Indian OilLimited (India) Alpha and Beta Analysis
| IOC Stock | 125.67 0.43 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indian Oil. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indian OilLimited over a specified time horizon. Remember, high Indian OilLimited'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 Indian OilLimited's market risk premium analysis include:
Beta 0.0753 | Alpha (0.17) | Risk 1.98 | Sharpe Ratio (0.1) | Expected Return (0.19) |
Indian OilLimited 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 OilLimited Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indian OilLimited market risk premium is the additional return an investor will receive from holding Indian OilLimited 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 OilLimited. 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 OilLimited's performance over market.| α | -0.17 | β | 0.08 |
Indian OilLimited 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 OilLimited's Buy-and-hold return. Our buy-and-hold chart shows how Indian OilLimited performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indian OilLimited Market Price Analysis
Market price analysis indicators help investors to evaluate how Indian OilLimited 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 OilLimited shares will generate the highest return on investment. By understating and applying Indian OilLimited stock market price indicators, traders can identify Indian OilLimited position entry and exit signals to maximize returns.
Indian OilLimited Return and Market Media
The median price of Indian OilLimited for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 127.28 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 8.12, arithmetic mean of 128.56, and mean deviation of 6.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Indian Oil Corporation Share Price Highlights Indian Oil Corporation closed today at 130.35, down -1.44 percent from yesterdays 132.25 Stock Market News - Mint | 01/10/2025 |
2 | Indian Oil Corporation Share Price Highlights Indian Oil Corporation closed today at 128.15, up 0.79 percent from yesterdays 127.15 Stock Market News - Mint | 01/17/2025 |
3 | Indian Oils Consolidated Profit Plunges in Fiscal Q3 -January 27, 2025 at 1119 pm EST - Marketscreener.com | 01/27/2025 |
4 | Indian Oil Corporation Shows Positive Short-Term Performance Amid Broader Market Challenges - MarketsMojo | 01/30/2025 |
5 | Indian Oil Corporation Share Price Highlights Indian Oil Corporation closed today at 124.50, up 2.85 percent from yesterdays 121.05 Stock Market News - Mint | 02/04/2025 |
6 | Indian Oil in talks with Cheniere for 15-year LNG deal, company source says -February 10, 2025 at 1130 pm EST - Marketscreener.com | 02/10/2025 |
7 | IOC Share Price Indian Oil signs 7-9 bn LNG deal with UAE BUY or SELL - MSN | 02/13/2025 |
8 | Indian Oil Corporation Share Price Highlights Indian Oil Corporation closed today at 118.55, down -1.37 percent from yesterdays 120.20 Stock Market News - Mint | 02/25/2025 |
9 | Stocks to buy tomorrow for short term Indian Oil, BPCL, IRFC, Hindalco, SBI, LIC, Tata Motors, ONGC and more - ET Now | 03/03/2025 |
About Indian OilLimited 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 OilLimited 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 OilLimited 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 OilLimited's short interest history, or implied volatility extrapolated from Indian OilLimited options trading.
Build Portfolio with Indian OilLimited
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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Other Information on Investing in Indian Stock
Indian OilLimited financial ratios help investors to determine whether Indian 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 Indian with respect to the benefits of owning Indian OilLimited security.