INDIABULLS Alpha and Beta Analysis

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IBVENTURES -- India Stock  

INR 113.70  4.90  4.13%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including INDIABULLS VENTURE, as well as systematic risk associated with investing in INDIABULLS VENTURE over a specified time horizon. Please see INDIABULLS VENTURE Backtesting, INDIABULLS VENTURE Valuation, INDIABULLS VENTURE Correlation, INDIABULLS VENTURE Hype Analysis, INDIABULLS VENTURE Volatility, INDIABULLS VENTURE History and analyze INDIABULLS VENTURE Performance.

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Please note that although INDIABULLS VENTURE alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, INDIABULLS VENTURE did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of INDIABULLS VENTURE stock's relative risk over its benchmark. INDIABULLS VENTURE has a beta of 0.59  . Let's try to break down what INDIABULLS's beta means in this case. As returns on the market increase, returns on owning INDIABULLS VENTURE are expected to decrease at a much lower rate. During the bear market, INDIABULLS VENTURE is likely to outperform the market. . 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.


α-0.12   β-0.59
30 days against DJI

INDIABULLS VENTURE expected buy-and-hold returns

INDIABULLS VENTURE Market Price Analysis

INDIABULLS VENTURE Return and Market Media

The median price of INDIABULLS VENTURE for the period between Fri, Apr 10, 2020 and Thu, Jul 9, 2020 is 99.35 with a coefficient of variation of 16.75. The daily time series for the period is distributed with a sample standard deviation of 16.27, arithmetic mean of 97.14, and mean deviation of 13.26. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  


For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in INDIABULLS VENTURE 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.

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