Naga Dhunseri (India) Alpha and Beta Analysis
| NDGL Stock | 4,643 97.50 2.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Naga Dhunseri Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Naga Dhunseri over a specified time horizon. Remember, high Naga Dhunseri'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 Naga Dhunseri's market risk premium analysis include:
Beta 0.33 | Alpha 0.42 | Risk 3.91 | Sharpe Ratio 0.0864 | Expected Return 0.34 |
Naga Dhunseri 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.
Naga |
Naga Dhunseri Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Naga Dhunseri market risk premium is the additional return an investor will receive from holding Naga Dhunseri 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 Naga Dhunseri. 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 Naga Dhunseri's performance over market.| α | 0.42 | β | 0.33 |
Naga Dhunseri 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 Naga Dhunseri's Buy-and-hold return. Our buy-and-hold chart shows how Naga Dhunseri performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Naga Dhunseri Market Price Analysis
Market price analysis indicators help investors to evaluate how Naga Dhunseri stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Naga Dhunseri shares will generate the highest return on investment. By understating and applying Naga Dhunseri stock market price indicators, traders can identify Naga Dhunseri position entry and exit signals to maximize returns.
Naga Dhunseri Return and Market Media
The median price of Naga Dhunseri for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 5195.85 with a coefficient of variation of 12.43. The daily time series for the period is distributed with a sample standard deviation of 630.92, arithmetic mean of 5076.87, and mean deviation of 473.81. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stock market update Nifty Pharma index falls 0.33 percent in an upbeat market - The Economic Times | 10/14/2024 |
2 | Naga Dhunseri Consolidated September 2024 Net Sales at Rs 3.74 crore, down 57.25 percent Y-o-Y - Moneycontrol | 12/04/2024 |
About Naga Dhunseri 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 Naga or other stocks. Alpha measures the amount that position in Naga Dhunseri Group 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 Naga Dhunseri 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, Naga Dhunseri's short interest history, or implied volatility extrapolated from Naga Dhunseri options trading.
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Additional Tools for Naga Stock Analysis
When running Naga Dhunseri's price analysis, check to measure Naga Dhunseri'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 Naga Dhunseri is operating at the current time. Most of Naga Dhunseri's value examination focuses on studying past and present price action to predict the probability of Naga Dhunseri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Naga Dhunseri's price. Additionally, you may evaluate how the addition of Naga Dhunseri to your portfolios can decrease your overall portfolio volatility.