Mcleod Russel (India) Alpha and Beta Analysis
| MCLEODRUSS | 47.56 2.44 4.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mcleod Russel India. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mcleod Russel over a specified time horizon. Remember, high Mcleod Russel'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 Mcleod Russel's market risk premium analysis include:
Beta (0.15) | Alpha 1.01 | Risk 4.18 | Sharpe Ratio 0.27 | Expected Return 1.12 |
Mcleod Russel 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.
Mcleod |
Mcleod Russel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mcleod Russel market risk premium is the additional return an investor will receive from holding Mcleod Russel 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 Mcleod Russel. 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 Mcleod Russel's performance over market.| α | 1.01 | β | -0.15 |
Mcleod Russel 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 Mcleod Russel's Buy-and-hold return. Our buy-and-hold chart shows how Mcleod Russel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mcleod Russel Market Price Analysis
Market price analysis indicators help investors to evaluate how Mcleod Russel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mcleod Russel shares will generate the highest return on investment. By understating and applying Mcleod Russel stock market price indicators, traders can identify Mcleod Russel position entry and exit signals to maximize returns.
Mcleod Russel Return and Market Media
The median price of Mcleod Russel for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 31.27 with a coefficient of variation of 22.26. The daily time series for the period is distributed with a sample standard deviation of 7.61, arithmetic mean of 34.18, and mean deviation of 6.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Theres No Escaping McLeod Russel India Limiteds Muted Revenues Despite A 26 percent Share Price Rise - Simply Wall St | 11/28/2024 |
2 | McLeod Russel share price hits a 52-week high amid bulk deal by Altius Finserv check details - MSN | 12/04/2024 |
3 | Mcleod Russel Indias Stock Surges to 52-Week High, Rated as Sell by MarketsMOJO - MarketsMojo | 12/10/2024 |
About Mcleod Russel 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 Mcleod or other stocks. Alpha measures the amount that position in Mcleod Russel India 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 Mcleod Russel 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, Mcleod Russel's short interest history, or implied volatility extrapolated from Mcleod Russel options trading.
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Additional Tools for Mcleod Stock Analysis
When running Mcleod Russel's price analysis, check to measure Mcleod Russel'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 Mcleod Russel is operating at the current time. Most of Mcleod Russel's value examination focuses on studying past and present price action to predict the probability of Mcleod Russel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mcleod Russel's price. Additionally, you may evaluate how the addition of Mcleod Russel to your portfolios can decrease your overall portfolio volatility.