PSP Projects (India) Alpha and Beta Analysis
| PSPPROJECT | 642.70 2.85 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PSP Projects Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in PSP Projects over a specified time horizon. Remember, high PSP 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 PSP Projects' market risk premium analysis include:
Beta 0.51 | Alpha (0.13) | Risk 2.31 | Sharpe Ratio (0.02) | Expected Return (0.04) |
PSP Projects 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.
PSP |
PSP Projects Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PSP Projects market risk premium is the additional return an investor will receive from holding PSP 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 PSP 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 PSP Projects' performance over market.| α | -0.13 | β | 0.51 |
PSP 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 PSP Projects' Buy-and-hold return. Our buy-and-hold chart shows how PSP Projects performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PSP Projects Market Price Analysis
Market price analysis indicators help investors to evaluate how PSP 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 PSP Projects shares will generate the highest return on investment. By understating and applying PSP Projects stock market price indicators, traders can identify PSP Projects position entry and exit signals to maximize returns.
PSP Projects Return and Market Media
The median price of PSP Projects for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 647.85 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 28.88, arithmetic mean of 645.65, and mean deviation of 24.32. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Heres Why Shareholders May Want To Be Cautious With Increasing PSP Projects Limiteds CEO Pay Packet - Simply Wall St | 09/11/2024 |
2 | PSP Projects share price jumps 10 percent on news Adani may buy majority stake, launch open offer - Moneycontrol | 11/18/2024 |
3 | Adani Infra to acquire 30 percent stake in PSP Projects for Rs685 crore - domain-b.com The first online Indian business magazine | 11/21/2024 |
About PSP 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 PSP or other stocks. Alpha measures the amount that position in PSP Projects 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 PSP 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, PSP Projects' short interest history, or implied volatility extrapolated from PSP Projects options trading.
Build Portfolio with PSP 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
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Other Information on Investing in PSP Stock
PSP Projects financial ratios help investors to determine whether PSP 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 PSP with respect to the benefits of owning PSP Projects security.