PVR INOX (India) Alpha and Beta Analysis
| PVRINOX Stock | 899.80 16.95 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PVR INOX. It also helps investors analyze the systematic and unsystematic risks associated with investing in PVR INOX over a specified time horizon. Remember, high PVR INOX'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 PVR INOX's market risk premium analysis include:
Beta 0.21 | Alpha (0.72) | Risk 2.17 | Sharpe Ratio (0.37) | Expected Return (0.80) |
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.
PVR |
PVR INOX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PVR INOX market risk premium is the additional return an investor will receive from holding PVR INOX 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 PVR INOX. 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 PVR INOX's performance over market.| α | -0.72 | β | 0.21 |
PVR INOX 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 PVR INOX's Buy-and-hold return. Our buy-and-hold chart shows how PVR INOX performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PVR INOX Market Price Analysis
Market price analysis indicators help investors to evaluate how PVR INOX stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PVR INOX shares will generate the highest return on investment. By understating and applying PVR INOX stock market price indicators, traders can identify PVR INOX position entry and exit signals to maximize returns.
PVR INOX Return and Market Media
The median price of PVR INOX for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 1086.25 with a coefficient of variation of 15.61. The daily time series for the period is distributed with a sample standard deviation of 178.21, arithmetic mean of 1141.85, and mean deviation of 148.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | PVR Inox Hits 52-Week Low Amid 26.26 percent Annual Decline in Stock Price - MarketsMojo | 01/08/2025 |
2 | PVR Inox share price cracks 37 percent from recent peak. Is it time to buy the dip - Mint | 01/17/2025 |
3 | PVR Inox Q3 Results Profit misses estimates due to lower-than-expected margins and fall in other income - CNBCTV18 | 02/06/2025 |
4 | Why are brokerages bullish on this BSE500 stock that hit 46-month low today - Business Standard | 02/25/2025 |
5 | PVR Inox - Nifty media stocks down 45 percent in CY25 so far. Do you own any - The Economic Times | 03/04/2025 |
6 | PVR Inox stock nosedives 60 percent from its peak. Is this the best entry point for investors - Mint | 03/13/2025 |
About PVR INOX 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 PVR or other stocks. Alpha measures the amount that position in PVR INOX 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 PVR INOX 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, PVR INOX's short interest history, or implied volatility extrapolated from PVR INOX options trading.
Build Portfolio with PVR INOX
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
Additional Tools for PVR Stock Analysis
When running PVR INOX's price analysis, check to measure PVR INOX'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 PVR INOX is operating at the current time. Most of PVR INOX's value examination focuses on studying past and present price action to predict the probability of PVR INOX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PVR INOX's price. Additionally, you may evaluate how the addition of PVR INOX to your portfolios can decrease your overall portfolio volatility.