Nazara Technologies (India) Alpha and Beta Analysis
| NAZARA Stock | 1,001 20.45 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nazara Technologies Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nazara Technologies over a specified time horizon. Remember, high Nazara Technologies' 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 Nazara Technologies' market risk premium analysis include:
Beta 0.77 | Alpha 0.00531 | Risk 2.5 | Sharpe Ratio 0.0671 | Expected Return 0.17 |
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.
Nazara |
Nazara Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nazara Technologies market risk premium is the additional return an investor will receive from holding Nazara Technologies 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 Nazara Technologies. 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 Nazara Technologies' performance over market.| α | 0.01 | β | 0.77 |
Nazara Technologies 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 Nazara Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Nazara Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nazara Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Nazara Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nazara Technologies shares will generate the highest return on investment. By understating and applying Nazara Technologies stock market price indicators, traders can identify Nazara Technologies position entry and exit signals to maximize returns.
Nazara Technologies Return and Market Media
The median price of Nazara Technologies for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 938.35 with a coefficient of variation of 5.52. The daily time series for the period is distributed with a sample standard deviation of 52.51, arithmetic mean of 950.45, and mean deviation of 41.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nazara Technologies shares rise 4 percent on MoU with Telangana govt - Business Today | 09/05/2024 |
2 | Nazara Technologies share price retreats from 52-week high amid profit booking Stock Market News - Mint | 09/18/2024 |
3 | Nazara Tech completes 150 Crore investment in Moonshine Tech - Indiainfoline | 09/27/2024 |
4 | Nazara Technologies Acquires 15.86 percent Stake in Blockchain E-Sports Startup STAN - MSN | 11/21/2024 |
About Nazara Technologies 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 Nazara or other stocks. Alpha measures the amount that position in Nazara Technologies 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 Nazara Technologies 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, Nazara Technologies' short interest history, or implied volatility extrapolated from Nazara Technologies options trading.
Build Portfolio with Nazara Technologies
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Other Information on Investing in Nazara Stock
Nazara Technologies financial ratios help investors to determine whether Nazara 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 Nazara with respect to the benefits of owning Nazara Technologies security.