Grasim Industries (India) Alpha and Beta Analysis
| GRASIM Stock | 2,373 2.90 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grasim Industries Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grasim Industries over a specified time horizon. Remember, high Grasim Industries' 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 Grasim Industries' market risk premium analysis include:
Beta 0.28 | Alpha 0.15 | Risk 1.34 | Sharpe Ratio 0.12 | Expected Return 0.16 |
Grasim Industries 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.
Grasim |
Grasim Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grasim Industries market risk premium is the additional return an investor will receive from holding Grasim Industries 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 Grasim Industries. 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 Grasim Industries' performance over market.| α | 0.15 | β | 0.28 |
Grasim Industries 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 Grasim Industries' Buy-and-hold return. Our buy-and-hold chart shows how Grasim Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grasim Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Grasim Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grasim Industries shares will generate the highest return on investment. By understating and applying Grasim Industries stock market price indicators, traders can identify Grasim Industries position entry and exit signals to maximize returns.
Grasim Industries Return and Market Media
The median price of Grasim Industries for the period between Sat, Feb 17, 2024 and Fri, May 17, 2024 is 2237.4 with a coefficient of variation of 4.37. The daily time series for the period is distributed with a sample standard deviation of 98.46, arithmetic mean of 2255.07, and mean deviation of 80.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Volume Updates Grasim Industries Witnesses Surge in Trading Volume, Todays Volume Reaches 1,710,394 Units - Economic Times | 02/20/2024 |
2 | Buy Grasim Industries, target price Rs 2670 Motilal Oswal - The Economic Times | 02/23/2024 |
3 | Grasim raises its first Sustainability Linked Non-Convertible Debentures of INR 1250 crore from the International ... - Marketscreener.com | 03/20/2024 |
4 | Grasim Industries Share Price Live Updates Grasim Industries Closes at Rs 2306.30 with 2.7 percent 1-Month Return - Economic Times | 04/02/2024 |
5 | Grasim Industries Share Price Today Live Updates Grasim Industries Shows Strong Performance with 59.31 percent - The Economic Times | 04/08/2024 |
6 | Grasim Industries shares hit record high today, can they cross Rs 2,700 mark - Business Today | 04/23/2024 |
7 | Grasim Industries Share Price Live Updates Grasim Industries Closes at Rs 2437.35 with Impressive 3-Mont - The Economic Times | 05/02/2024 |
8 | Grasim Industries Stocks Live Updates Grasim Industries Closes at Rs 2421.0 with Impressive 3-Month Retu - The Economic Times | 05/07/2024 |
9 | Grasim Industries Share Price Today Live Updates Grasim Industries Closes at Rs 2369.7 with 4.57 percent 1-Mont - The Economic Times | 05/15/2024 |
About Grasim Industries 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 Grasim or other stocks. Alpha measures the amount that position in Grasim Industries 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 Grasim Industries 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, Grasim Industries' short interest history, or implied volatility extrapolated from Grasim Industries options trading.
Build Portfolio with Grasim Industries
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
Align your risk with return expectations
Check out Grasim Industries Backtesting, Grasim Industries Valuation, Grasim Industries Correlation, Grasim Industries Hype Analysis, Grasim Industries Volatility, Grasim Industries History and analyze Grasim Industries Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Grasim Stock analysis
When running Grasim Industries' price analysis, check to measure Grasim Industries' 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 Grasim Industries is operating at the current time. Most of Grasim Industries' value examination focuses on studying past and present price action to predict the probability of Grasim Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grasim Industries' price. Additionally, you may evaluate how the addition of Grasim Industries to your portfolios can decrease your overall portfolio volatility.
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Grasim Industries technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.