Power FinanceLimited (India) Alpha and Beta Analysis
| PFC Stock | 388.35 7.75 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Power Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Power FinanceLimited over a specified time horizon. Remember, high Power FinanceLimited'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 Power FinanceLimited's market risk premium analysis include:
Beta 0.0554 | Alpha (0.39) | Risk 2.8 | Sharpe Ratio (0.13) | Expected Return (0.37) |
Power FinanceLimited 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.
Power |
Power FinanceLimited Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Power FinanceLimited market risk premium is the additional return an investor will receive from holding Power FinanceLimited 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 Power FinanceLimited. 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 Power FinanceLimited's performance over market.| α | -0.39 | β | 0.06 |
Power FinanceLimited 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 Power FinanceLimited's Buy-and-hold return. Our buy-and-hold chart shows how Power FinanceLimited performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Power FinanceLimited Market Price Analysis
Market price analysis indicators help investors to evaluate how Power FinanceLimited stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Power FinanceLimited shares will generate the highest return on investment. By understating and applying Power FinanceLimited stock market price indicators, traders can identify Power FinanceLimited position entry and exit signals to maximize returns.
Power FinanceLimited Return and Market Media
The median price of Power FinanceLimited for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 409.87 with a coefficient of variation of 9.2. The daily time series for the period is distributed with a sample standard deviation of 38.55, arithmetic mean of 419.19, and mean deviation of 31.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ICICI Securities initiates Power Finance stock with a Buy - Investing.com | 01/15/2025 |
2 | Shriram Finance Share Price Highlights Shriram Finance closed today at 512.20, down -2.87 percent from yesterdays 527.35 Stock Market News - Mint | 01/27/2025 |
3 | Bajaj Finance Share Price Highlights Bajaj Finance closed today at 7884.15, down -0.19 percent from yesterdays 7899.30 Stock Market News - Mint | 01/31/2025 |
4 | Reliance Power share price surges 9.5 percent on turning profitable in Q3 - Business Standard | 02/05/2025 |
5 | Stocks to buy today UBS sees 50-60 percent upside in Siemens Power Finance Corporation - The Economic Times | 02/12/2025 |
6 | Dividend, Stock-split PFC, SBI Cards, 8 others to turn ex-date next week - Business Standard | 02/21/2025 |
7 | PFC among 4 shares in focus to trade Ex Dividend today - Mint | 02/27/2025 |
8 | Power Finance Corporation Shows Signs of Recovery Amid Broader Market Challenges - MarketsMojo | 03/03/2025 |
9 | Power Finance Corporation Share Price Jumps 2.26 CLSA, Macquarie Suggest Outperform Ratings - TopNews India | 03/06/2025 |
10 | India New Issue-PFC accepts bids for multiple tenor bonds, bankers say -March 13, 2025 at 0327 am EDT - Marketscreener.com | 03/13/2025 |
About Power FinanceLimited 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 Power or other stocks. Alpha measures the amount that position in Power FinanceLimited 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 Power FinanceLimited 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, Power FinanceLimited's short interest history, or implied volatility extrapolated from Power FinanceLimited options trading.
Build Portfolio with Power FinanceLimited
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Other Information on Investing in Power Stock
Power FinanceLimited financial ratios help investors to determine whether Power 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 Power with respect to the benefits of owning Power FinanceLimited security.