Yatra Online (India) Alpha and Beta Analysis
| YATRA Stock | 103.87 0.12 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yatra Online Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yatra Online over a specified time horizon. Remember, high Yatra Online'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 Yatra Online's market risk premium analysis include:
Beta 0.51 | Alpha (0.47) | Risk 2.15 | Sharpe Ratio (0.26) | Expected Return (0.56) |
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.
Yatra |
Yatra Online Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yatra Online market risk premium is the additional return an investor will receive from holding Yatra Online 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 Yatra Online. 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 Yatra Online's performance over market.| α | -0.47 | β | 0.51 |
Yatra Online 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 Yatra Online's Buy-and-hold return. Our buy-and-hold chart shows how Yatra Online performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yatra Online Market Price Analysis
Market price analysis indicators help investors to evaluate how Yatra Online stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yatra Online shares will generate the highest return on investment. By understating and applying Yatra Online stock market price indicators, traders can identify Yatra Online position entry and exit signals to maximize returns.
Yatra Online Return and Market Media
The median price of Yatra Online for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 123.87 with a coefficient of variation of 11.07. The daily time series for the period is distributed with a sample standard deviation of 13.74, arithmetic mean of 124.11, and mean deviation of 12.12. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Hedge funds own 28 percent of Yatra Online, Inc. shares but retail investors control 33 percent of the company - Yahoo Finance | 09/27/2024 |
2 | Shareholders In Yatra Online Should Look Beyond Earnings For The Full Story - Simply Wall St | 11/19/2024 |
About Yatra Online 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 Yatra or other stocks. Alpha measures the amount that position in Yatra Online 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 Yatra Online 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, Yatra Online's short interest history, or implied volatility extrapolated from Yatra Online options trading.
Build Portfolio with Yatra Online
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Yatra Stock
Yatra Online financial ratios help investors to determine whether Yatra 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 Yatra with respect to the benefits of owning Yatra Online security.