NCC (India) Alpha and Beta Analysis
| NCC Stock | 185.86 0.05 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NCC Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in NCC over a specified time horizon. Remember, high NCC'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 NCC's market risk premium analysis include:
Beta (0.20) | Alpha (0.75) | Risk 3.61 | Sharpe Ratio (0.21) | Expected Return (0.75) |
NCC 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.
NCC |
NCC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NCC market risk premium is the additional return an investor will receive from holding NCC 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 NCC. 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 NCC's performance over market.| α | -0.75 | β | -0.2 |
NCC 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 NCC's Buy-and-hold return. Our buy-and-hold chart shows how NCC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NCC Market Price Analysis
Market price analysis indicators help investors to evaluate how NCC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NCC shares will generate the highest return on investment. By understating and applying NCC stock market price indicators, traders can identify NCC position entry and exit signals to maximize returns.
NCC Return and Market Media
The median price of NCC for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 241.9 with a coefficient of variation of 18.45. The daily time series for the period is distributed with a sample standard deviation of 43.78, arithmetic mean of 237.27, and mean deviation of 37.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | NCC Limited bags 350-cr building order from private sector - BusinessLine | 12/31/2024 |
2 | NCC Q3 Results Date, Time, Earnings Schedule And Other Key Details To Know - NDTV Profit | 02/03/2025 |
3 | NCC Ltd shares plunge nearly 12 percent as weak Q3 earnings, margin pressure spook investors - Fortune India | 02/07/2025 |
4 | Earnings Working Against NCC Limiteds Share Price Following 26 percent Dive - Simply Wall St | 02/18/2025 |
About NCC 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 NCC or other stocks. Alpha measures the amount that position in NCC 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 NCC 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, NCC's short interest history, or implied volatility extrapolated from NCC options trading.
Build Portfolio with NCC
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
Align your risk with return expectations
Other Information on Investing in NCC Stock
NCC financial ratios help investors to determine whether NCC 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 NCC with respect to the benefits of owning NCC security.