Investcorp India Acquisition Stock Alpha and Beta Analysis
| IVCAU Stock | USD 11.65 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investcorp India Acquisition. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investcorp India over a specified time horizon. Remember, high Investcorp 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 Investcorp India's market risk premium analysis include:
Beta (0.02) | Alpha 0.004956 | Risk 0.18 | Sharpe Ratio 0.0766 | Expected Return 0.0138 |
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.
Investcorp |
Investcorp India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investcorp India market risk premium is the additional return an investor will receive from holding Investcorp 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 Investcorp 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 Investcorp India's performance over market.| α | 0 | β | -0.02 |
Investcorp 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 Investcorp India's Buy-and-hold return. Our buy-and-hold chart shows how Investcorp India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Investcorp India Market Price Analysis
Market price analysis indicators help investors to evaluate how Investcorp 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 Investcorp India shares will generate the highest return on investment. By understating and applying Investcorp India stock market price indicators, traders can identify Investcorp India position entry and exit signals to maximize returns.
Investcorp India Return and Market Media
The median price of Investcorp India for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 11.65 with a coefficient of variation of 0.45. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 11.63, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investcorp India Acquisition provides update on Bigtincan transaction - TipRanks | 10/11/2024 |
2 | Investcorp India Acquisition Corp Shares Sold by Mizuho Securities USA LLC - MarketBeat | 11/22/2024 |
3 | How To Trade - Stock Traders Daily | 12/10/2024 |
About Investcorp 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 Investcorp or other stocks. Alpha measures the amount that position in Investcorp India Acq 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.
| 2010 | 2023 | 2024 (projected) | Current Ratio | 1.05 | 0.28 | 0.27 | Net Debt To EBITDA | 0.059 | 0.0531 | 0.0472 |
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 Investcorp 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, Investcorp India's short interest history, or implied volatility extrapolated from Investcorp India options trading.
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Additional Tools for Investcorp Stock Analysis
When running Investcorp India's price analysis, check to measure Investcorp 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 Investcorp India is operating at the current time. Most of Investcorp India's value examination focuses on studying past and present price action to predict the probability of Investcorp 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 Investcorp India's price. Additionally, you may evaluate how the addition of Investcorp India to your portfolios can decrease your overall portfolio volatility.