Indian Railway (India) Alpha and Beta Analysis
| IRFC Stock | 117.69 1.51 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indian Railway Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indian Railway over a specified time horizon. Remember, high Indian Railway'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 Railway's market risk premium analysis include:
Beta (0.06) | Alpha (0.43) | Risk 2.75 | Sharpe Ratio (0.16) | Expected Return (0.45) |
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 Railway Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indian Railway market risk premium is the additional return an investor will receive from holding Indian Railway 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 Railway. 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 Railway's performance over market.| α | -0.43 | β | -0.06 |
Indian Railway 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 Railway's Buy-and-hold return. Our buy-and-hold chart shows how Indian Railway performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indian Railway Market Price Analysis
Market price analysis indicators help investors to evaluate how Indian Railway 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 Railway shares will generate the highest return on investment. By understating and applying Indian Railway stock market price indicators, traders can identify Indian Railway position entry and exit signals to maximize returns.
Indian Railway Return and Market Media
The median price of Indian Railway for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 137.93 with a coefficient of variation of 10.2. The daily time series for the period is distributed with a sample standard deviation of 14.02, arithmetic mean of 137.44, and mean deviation of 11.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | IRFC, RVNL, Jupiter Wagons, Ircon, RailTel Share Price In Focus Railway Stocks Advance On Hopes Of Capex Rise - NDTV Profit | 01/16/2025 |
2 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 137.05, down -2.66 percent from yesterdays 140.80 S... | 01/27/2025 |
3 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 148.35, up 4.69 percent from yesterdays 141.70 Stoc... | 01/30/2025 |
4 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 137.75, up 0.58 percent from yesterdays 136.95 Stoc... | 02/04/2025 |
5 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 133.50, down -2.05 percent from yesterdays 136.30 S... | 02/07/2025 |
6 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 125.35, down -0.71 percent from yesterdays 126.25 S... | 02/12/2025 |
7 | IRFC share price down 50 percent from peak analyst says Rs 100 level... - ET Now | 02/27/2025 |
8 | IRFC IRCTC Share Price Highlights IRFC shares end 3 percent higher on securing Navratna status - BusinessLine | 03/04/2025 |
9 | Indian Railway Finance Corporation Conferred Navratna Status - Bizz Buzz | 03/07/2025 |
10 | Indian Railway Finance Corporation Share Price Highlights Indian Railway Finance Corporation closed today at 117.70, down -1.22 percent from yesterdays 119.15 S... | 03/13/2025 |
About Indian Railway 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 Railway Finance 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 Railway 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 Railway's short interest history, or implied volatility extrapolated from Indian Railway options trading.
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Additional Tools for Indian Stock Analysis
When running Indian Railway's price analysis, check to measure Indian Railway'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 Indian Railway is operating at the current time. Most of Indian Railway's value examination focuses on studying past and present price action to predict the probability of Indian Railway's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indian Railway's price. Additionally, you may evaluate how the addition of Indian Railway to your portfolios can decrease your overall portfolio volatility.