Radico Khaitan (India) Alpha and Beta Analysis
RADICO Stock | 2,346 39.00 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Radico Khaitan Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Radico Khaitan over a specified time horizon. Remember, high Radico Khaitan'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 Radico Khaitan's market risk premium analysis include:
Beta (0.35) | Alpha 0.34 | Risk 2.27 | Sharpe Ratio 0.13 | Expected Return 0.29 |
Radico Khaitan 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.
Radico |
Radico Khaitan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Radico Khaitan market risk premium is the additional return an investor will receive from holding Radico Khaitan 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 Radico Khaitan. 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 Radico Khaitan's performance over market.α | 0.34 | β | -0.35 |
Radico Khaitan 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 Radico Khaitan's Buy-and-hold return. Our buy-and-hold chart shows how Radico Khaitan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Radico Khaitan Market Price Analysis
Market price analysis indicators help investors to evaluate how Radico Khaitan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Radico Khaitan shares will generate the highest return on investment. By understating and applying Radico Khaitan stock market price indicators, traders can identify Radico Khaitan position entry and exit signals to maximize returns.
Radico Khaitan Return and Market Media
The median price of Radico Khaitan for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 2210.0 with a coefficient of variation of 6.49. The daily time series for the period is distributed with a sample standard deviation of 142.7, arithmetic mean of 2198.39, and mean deviation of 123.54. The Stock received some media coverage during the period. Price Growth (%) |
Timeline |
1 | Buy Radico Khaitan target of Rs 2489 Sharekhan - Moneycontrol | 09/26/2024 |
2 | Radico Khaitan Share Price Hits Life High As Net Profit Rises In September Quarter - NDTV Profit | 10/25/2024 |
About Radico Khaitan 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 Radico or other stocks. Alpha measures the amount that position in Radico Khaitan 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 Radico Khaitan 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, Radico Khaitan's short interest history, or implied volatility extrapolated from Radico Khaitan options trading.
Build Portfolio with Radico Khaitan
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Other Information on Investing in Radico Stock
Radico Khaitan financial ratios help investors to determine whether Radico 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 Radico with respect to the benefits of owning Radico Khaitan security.