LUPIN Alpha and Beta Analysis

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LUPIN -- India Stock  

INR 865.40  5.10  0.59%

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

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Please note that although LUPIN 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, LUPIN did 0.54  better 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 LUPIN LTD stock's relative risk over its benchmark. LUPIN LTD has a beta of 0.26  . Let's try to break down what LUPIN's beta means in this case. As returns on the market increase, returns on owning LUPIN are expected to decrease at a much lower rate. During the bear market, LUPIN 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.

LUPIN Market Premiums

α0.54   β-0.26
30 days against DJI

LUPIN expected buy-and-hold returns

LUPIN Market Price Analysis

LUPIN Return and Market Media

The median price of LUPIN for the period between Sun, Apr 12, 2020 and Sat, Jul 11, 2020 is 869.8 with a coefficient of variation of 13.48. The daily time series for the period is distributed with a sample standard deviation of 111.69, arithmetic mean of 828.34, and mean deviation of 82.56. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About LUPIN 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in LUPIN LTD 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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page