TPL Plastech (India) Alpha and Beta Analysis
TPLPLASTEH | 105.66 1.43 1.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TPL Plastech Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in TPL Plastech over a specified time horizon. Remember, high TPL Plastech'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 TPL Plastech's market risk premium analysis include:
Beta 0.58 | Alpha (0.13) | Risk 2.05 | Sharpe Ratio (0.03) | Expected Return (0.07) |
TPL Plastech 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.
TPL |
TPL Plastech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TPL Plastech market risk premium is the additional return an investor will receive from holding TPL Plastech 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 TPL Plastech. 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 TPL Plastech's performance over market.α | -0.13 | β | 0.58 |
TPL Plastech 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 TPL Plastech's Buy-and-hold return. Our buy-and-hold chart shows how TPL Plastech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TPL Plastech Market Price Analysis
Market price analysis indicators help investors to evaluate how TPL Plastech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TPL Plastech shares will generate the highest return on investment. By understating and applying TPL Plastech stock market price indicators, traders can identify TPL Plastech position entry and exit signals to maximize returns.
TPL Plastech Return and Market Media
The median price of TPL Plastech for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 103.16 with a coefficient of variation of 5.25. The daily time series for the period is distributed with a sample standard deviation of 5.47, arithmetic mean of 104.23, and mean deviation of 4.74. The Stock received some media coverage during the period. Price Growth (%) |
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1 | TPL Plastech Standalone September 2024 Net Sales at Rs 88.95 crore, up 13.43 percent Y-o-Y - Moneycontrol | 11/18/2024 |
About TPL Plastech 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 TPL or other stocks. Alpha measures the amount that position in TPL Plastech 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 TPL Plastech 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, TPL Plastech's short interest history, or implied volatility extrapolated from TPL Plastech options trading.
Build Portfolio with TPL Plastech
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Additional Tools for TPL Stock Analysis
When running TPL Plastech's price analysis, check to measure TPL Plastech'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 TPL Plastech is operating at the current time. Most of TPL Plastech's value examination focuses on studying past and present price action to predict the probability of TPL Plastech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TPL Plastech's price. Additionally, you may evaluate how the addition of TPL Plastech to your portfolios can decrease your overall portfolio volatility.