Infosys Ltd Adr Stock Alpha and Beta Analysis
| INFY Stock | USD 17.04 0.12 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Infosys Ltd ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Infosys over a specified time horizon. Remember, high Infosys' 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 Infosys' market risk premium analysis include:
Beta 0.9 | Alpha (0.31) | Risk 1.32 | Sharpe Ratio (0.20) | Expected Return (0.27) |
Infosys 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.
Infosys |
Infosys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Infosys market risk premium is the additional return an investor will receive from holding Infosys 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 Infosys. 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 Infosys' performance over market.| α | -0.31 | β | 0.90 |
Infosys 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 Infosys' Buy-and-hold return. Our buy-and-hold chart shows how Infosys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Infosys Market Price Analysis
Market price analysis indicators help investors to evaluate how Infosys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Infosys shares will generate the highest return on investment. By understating and applying Infosys stock market price indicators, traders can identify Infosys position entry and exit signals to maximize returns.
Infosys Return and Market Media
The median price of Infosys for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 19.42 with a coefficient of variation of 6.18. The daily time series for the period is distributed with a sample standard deviation of 1.18, arithmetic mean of 19.06, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Most of you have not experienced hunger. I have for 120 hours hitchhiking in Europe, says Narayana Murthy | 04/04/2024 |
2 | Day trading stocks to buy Infosys to BEL Anand Rathi expert recommends three shares to buy today | 04/10/2024 |
3 | Infosys Share Price Live blog for 15 Apr 2024 | 04/15/2024 |
4 | Bengaluru Companys Unique Twist To 70-Hour Workweek Advice Earns Praise Online. See Post | 04/16/2024 |
5 | ASAPP Unveils GenerativeAgent, A Generative AI Application Capable of Fully Automating Contact Center Interactions | 04/17/2024 |
6 | Infosys stock price target cut on weak revenue outlook | 04/18/2024 |
7 | Infosys stock price target cut on weak guidance, negative outlook | 04/19/2024 |
8 | Top Analyst Reports for Novartis, American Express ConocoPhillips | 04/22/2024 |
About Infosys 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 Infosys or other stocks. Alpha measures the amount that position in Infosys Ltd ADR 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0163 | 0.0233 | 0.0131 | Price To Sales Ratio | 6.42 | 4.0 | 3.72 |
Infosys Upcoming Company Events
As portrayed in its financial statements, the presentation of Infosys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Infosys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Infosys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Infosys. Please utilize our Beneish M Score to check the likelihood of Infosys' management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 11th of April 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Infosys
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 Infosys Backtesting, Infosys Valuation, Infosys Correlation, Infosys Hype Analysis, Infosys Volatility, Infosys History and analyze Infosys Performance. Note that the Infosys Ltd ADR information on this page should be used as a complementary analysis to other Infosys' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for Infosys Stock analysis
When running Infosys' price analysis, check to measure Infosys' 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 Infosys is operating at the current time. Most of Infosys' value examination focuses on studying past and present price action to predict the probability of Infosys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infosys' price. Additionally, you may evaluate how the addition of Infosys to your portfolios can decrease your overall portfolio volatility.
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Infosys 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.