Engineers India (India) Alpha and Beta Analysis
| ENGINERSIN | 183.68 8.98 4.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Engineers India Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Engineers India over a specified time horizon. Remember, high Engineers India'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 Engineers India's market risk premium analysis include:
Beta 0.7 | Alpha (0.19) | Risk 2.59 | Sharpe Ratio (0.09) | Expected Return (0.24) |
Engineers India 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.
Engineers |
Engineers India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Engineers India market risk premium is the additional return an investor will receive from holding Engineers India 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 Engineers India. 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 Engineers India's performance over market.| α | -0.19 | β | 0.70 |
Engineers India 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 Engineers India's Buy-and-hold return. Our buy-and-hold chart shows how Engineers India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Engineers India Market Price Analysis
Market price analysis indicators help investors to evaluate how Engineers India stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Engineers India shares will generate the highest return on investment. By understating and applying Engineers India stock market price indicators, traders can identify Engineers India position entry and exit signals to maximize returns.
Engineers India Return and Market Media
The median price of Engineers India for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 196.18 with a coefficient of variation of 5.94. The daily time series for the period is distributed with a sample standard deviation of 11.6, arithmetic mean of 195.43, and mean deviation of 9.8. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | RVNL shares in news today, heres why - Business Today | 09/26/2024 |
2 | Engineers India Q2 Results Live Profit Falls by 21.83 percent YOY Company Business News - Mint | 10/30/2024 |
3 | DEEPAK BUILDERS ENGINEERS INDIA LTD. Share Price Today Up 6 percent - Equitymaster | 12/11/2024 |
About Engineers India 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 Engineers or other stocks. Alpha measures the amount that position in Engineers India 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 Engineers India 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, Engineers India's short interest history, or implied volatility extrapolated from Engineers India options trading.
Build Portfolio with Engineers India
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Additional Tools for Engineers Stock Analysis
When running Engineers India's price analysis, check to measure Engineers India'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 Engineers India is operating at the current time. Most of Engineers India's value examination focuses on studying past and present price action to predict the probability of Engineers India's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engineers India's price. Additionally, you may evaluate how the addition of Engineers India to your portfolios can decrease your overall portfolio volatility.