Indian Energy (India) Alpha and Beta Analysis
| IEX Stock | 180.62 0.49 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indian Energy Exchange. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indian Energy over a specified time horizon. Remember, high Indian Energy'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 Indian Energy's market risk premium analysis include:
Beta (0.24) | Alpha (0.40) | Risk 1.77 | Sharpe Ratio (0.10) | Expected Return (0.18) |
Indian Energy Quarterly Cash And Equivalents |
|
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.
Indian |
Indian Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indian Energy market risk premium is the additional return an investor will receive from holding Indian Energy 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 Indian Energy. 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 Indian Energy's performance over market.| α | -0.4 | β | -0.24 |
Indian Energy 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 Indian Energy's Buy-and-hold return. Our buy-and-hold chart shows how Indian Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indian Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Indian Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indian Energy shares will generate the highest return on investment. By understating and applying Indian Energy stock market price indicators, traders can identify Indian Energy position entry and exit signals to maximize returns.
Indian Energy Return and Market Media
The median price of Indian Energy for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 182.0 with a coefficient of variation of 8.25. The daily time series for the period is distributed with a sample standard deviation of 15.24, arithmetic mean of 184.67, and mean deviation of 11.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IEX shares tank 6 percent after market coupling fears resurface - CNBCTV18 | 10/14/2024 |
2 | IEX Outlook for the Week - EquityPandit | 11/14/2024 |
3 | Indian Energy Exchange Limited Announces Resignation of Mayank Gupta as Senior Vice President Business Development Strategy - Marketscreener.com | 12/03/2024 |
4 | Stock recommendations by analyst for December 12 Tata Communications, Caplin Point and IEX - Business Today | 12/11/2024 |
About Indian Energy 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 Indian or other stocks. Alpha measures the amount that position in Indian Energy Exchange 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 Indian Energy 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, Indian Energy's short interest history, or implied volatility extrapolated from Indian Energy options trading.
Build Portfolio with Indian Energy
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
Other Information on Investing in Indian Stock
Indian Energy financial ratios help investors to determine whether Indian 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 Indian with respect to the benefits of owning Indian Energy security.