Vodafone Idea (India) Alpha and Beta Analysis
| IDEA Stock | 8.28 0.08 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vodafone Idea Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vodafone Idea over a specified time horizon. Remember, high Vodafone Idea'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 Vodafone Idea's market risk premium analysis include:
Beta 0.91 | Alpha (1.01) | Risk 4.35 | Sharpe Ratio (0.19) | Expected Return (0.84) |
Vodafone Idea 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.
Vodafone |
Vodafone Idea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vodafone Idea market risk premium is the additional return an investor will receive from holding Vodafone Idea 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 Vodafone Idea. 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 Vodafone Idea's performance over market.| α | -1.01 | β | 0.91 |
Vodafone Idea 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 Vodafone Idea's Buy-and-hold return. Our buy-and-hold chart shows how Vodafone Idea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vodafone Idea Market Price Analysis
Market price analysis indicators help investors to evaluate how Vodafone Idea stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vodafone Idea shares will generate the highest return on investment. By understating and applying Vodafone Idea stock market price indicators, traders can identify Vodafone Idea position entry and exit signals to maximize returns.
Vodafone Idea Return and Market Media
The median price of Vodafone Idea for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 9.16 with a coefficient of variation of 26.66. The daily time series for the period is distributed with a sample standard deviation of 2.66, arithmetic mean of 9.99, and mean deviation of 2.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shareholders Should Be Pleased With Vodafone Idea Limiteds Price - Simply Wall St | 09/18/2024 |
2 | Block deals Trans Galactic Trading FZ sells 0.01 percent stake in Vodafone Idea - Moneycontrol | 09/30/2024 |
3 | Vodafone Idea Ltd. Hits 52-Week Low, Receives Strong Sell Call from MarketsMOJO - MarketsMojo | 10/25/2024 |
4 | Vodafone Idea News - Vodafone Idea Announcement, Latest News on Vodafone Idea - Economic Times | 11/12/2024 |
5 | Vodafone Idea shares hit 52-week low amid revenue growth and debt woes, full 5G rollout by Q4FY25 - BusinessLine | 11/22/2024 |
About Vodafone Idea 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 Vodafone or other stocks. Alpha measures the amount that position in Vodafone Idea 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 Vodafone Idea 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, Vodafone Idea's short interest history, or implied volatility extrapolated from Vodafone Idea options trading.
Build Portfolio with Vodafone Idea
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
Additional Tools for Vodafone Stock Analysis
When running Vodafone Idea's price analysis, check to measure Vodafone Idea'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 Vodafone Idea is operating at the current time. Most of Vodafone Idea's value examination focuses on studying past and present price action to predict the probability of Vodafone Idea's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vodafone Idea's price. Additionally, you may evaluate how the addition of Vodafone Idea to your portfolios can decrease your overall portfolio volatility.