Zee Entertainment (India) Alpha and Beta Analysis
| ZEEL Stock | 123.11 0.88 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zee Entertainment Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zee Entertainment over a specified time horizon. Remember, high Zee Entertainment'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 Zee Entertainment's market risk premium analysis include:
Beta (0.37) | Alpha (0.07) | Risk 2.26 | Sharpe Ratio (0.08) | Expected Return (0.17) |
Zee Entertainment 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.
Zee |
Zee Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zee Entertainment market risk premium is the additional return an investor will receive from holding Zee Entertainment 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 Zee Entertainment. 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 Zee Entertainment's performance over market.| α | -0.07 | β | -0.37 |
Zee Entertainment 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 Zee Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how Zee Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zee Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how Zee Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zee Entertainment shares will generate the highest return on investment. By understating and applying Zee Entertainment stock market price indicators, traders can identify Zee Entertainment position entry and exit signals to maximize returns.
Zee Entertainment Return and Market Media
The median price of Zee Entertainment for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 127.13 with a coefficient of variation of 6.05. The daily time series for the period is distributed with a sample standard deviation of 7.73, arithmetic mean of 127.82, and mean deviation of 6.49. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Zee Entertainment will contest 8,000 crore claims made by Star India Shares fall - CNBCTV18 | 09/18/2024 |
2 | Zee Entertainment Enterprises - JM Financial and 3 stocks close below VWAP - The Economic Times | 10/03/2024 |
3 | Zee Entertainment Shares Zoom Almost 10 percent On NSE After Goenka Resigns As Managing Director Of ZEEL - MSN | 11/20/2024 |
About Zee Entertainment 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 Zee or other stocks. Alpha measures the amount that position in Zee Entertainment 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 Zee Entertainment 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, Zee Entertainment's short interest history, or implied volatility extrapolated from Zee Entertainment options trading.
Build Portfolio with Zee Entertainment
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Additional Tools for Zee Stock Analysis
When running Zee Entertainment's price analysis, check to measure Zee Entertainment'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 Zee Entertainment is operating at the current time. Most of Zee Entertainment's value examination focuses on studying past and present price action to predict the probability of Zee Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zee Entertainment's price. Additionally, you may evaluate how the addition of Zee Entertainment to your portfolios can decrease your overall portfolio volatility.