Multi Commodity (India) Alpha and Beta Analysis
| MCX Stock | 6,185 98.20 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Multi Commodity Exchange. It also helps investors analyze the systematic and unsystematic risks associated with investing in Multi Commodity over a specified time horizon. Remember, high Multi Commodity'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 Multi Commodity's market risk premium analysis include:
Beta (0.09) | Alpha 0.4 | Risk 1.99 | Sharpe Ratio 0.15 | Expected Return 0.3 |
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.
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Multi Commodity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Multi Commodity market risk premium is the additional return an investor will receive from holding Multi Commodity 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 Multi Commodity. 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 Multi Commodity's performance over market.| α | 0.40 | β | -0.09 |
Multi Commodity 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 Multi Commodity's Buy-and-hold return. Our buy-and-hold chart shows how Multi Commodity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Multi Commodity Market Price Analysis
Market price analysis indicators help investors to evaluate how Multi Commodity stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Multi Commodity shares will generate the highest return on investment. By understating and applying Multi Commodity stock market price indicators, traders can identify Multi Commodity position entry and exit signals to maximize returns.
Multi Commodity Return and Market Media
The median price of Multi Commodity for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 6046.65 with a coefficient of variation of 8.42. The daily time series for the period is distributed with a sample standard deviation of 501.92, arithmetic mean of 5959.65, and mean deviation of 419.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MCX stock check Up 198 percent in last one year, should you buy now Technical and fundamental experts answer Stock Market News - Mint | 09/05/2024 |
2 | MCX revises futures options transaction charges. New rates effective from October 1 - The Economic Times | 09/24/2024 |
3 | MCX Share Price Hits Record High As Revised Target Price By UBS Projects 20 percent Upside - NDTV Profit | 10/22/2024 |
4 | Multi Commodity Exchange of India Ltd slips for fifth straight session - Business Standard | 11/12/2024 |
About Multi Commodity 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 Multi or other stocks. Alpha measures the amount that position in Multi Commodity Exchange 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 Multi Commodity 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, Multi Commodity's short interest history, or implied volatility extrapolated from Multi Commodity options trading.
Build Portfolio with Multi Commodity
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 Multi Stock
Multi Commodity financial ratios help investors to determine whether Multi 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 Multi with respect to the benefits of owning Multi Commodity security.