Mazagon Dock (India) Alpha and Beta Analysis
| MAZDOCK Stock | 4,724 314.70 6.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mazagon Dock Shipbuilders. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mazagon Dock over a specified time horizon. Remember, high Mazagon Dock'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 Mazagon Dock's market risk premium analysis include:
Beta 0.35 | Alpha 0.23 | Risk 3.05 | Sharpe Ratio 0.0642 | Expected Return 0.2 |
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.
Mazagon |
Mazagon Dock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mazagon Dock market risk premium is the additional return an investor will receive from holding Mazagon Dock 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 Mazagon Dock. 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 Mazagon Dock's performance over market.| α | 0.23 | β | 0.35 |
Mazagon Dock 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 Mazagon Dock's Buy-and-hold return. Our buy-and-hold chart shows how Mazagon Dock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mazagon Dock Market Price Analysis
Market price analysis indicators help investors to evaluate how Mazagon Dock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mazagon Dock shares will generate the highest return on investment. By understating and applying Mazagon Dock stock market price indicators, traders can identify Mazagon Dock position entry and exit signals to maximize returns.
Mazagon Dock Return and Market Media
The median price of Mazagon Dock for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 4210.47 with a coefficient of variation of 8.14. The daily time series for the period is distributed with a sample standard deviation of 353.45, arithmetic mean of 4340.85, and mean deviation of 290.93. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Defence stocks rally How to trade the sector - Experts DECODE - ET Now | 10/08/2024 |
2 | Mazagon Dock Shipbuilders Limited Just Beat Revenue By 31 percent Heres What Analysts Think Will Happen Next - Simply Wall St | 11/07/2024 |
3 | Mazagon Dock Shipbuilders Shows Strong Financial Performance in Q2 FY24-25 - MarketsMojo | 11/19/2024 |
4 | Mazagon Dock Shipbuilders Surges in Stock Market, Outperforms Sector and Sensex - MarketsMojo | 12/03/2024 |
5 | 12 Stock Split Ahead Rs 1,795-To-5,000, Zero-Debt Defence PSU Rises 182 percent In 10 Month Buy Before Ex-Split - Goodreturns | 12/12/2024 |
About Mazagon Dock 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 Mazagon or other stocks. Alpha measures the amount that position in Mazagon Dock Shipbuilders 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 Mazagon Dock 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, Mazagon Dock's short interest history, or implied volatility extrapolated from Mazagon Dock options trading.
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Other Information on Investing in Mazagon Stock
Mazagon Dock financial ratios help investors to determine whether Mazagon 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 Mazagon with respect to the benefits of owning Mazagon Dock security.