Kalpataru Projects (India) Alpha and Beta Analysis
| KPIL Stock | 1,276 23.50 1.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kalpataru Projects International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kalpataru Projects over a specified time horizon. Remember, high Kalpataru Projects' 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 Kalpataru Projects' market risk premium analysis include:
Beta 0.22 | Alpha (0.11) | Risk 2.13 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
Kalpataru |
Kalpataru Projects Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kalpataru Projects market risk premium is the additional return an investor will receive from holding Kalpataru Projects 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 Kalpataru Projects. 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 Kalpataru Projects' performance over market.| α | -0.11 | β | 0.22 |
Kalpataru Projects 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 Kalpataru Projects' Buy-and-hold return. Our buy-and-hold chart shows how Kalpataru Projects performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kalpataru Projects Market Price Analysis
Market price analysis indicators help investors to evaluate how Kalpataru Projects stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kalpataru Projects shares will generate the highest return on investment. By understating and applying Kalpataru Projects stock market price indicators, traders can identify Kalpataru Projects position entry and exit signals to maximize returns.
Kalpataru Projects Return and Market Media
The median price of Kalpataru Projects for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 1277.15 with a coefficient of variation of 5.64. The daily time series for the period is distributed with a sample standard deviation of 71.28, arithmetic mean of 1262.95, and mean deviation of 58.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Kalpataru Projects share up over 3 percent on Rs 1,241-cr order win details here - Business Standard | 10/01/2024 |
2 | Kalpataru Projects shares fall 4 percent amid market weakness despite bagging projects worth Rs 2,273 crore - Moneycontrol | 11/13/2024 |
3 | Institutional investors control 49 percent of Kalpataru Projects International Limited and were rewarded last week after stock increased 12 percent - Simply Wal... | 12/06/2024 |
4 | A New Power Transmission Company Joins the Race. Can it Compete with KEC International and Kalpataru Projects - Equitymaster | 12/19/2024 |
About Kalpataru Projects 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 Kalpataru or other stocks. Alpha measures the amount that position in Kalpataru Projects 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 Kalpataru Projects 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, Kalpataru Projects' short interest history, or implied volatility extrapolated from Kalpataru Projects options trading.
Build Portfolio with Kalpataru Projects
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 Kalpataru Stock Analysis
When running Kalpataru Projects' price analysis, check to measure Kalpataru Projects' 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 Kalpataru Projects is operating at the current time. Most of Kalpataru Projects' value examination focuses on studying past and present price action to predict the probability of Kalpataru Projects' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kalpataru Projects' price. Additionally, you may evaluate how the addition of Kalpataru Projects to your portfolios can decrease your overall portfolio volatility.