India Globalization Capital Stock Alpha and Beta Analysis
| IGC Stock | USD 0.37 0.01 2.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as India Globalization Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in India Globalization over a specified time horizon. Remember, high India Globalization'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 India Globalization's market risk premium analysis include:
Beta 1.33 | Alpha (0.000036) | Risk 4.16 | Sharpe Ratio 0.0405 | Expected Return 0.17 |
India Globalization 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.
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India Globalization Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. India Globalization market risk premium is the additional return an investor will receive from holding India Globalization 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 India Globalization. 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 India Globalization's performance over market.| α | -0 | β | 1.33 |
India Globalization 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 India Globalization's Buy-and-hold return. Our buy-and-hold chart shows how India Globalization performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.India Globalization Market Price Analysis
Market price analysis indicators help investors to evaluate how India Globalization stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading India Globalization shares will generate the highest return on investment. By understating and applying India Globalization stock market price indicators, traders can identify India Globalization position entry and exit signals to maximize returns.
India Globalization Return and Market Media
The median price of India Globalization for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 0.37 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.37, and mean deviation of 0.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IGC Pharma Announces Additional Data Supporting IGC-AD1 as an Alzheimers Treatment | 09/18/2024 |
2 | Acquisition by Moran James P of 588235 shares of India Globalization at 0.34 subject to Rule 16b-3 | 09/25/2024 |
3 | IGC Pharma director James Moran buys 200k in company stock | 09/27/2024 |
4 | Acquisition by Lierman Terry L of 150000 shares of India Globalization at 0.3 subject to Rule 16b-3 | 10/07/2024 |
5 | iShares MSCI GCC ex-Saudi Arabia Trading Down 2.2 percent Time to Sell | 11/01/2024 |
6 | IGC Pharma Announces Publication of IMS Spotlight Interview Highlighting Strategic Expansion in Alzheimers and Weight Loss Therapies | 11/06/2024 |
7 | IGC Pharma Reports Second Quarter Fiscal 2025 Results, Showcasing Progress in Its Alzheimers Pipeline | 11/14/2024 |
About India Globalization 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 India or other stocks. Alpha measures the amount that position in India Globalization 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.
| 2021 | 2022 | 2023 | 2024 (projected) | PB Ratio | 1.99 | 1.2 | 3.83 | 4.02 | Capex To Depreciation | 1.14 | 0.94 | 0.81 | 0.77 |
India Globalization Upcoming Company Events
As portrayed in its financial statements, the presentation of India Globalization's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, India Globalization's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of India Globalization's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of India Globalization. Please utilize our Beneish M Score to check the likelihood of India Globalization's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out India Globalization Backtesting, India Globalization Valuation, India Globalization Correlation, India Globalization Hype Analysis, India Globalization Volatility, India Globalization History and analyze India Globalization Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
India Globalization technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.