Indian Metals (India) Alpha and Beta Analysis
| IMFA Stock | 614.50 12.40 1.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indian Metals Ferro. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indian Metals over a specified time horizon. Remember, high Indian Metals' 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 Indian Metals' market risk premium analysis include:
Beta (0.02) | Alpha (0.38) | Risk 3.1 | Sharpe Ratio (0.14) | Expected Return (0.44) |
Indian Metals 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.
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Indian Metals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indian Metals market risk premium is the additional return an investor will receive from holding Indian Metals 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 Indian Metals. 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 Indian Metals' performance over market.| α | -0.38 | β | -0.02 |
Indian Metals 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 Indian Metals' Buy-and-hold return. Our buy-and-hold chart shows how Indian Metals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indian Metals Market Price Analysis
Market price analysis indicators help investors to evaluate how Indian Metals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indian Metals shares will generate the highest return on investment. By understating and applying Indian Metals stock market price indicators, traders can identify Indian Metals position entry and exit signals to maximize returns.
Indian Metals Return and Market Media
The median price of Indian Metals for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 849.57 with a coefficient of variation of 13.18. The daily time series for the period is distributed with a sample standard deviation of 107.71, arithmetic mean of 817.04, and mean deviation of 91.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Indian Metals Ferro Alloys - These 4 commodities stocks hit fresh 52-week highs, rallied up to 49 percent in a month - The Economic Times | 12/05/2024 |
2 | Dolly Khannas Latest Smallcap Stock Pick is Indias Top Ferro Chrome Exporter - Equitymaster | 01/06/2025 |
3 | Indian Metals Ferro Alloys Reports Record Q2 Operating Cash Flow of Rs 512.08 Crore - MarketsMojo | 01/13/2025 |
4 | Should You Buy Indian Metals and Ferro Alloys Limited For Its Upcoming Dividend - Simply Wall St | 01/31/2025 |
5 | Indian Metals Ferro Alloys Faces Profit Decline Amid Strong Debt Servicing Capacity - MarketsMojo | 02/13/2025 |
About Indian Metals 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 Indian or other stocks. Alpha measures the amount that position in Indian Metals Ferro 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 Indian Metals 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, Indian Metals' short interest history, or implied volatility extrapolated from Indian Metals options trading.
Build Portfolio with Indian Metals
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 Indian Stock Analysis
When running Indian Metals' price analysis, check to measure Indian Metals' 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 Indian Metals is operating at the current time. Most of Indian Metals' value examination focuses on studying past and present price action to predict the probability of Indian Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indian Metals' price. Additionally, you may evaluate how the addition of Indian Metals to your portfolios can decrease your overall portfolio volatility.