SIL Investments (India) Alpha and Beta Analysis
| SILINV Stock | 593.50 5.15 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIL Investments Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in SIL Investments over a specified time horizon. Remember, high SIL Investments' 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 SIL Investments' market risk premium analysis include:
Beta 0.24 | Alpha 0.11 | Risk 2.05 | Sharpe Ratio 0.0564 | Expected Return 0.12 |
SIL Investments 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.
SIL |
SIL Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SIL Investments market risk premium is the additional return an investor will receive from holding SIL Investments 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 SIL Investments. 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 SIL Investments' performance over market.| α | 0.11 | β | 0.24 |
SIL Investments 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 SIL Investments' Buy-and-hold return. Our buy-and-hold chart shows how SIL Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SIL Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how SIL Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SIL Investments shares will generate the highest return on investment. By understating and applying SIL Investments stock market price indicators, traders can identify SIL Investments position entry and exit signals to maximize returns.
SIL Investments Return and Market Media
The median price of SIL Investments for the period between Sun, Jun 30, 2024 and Sat, Sep 28, 2024 is 580.3 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 17.87, arithmetic mean of 576.05, and mean deviation of 14.63. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SIL Invest Consolidated June 2024 Net Sales at Rs 7.15 crore, up 109.68 percent Y-o-Y - Moneycontrol | 08/05/2024 |
About SIL Investments 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 SIL or other stocks. Alpha measures the amount that position in SIL Investments 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 SIL Investments 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, SIL Investments' short interest history, or implied volatility extrapolated from SIL Investments options trading.
Build Portfolio with SIL Investments
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Other Information on Investing in SIL Stock
SIL Investments financial ratios help investors to determine whether SIL 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 SIL with respect to the benefits of owning SIL Investments security.