Oil Natural (India) Alpha and Beta Analysis
| ONGC Stock | 252.20 2.10 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oil Natural Gas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oil Natural over a specified time horizon. Remember, high Oil Natural'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 Oil Natural's market risk premium analysis include:
Beta 0.43 | Alpha (0.41) | Risk 1.58 | Sharpe Ratio (0.23) | Expected Return (0.36) |
Oil Natural 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.
Oil |
Oil Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oil Natural market risk premium is the additional return an investor will receive from holding Oil Natural 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 Oil Natural. 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 Oil Natural's performance over market.| α | -0.41 | β | 0.43 |
Oil Natural 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 Oil Natural's Buy-and-hold return. Our buy-and-hold chart shows how Oil Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oil Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how Oil Natural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oil Natural shares will generate the highest return on investment. By understating and applying Oil Natural stock market price indicators, traders can identify Oil Natural position entry and exit signals to maximize returns.
Oil Natural Return and Market Media
The median price of Oil Natural for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 278.57 with a coefficient of variation of 7.77. The daily time series for the period is distributed with a sample standard deviation of 21.46, arithmetic mean of 276.22, and mean deviation of 17.69. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Oil And Natural Gas Corporation Share Price Today Updates Oil and Natural Gas Corporation Sees Price Dr... - The Economic Times | 09/04/2024 |
2 | Should Appalachian Natural Gas Producers Stock Price Resiliency Be Surprising - Forbes | 09/25/2024 |
3 | Expect Surging Oil And Gas Industry Under New Trump Admin - Law360 | 11/20/2024 |
About Oil Natural 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 Oil or other stocks. Alpha measures the amount that position in Oil Natural Gas 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 Oil Natural 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, Oil Natural's short interest history, or implied volatility extrapolated from Oil Natural options trading.
Build Portfolio with Oil Natural
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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Additional Tools for Oil Stock Analysis
When running Oil Natural's price analysis, check to measure Oil Natural'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 Oil Natural is operating at the current time. Most of Oil Natural's value examination focuses on studying past and present price action to predict the probability of Oil Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oil Natural's price. Additionally, you may evaluate how the addition of Oil Natural to your portfolios can decrease your overall portfolio volatility.