Roto Pumps (India) Alpha and Beta Analysis
| ROTO Stock | 316.90 1.05 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roto Pumps Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roto Pumps over a specified time horizon. Remember, high Roto Pumps' 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 Roto Pumps' market risk premium analysis include:
Beta 0.55 | Alpha 0.15 | Risk 2.99 | Sharpe Ratio 0.0828 | Expected Return 0.25 |
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.
Roto |
Roto Pumps Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roto Pumps market risk premium is the additional return an investor will receive from holding Roto Pumps 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 Roto Pumps. 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 Roto Pumps' performance over market.| α | 0.15 | β | 0.55 |
Roto Pumps 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 Roto Pumps' Buy-and-hold return. Our buy-and-hold chart shows how Roto Pumps performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roto Pumps Market Price Analysis
Market price analysis indicators help investors to evaluate how Roto Pumps stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roto Pumps shares will generate the highest return on investment. By understating and applying Roto Pumps stock market price indicators, traders can identify Roto Pumps position entry and exit signals to maximize returns.
Roto Pumps Return and Market Media
The median price of Roto Pumps for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 275.08 with a coefficient of variation of 6.71. The daily time series for the period is distributed with a sample standard deviation of 18.26, arithmetic mean of 271.93, and mean deviation of 13.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dividend, Bonus, Stock Split REC, IRB Infrastructure, Petronet LNG among 11 shares to trade ex-date today Full List - MSN | 11/08/2024 |
2 | Roto Pumps Limited Reports Earnings Results for the Second Quarter and Six Months Ended September 30, 2024 - Marketscreener.com | 11/14/2024 |
3 | Roto Rudra wins 400 orders for Solar Pumping Solutions across Australia, South Africa, Chhattisgarh, and Maharashtra - Mint | 12/06/2024 |
4 | Roto Pumps ltd solar pump orders 400 new orders or 400 units Multibagger stock in focus - MSN | 12/11/2024 |
About Roto Pumps 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 Roto or other stocks. Alpha measures the amount that position in Roto Pumps Limited 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 Roto Pumps 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, Roto Pumps' short interest history, or implied volatility extrapolated from Roto Pumps options trading.
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Additional Tools for Roto Stock Analysis
When running Roto Pumps' price analysis, check to measure Roto Pumps' 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 Roto Pumps is operating at the current time. Most of Roto Pumps' value examination focuses on studying past and present price action to predict the probability of Roto Pumps' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roto Pumps' price. Additionally, you may evaluate how the addition of Roto Pumps to your portfolios can decrease your overall portfolio volatility.