BF Utilities (India) Alpha and Beta Analysis
| BFUTILITIE | 986.15 2.20 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BF Utilities Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in BF Utilities over a specified time horizon. Remember, high BF Utilities' 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 BF Utilities' market risk premium analysis include:
Beta 0.79 | Alpha 0.31 | Risk 4.14 | Sharpe Ratio 0.11 | Expected Return 0.45 |
BF Utilities 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.
BFUTILITIE |
BF Utilities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BF Utilities market risk premium is the additional return an investor will receive from holding BF Utilities 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 BF Utilities. 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 BF Utilities' performance over market.| α | 0.31 | β | 0.79 |
BF Utilities 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 BF Utilities' Buy-and-hold return. Our buy-and-hold chart shows how BF Utilities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BF Utilities Market Price Analysis
Market price analysis indicators help investors to evaluate how BF Utilities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BF Utilities shares will generate the highest return on investment. By understating and applying BF Utilities stock market price indicators, traders can identify BF Utilities position entry and exit signals to maximize returns.
BF Utilities Return and Market Media
The median price of BF Utilities for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 928.75 with a coefficient of variation of 10.94. The daily time series for the period is distributed with a sample standard deviation of 98.72, arithmetic mean of 902.7, and mean deviation of 85.4. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | BF Utilities - These 8 smallcap stocks rally 15-35 percent during the week - The Economic Times | 09/27/2024 |
2 | We Like BF Utilities Earnings For More Than Just Statutory Profit - Simply Wall St | 11/18/2024 |
About BF Utilities 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 BFUTILITIE or other stocks. Alpha measures the amount that position in BF Utilities 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 BF Utilities 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, BF Utilities' short interest history, or implied volatility extrapolated from BF Utilities options trading.
Build Portfolio with BF Utilities
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Other Information on Investing in BFUTILITIE Stock
BF Utilities financial ratios help investors to determine whether BFUTILITIE 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 BFUTILITIE with respect to the benefits of owning BF Utilities security.