JM Financial (India) Alpha and Beta Analysis
| JMFINANCIL | 136.49 0.41 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JM Financial Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in JM Financial over a specified time horizon. Remember, high JM Financial'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 JM Financial's market risk premium analysis include:
Beta 0.31 | Alpha 0.45 | Risk 3.39 | Sharpe Ratio 0.12 | Expected Return 0.42 |
JM Financial 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.
JMFINANCIL |
JM Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JM Financial market risk premium is the additional return an investor will receive from holding JM Financial 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 JM Financial. 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 JM Financial's performance over market.| α | 0.45 | β | 0.31 |
JM Financial 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 JM Financial's Buy-and-hold return. Our buy-and-hold chart shows how JM Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JM Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how JM Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JM Financial shares will generate the highest return on investment. By understating and applying JM Financial stock market price indicators, traders can identify JM Financial position entry and exit signals to maximize returns.
JM Financial Return and Market Media
The median price of JM Financial for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 136.49 with a coefficient of variation of 9.09. The daily time series for the period is distributed with a sample standard deviation of 12.33, arithmetic mean of 135.66, and mean deviation of 9.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Aadhar Housing Finance shares rally 8 Buy, still significant upside ahead, says JM Financial - Business Today | 09/23/2024 |
2 | Buy Jindal Stainless, target price Rs 910 JM Financial - The Economic Times | 09/30/2024 |
3 | Ceigall India Share Price JM Financial initiates coverage with Buy rating, sees 48 percent upside - CNBCTV18 | 11/14/2024 |
4 | Rahul Sharma on large-cap stocks poised for a bounce in near term - The Economic Times | 11/21/2024 |
About JM Financial 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 JMFINANCIL or other stocks. Alpha measures the amount that position in JM Financial 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 JM Financial 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, JM Financial's short interest history, or implied volatility extrapolated from JM Financial options trading.
Build Portfolio with JM Financial
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
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Other Information on Investing in JMFINANCIL Stock
JM Financial financial ratios help investors to determine whether JMFINANCIL 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 JMFINANCIL with respect to the benefits of owning JM Financial security.