Welspun Corp (India) Alpha and Beta Analysis
| WELCORP Stock | 776.35 1.35 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Welspun Corp Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Welspun Corp over a specified time horizon. Remember, high Welspun Corp'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 Welspun Corp's market risk premium analysis include:
Beta 0.68 | Alpha 0.19 | Risk 2.27 | Sharpe Ratio 0.0942 | Expected Return 0.21 |
Welspun Corp 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.
Welspun |
Welspun Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Welspun Corp market risk premium is the additional return an investor will receive from holding Welspun Corp 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 Welspun Corp. 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 Welspun Corp's performance over market.| α | 0.19 | β | 0.68 |
Welspun Corp 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 Welspun Corp's Buy-and-hold return. Our buy-and-hold chart shows how Welspun Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Welspun Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Welspun Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Welspun Corp shares will generate the highest return on investment. By understating and applying Welspun Corp stock market price indicators, traders can identify Welspun Corp position entry and exit signals to maximize returns.
Welspun Corp Return and Market Media
The median price of Welspun Corp for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 727.85 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 41.18, arithmetic mean of 734.92, and mean deviation of 35.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Welspun Corp secures Rs 1,300 crore orders in US for coated HSAW pipes - Business Standard | 11/04/2024 |
2 | Welspun Corp Limited Reports Earnings Results for the Second Quarter and Six Months Ended September 30, 2024 - Marketscreener.com | 11/08/2024 |
3 | Welspun Corp Reaches All-Time High Price, Showcasing Strong Performance and Growth - MarketsMojo | 12/10/2024 |
About Welspun Corp 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 Welspun or other stocks. Alpha measures the amount that position in Welspun Corp 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 Welspun Corp 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, Welspun Corp's short interest history, or implied volatility extrapolated from Welspun Corp options trading.
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Additional Tools for Welspun Stock Analysis
When running Welspun Corp's price analysis, check to measure Welspun Corp'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 Welspun Corp is operating at the current time. Most of Welspun Corp's value examination focuses on studying past and present price action to predict the probability of Welspun Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Welspun Corp's price. Additionally, you may evaluate how the addition of Welspun Corp to your portfolios can decrease your overall portfolio volatility.