Refex Industries (India) Alpha and Beta Analysis
| REFEX Stock | 381.95 20.10 5.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Refex Industries Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Refex Industries over a specified time horizon. Remember, high Refex Industries' 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 Refex Industries' market risk premium analysis include:
Beta (0.54) | Alpha (0.57) | Risk 2.85 | Sharpe Ratio (0.16) | Expected Return (0.45) |
Refex Industries 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.
Refex |
Refex Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Refex Industries market risk premium is the additional return an investor will receive from holding Refex Industries 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 Refex Industries. 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 Refex Industries' performance over market.| α | -0.57 | β | -0.54 |
Refex Industries 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 Refex Industries' Buy-and-hold return. Our buy-and-hold chart shows how Refex Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Refex Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Refex Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Refex Industries shares will generate the highest return on investment. By understating and applying Refex Industries stock market price indicators, traders can identify Refex Industries position entry and exit signals to maximize returns.
Refex Industries Return and Market Media
The median price of Refex Industries for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 462.85 with a coefficient of variation of 10.19. The daily time series for the period is distributed with a sample standard deviation of 46.35, arithmetic mean of 454.78, and mean deviation of 38.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Refex Industries Limited Approves Incorporation of Wholly Owned Subsidiary, Venwind Refex Power Limited - Marketscreener.com | 12/20/2024 |
2 | Gensol Engineering share price rises 7 percent on strategic tie-up in EV space with Refex Green Mobility Stock Market News - Mint | 01/15/2025 |
3 | Refex Industries Shows Resilience Amid Market Volatility with Significant Stock Gains - MarketsMojo | 01/24/2025 |
4 | Refex Industries - Bullish Momentum 5 stocks with White Marubozu Pattern on February 12 - The Economic Times | 02/12/2025 |
About Refex Industries 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 Refex or other stocks. Alpha measures the amount that position in Refex Industries 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 Refex Industries 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, Refex Industries' short interest history, or implied volatility extrapolated from Refex Industries options trading.
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Other Information on Investing in Refex Stock
Refex Industries financial ratios help investors to determine whether Refex 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 Refex with respect to the benefits of owning Refex Industries security.