JB Chemicals (India) Alpha and Beta Analysis
| JBCHEPHARM | 1,841 1.35 0.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JB Chemicals Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in JB Chemicals over a specified time horizon. Remember, high JB Chemicals' 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 JB Chemicals' market risk premium analysis include:
Beta 0.14 | Alpha (0.09) | Risk 1.92 | Sharpe Ratio (0.02) | Expected Return (0.04) |
JB Chemicals 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.
JBCHEPHARM |
JB Chemicals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JB Chemicals market risk premium is the additional return an investor will receive from holding JB Chemicals 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 JB Chemicals. 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 JB Chemicals' performance over market.| α | -0.09 | β | 0.14 |
JB Chemicals 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 JB Chemicals' Buy-and-hold return. Our buy-and-hold chart shows how JB Chemicals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JB Chemicals Market Price Analysis
Market price analysis indicators help investors to evaluate how JB Chemicals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JB Chemicals shares will generate the highest return on investment. By understating and applying JB Chemicals stock market price indicators, traders can identify JB Chemicals position entry and exit signals to maximize returns.
JB Chemicals Return and Market Media
The median price of JB Chemicals for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 1851.9 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 76.57, arithmetic mean of 1829.8, and mean deviation of 65.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | JB Chemicals shares slip 4 percent as KKRs 2 billion stake sale at risk over valuation disputes - Moneycontrol | 09/25/2024 |
2 | Stock market update Nifty Pharma index falls 0. percent in an upbeat market - MSN | 10/01/2024 |
3 | KKR is said to consider selling 750 million stake in JB Pharma - CNBCTV18 | 11/06/2024 |
4 | J B Chemicals Pharmaceuticals Upgraded to Hold Rating by MarketsMOJO, Strong Fundamentals and Positive Results Reported - MarketsMojo | 11/19/2024 |
5 | J B Chemicals Pharmaceuticals Ltds Stock Performance Outperforms Sector by 3.07 percent - MarketsMojo | 11/25/2024 |
About JB Chemicals 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 JBCHEPHARM or other stocks. Alpha measures the amount that position in JB Chemicals Pharmac 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 JB Chemicals 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, JB Chemicals' short interest history, or implied volatility extrapolated from JB Chemicals options trading.
Build Portfolio with JB Chemicals
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 JBCHEPHARM Stock
JB Chemicals financial ratios help investors to determine whether JBCHEPHARM 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 JBCHEPHARM with respect to the benefits of owning JB Chemicals security.