Infosys (India) Alpha and Beta Analysis
| INFY Stock | 1,858 2.45 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Infosys Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Infosys over a specified time horizon. Remember, high Infosys' 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 Infosys' market risk premium analysis include:
Beta 0.2 | Alpha (0.04) | Risk 1.47 | Sharpe Ratio (0.03) | Expected Return (0.04) |
Infosys 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.
Infosys |
Infosys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Infosys market risk premium is the additional return an investor will receive from holding Infosys 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 Infosys. 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 Infosys' performance over market.| α | -0.04 | β | 0.20 |
Infosys 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 Infosys' Buy-and-hold return. Our buy-and-hold chart shows how Infosys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Infosys Market Price Analysis
Market price analysis indicators help investors to evaluate how Infosys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Infosys shares will generate the highest return on investment. By understating and applying Infosys stock market price indicators, traders can identify Infosys position entry and exit signals to maximize returns.
Infosys Return and Market Media
The median price of Infosys for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 1878.71 with a coefficient of variation of 2.49. The daily time series for the period is distributed with a sample standard deviation of 46.62, arithmetic mean of 1873.87, and mean deviation of 36.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Infosys Limited Short Seller Sentiment is Bearish on This AI Stock Under 50 - Yahoo Finance | 09/23/2024 |
2 | Marshall Wace LLP Has 21.70 Million Stock Position in Infosys Limited - MarketBeat | 09/27/2024 |
3 | Infosys Limited A Bull Case Theory - Yahoo Finance | 10/22/2024 |
About Infosys 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 Infosys or other stocks. Alpha measures the amount that position in Infosys 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 Infosys 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, Infosys' short interest history, or implied volatility extrapolated from Infosys options trading.
Build Portfolio with Infosys
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 Infosys Stock Analysis
When running Infosys' price analysis, check to measure Infosys' 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 Infosys is operating at the current time. Most of Infosys' value examination focuses on studying past and present price action to predict the probability of Infosys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infosys' price. Additionally, you may evaluate how the addition of Infosys to your portfolios can decrease your overall portfolio volatility.