KEC International (India) Alpha and Beta Analysis
| KEC Stock | 671.60 43.00 6.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KEC International Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in KEC International over a specified time horizon. Remember, high KEC International'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 KEC International's market risk premium analysis include:
Beta (0.89) | Alpha (0.92) | Risk 3.06 | Sharpe Ratio (0.28) | Expected Return (0.87) |
KEC International 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.
KEC |
KEC International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KEC International market risk premium is the additional return an investor will receive from holding KEC International 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 KEC International. 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 KEC International's performance over market.| α | -0.92 | β | -0.89 |
KEC International 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 KEC International's Buy-and-hold return. Our buy-and-hold chart shows how KEC International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KEC International Market Price Analysis
Market price analysis indicators help investors to evaluate how KEC International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KEC International shares will generate the highest return on investment. By understating and applying KEC International stock market price indicators, traders can identify KEC International position entry and exit signals to maximize returns.
KEC International Return and Market Media
The median price of KEC International for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 844.85 with a coefficient of variation of 21.25. The daily time series for the period is distributed with a sample standard deviation of 196.67, arithmetic mean of 925.58, and mean deviation of 175.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | KEC International Secures Rs 1,073-Crore New Orders, Stock Jumps Over 5 percent - NDTV Profit | 12/30/2024 |
2 | KEC International bags 1,136 cr orders across various divisions - BusinessLine | 01/08/2025 |
3 | Best Power Transmission Stock Transrail Lighting vs KEC International - Equitymaster | 01/15/2025 |
4 | KEC International wins 1,445 crore orders for transmission distribution projects in India - CNBCTV18 | 01/24/2025 |
5 | K E C International Shows Signs of Recovery Amidst Recent Declines and Market Trends - MarketsMojo | 01/28/2025 |
6 | KEC International - These 3 stocks closed above VWAP on February 4 - The Economic Times | 02/04/2025 |
7 | KEC International shares down 38 percent from Dec high Q3 softness triggers target cuts - MSN | 02/07/2025 |
8 | KEC International - FII Favourites 8 smallcap stocks fell about 40 percent in just over 2 months - The Economic Times | 03/10/2025 |
About KEC International 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 KEC or other stocks. Alpha measures the amount that position in KEC International 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 KEC International 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, KEC International's short interest history, or implied volatility extrapolated from KEC International options trading.
Build Portfolio with KEC International
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Other Information on Investing in KEC Stock
KEC International financial ratios help investors to determine whether KEC 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 KEC with respect to the benefits of owning KEC International security.