Rail Vikas (India) Alpha and Beta Analysis
| RVNL Stock | 465.95 5.55 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rail Vikas Nigam. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rail Vikas over a specified time horizon. Remember, high Rail Vikas' 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 Rail Vikas' market risk premium analysis include:
Beta 0.77 | Alpha (0.30) | Risk 2.95 | Sharpe Ratio (0.05) | Expected Return (0.16) |
Rail Vikas 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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Rail Vikas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rail Vikas market risk premium is the additional return an investor will receive from holding Rail Vikas 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 Rail Vikas. 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 Rail Vikas' performance over market.| α | -0.3 | β | 0.77 |
Rail Vikas 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 Rail Vikas' Buy-and-hold return. Our buy-and-hold chart shows how Rail Vikas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rail Vikas Market Price Analysis
Market price analysis indicators help investors to evaluate how Rail Vikas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rail Vikas shares will generate the highest return on investment. By understating and applying Rail Vikas stock market price indicators, traders can identify Rail Vikas position entry and exit signals to maximize returns.
Rail Vikas Return and Market Media
The median price of Rail Vikas for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 469.65 with a coefficient of variation of 8.35. The daily time series for the period is distributed with a sample standard deviation of 39.41, arithmetic mean of 471.85, and mean deviation of 32.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rail Vikas Nigam share are down by -1.51, Nifty down by -0.1 percent - MSN | 09/24/2024 |
2 | Is There Now An Opportunity In Rail Vikas Nigam Limited - Simply Wall St | 10/10/2024 |
3 | RVNL wins fresh order from Indian Railways, stock reacts - Business Today | 11/18/2024 |
4 | Rail Vikas Nigam Share Price Highlights Rail Vikas Nigam closed today at 464.6, up 4.79 percent from yesterdays 443.35 Stock Market News - Mint | 12/06/2024 |
5 | Rail Vikas Nigam Share Price Highlights Rail Vikas Nigam closed today at 474.2, up 3.4 percent from yesterdays 458.6 Stock Market News - Mint | 12/11/2024 |
About Rail Vikas 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 Rail or other stocks. Alpha measures the amount that position in Rail Vikas Nigam 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 Rail Vikas 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, Rail Vikas' short interest history, or implied volatility extrapolated from Rail Vikas options trading.
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Additional Tools for Rail Stock Analysis
When running Rail Vikas' price analysis, check to measure Rail Vikas' 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 Rail Vikas is operating at the current time. Most of Rail Vikas' value examination focuses on studying past and present price action to predict the probability of Rail Vikas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rail Vikas' price. Additionally, you may evaluate how the addition of Rail Vikas to your portfolios can decrease your overall portfolio volatility.