with a coefficient of variation of 5.19. The daily time series for the period is distributed with a sample standard deviation of 27.32, arithmetic mean of 526.07, and mean deviation of 22.28. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Stock market update FMCG stocks down as market falls - The Economic Times
12/17/2024
2
Hindustan Foods Reports Flat Q2 FY24-25 Performance Amid Rising Interest Expenses - MarketsMojo
01/13/2025
3
Hindustan Foods Faces Volatility Amid Mixed Performance Metrics and Sector Decline - MarketsMojo
02/11/2025
4
Hindustan Foods Limited Announces Postal Ballot Notice and E-Voting Facility - TipRanks
03/12/2025

About Hindustan Foods 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 Hindustan or other stocks. Alpha measures the amount that position in Hindustan Foods 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 Hindustan Foods 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, Hindustan Foods' short interest history, or implied volatility extrapolated from Hindustan Foods options trading.

Build Portfolio with Hindustan Foods

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Hindustan Stock

Hindustan Foods financial ratios help investors to determine whether Hindustan 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 Hindustan with respect to the benefits of owning Hindustan Foods security.