NBCC (India) Alpha and Beta Analysis
| NBCC Stock | 94.43 2.67 2.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NBCC Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in NBCC over a specified time horizon. Remember, high NBCC'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 NBCC's market risk premium analysis include:
Beta 0.84 | Alpha (0.32) | Risk 2.46 | Sharpe Ratio (0.13) | Expected Return (0.32) |
NBCC 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.
NBCC |
NBCC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NBCC market risk premium is the additional return an investor will receive from holding NBCC 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 NBCC. 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 NBCC's performance over market.| α | -0.32 | β | 0.84 |
NBCC 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 NBCC's Buy-and-hold return. Our buy-and-hold chart shows how NBCC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NBCC Market Price Analysis
Market price analysis indicators help investors to evaluate how NBCC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NBCC shares will generate the highest return on investment. By understating and applying NBCC stock market price indicators, traders can identify NBCC position entry and exit signals to maximize returns.
NBCC Return and Market Media
The median price of NBCC for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 100.05 with a coefficient of variation of 9.36. The daily time series for the period is distributed with a sample standard deviation of 9.62, arithmetic mean of 102.72, and mean deviation of 8.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 12 Bonus Issue 2024 Multibagger Navratna PSU Stock Jumped 117 percent YTD Is It Overvalued Geojit Says HOLD - Goodreturns | 09/27/2024 |
2 | NBCC Limited Reports Earnings Results for the Second Quarter and Six Months Ended September 30, 2024 - Marketscreener.com | 11/13/2024 |
3 | NBCC share falls over 3 Rs 202 cr-order win fails to cheer stock - Business Standard | 11/20/2024 |
4 | NBCC shares off lows after unit bags orders worth 600 crore - CNBCTV18 | 12/05/2024 |
5 | NBCC Share Price Surges As Company Secures Orders Worth Rs 489.6 Crore - NDTV Profit | 12/16/2024 |
About NBCC 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 NBCC or other stocks. Alpha measures the amount that position in NBCC 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 NBCC 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, NBCC's short interest history, or implied volatility extrapolated from NBCC options trading.
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Additional Tools for NBCC Stock Analysis
When running NBCC's price analysis, check to measure NBCC'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 NBCC is operating at the current time. Most of NBCC's value examination focuses on studying past and present price action to predict the probability of NBCC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NBCC's price. Additionally, you may evaluate how the addition of NBCC to your portfolios can decrease your overall portfolio volatility.