MphasiS (India) Alpha and Beta Analysis
| MPHASIS Stock | 2,205 19.90 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MphasiS Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in MphasiS over a specified time horizon. Remember, high MphasiS'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 MphasiS's market risk premium analysis include:
Beta 0.19 | Alpha (0.52) | Risk 2.08 | Sharpe Ratio (0.27) | Expected Return (0.57) |
MphasiS 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.
MphasiS |
MphasiS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MphasiS market risk premium is the additional return an investor will receive from holding MphasiS 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 MphasiS. 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 MphasiS's performance over market.| α | -0.52 | β | 0.19 |
MphasiS 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 MphasiS's Buy-and-hold return. Our buy-and-hold chart shows how MphasiS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MphasiS Market Price Analysis
Market price analysis indicators help investors to evaluate how MphasiS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MphasiS shares will generate the highest return on investment. By understating and applying MphasiS stock market price indicators, traders can identify MphasiS position entry and exit signals to maximize returns.
MphasiS Return and Market Media
The median price of MphasiS for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 2825.65 with a coefficient of variation of 10.02. The daily time series for the period is distributed with a sample standard deviation of 276.84, arithmetic mean of 2763.96, and mean deviation of 220.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Mphasis Limited Stocks Been Sliding But Fundamentals Look Decent Will The Market Correct The Share Price In The Future - Simply Wall St | 12/25/2024 |
2 | Mphasis 0.74 percent as Sensex - MSN | 01/09/2025 |
3 | Mphasis shares 2.51 percent as Nifty - The Economic Times | 01/15/2025 |
4 | Here is what triggered an 8 percent recovery from the lows in Mphasis and other Midcap IT shares - CNBCTV18 | 01/23/2025 |
5 | Mphasis Ltd. Shows Resilience with Notable Stock Rebound Amid Market Fluctuations - MarketsMojo | 01/29/2025 |
6 | Mphasis Faces Continued Stock Struggles Amid Broader IT Sector Challenges - MarketsMojo | 02/10/2025 |
7 | Mphasis Ltd down for fifth straight session - Business Standard | 02/14/2025 |
8 | Mphasis Ltd slips for fifth straight session - Business Standard | 02/28/2025 |
About MphasiS 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 MphasiS or other stocks. Alpha measures the amount that position in MphasiS 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 MphasiS 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, MphasiS's short interest history, or implied volatility extrapolated from MphasiS options trading.
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Additional Tools for MphasiS Stock Analysis
When running MphasiS's price analysis, check to measure MphasiS'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 MphasiS is operating at the current time. Most of MphasiS's value examination focuses on studying past and present price action to predict the probability of MphasiS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MphasiS's price. Additionally, you may evaluate how the addition of MphasiS to your portfolios can decrease your overall portfolio volatility.