Diligent Media (India) Alpha and Beta Analysis
| DNAMEDIA | 5.01 0.23 4.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Diligent Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in Diligent Media over a specified time horizon. Remember, high Diligent Media'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 Diligent Media's market risk premium analysis include:
Beta 0.94 | Alpha (0.48) | Risk 2.84 | Sharpe Ratio (0.11) | Expected Return (0.31) |
Diligent Media Quarterly Cash And Equivalents |
|
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.
Diligent |
Diligent Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Diligent Media market risk premium is the additional return an investor will receive from holding Diligent Media 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 Diligent Media. 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 Diligent Media's performance over market.| α | -0.48 | β | 0.94 |
Diligent Media 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 Diligent Media's Buy-and-hold return. Our buy-and-hold chart shows how Diligent Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Diligent Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Diligent Media stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Diligent Media shares will generate the highest return on investment. By understating and applying Diligent Media stock market price indicators, traders can identify Diligent Media position entry and exit signals to maximize returns.
Diligent Media Return and Market Media
The median price of Diligent Media for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.28 with a coefficient of variation of 9.81. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 5.44, and mean deviation of 0.45. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Diligent Media Corporation standalone net profit rises 29.97 percent in the September 2024 quarter - Business Standard | 11/14/2024 |
2 | Diligent Media Standalone September 2024 Net Sales at Rs 2.85 crore, up 20.78 percent Y-o-Y - Moneycontrol | 11/21/2024 |
About Diligent Media 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 Diligent or other stocks. Alpha measures the amount that position in Diligent Media 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 Diligent Media 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, Diligent Media's short interest history, or implied volatility extrapolated from Diligent Media options trading.
Build Portfolio with Diligent Media
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 Diligent Stock
Diligent Media financial ratios help investors to determine whether Diligent 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 Diligent with respect to the benefits of owning Diligent Media security.