UGARSUGAR Alpha and Beta Analysis

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UGARSUGAR -- India Stock  

INR 11.95  0.05  0.42%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including UGAR SUGAR WORKS, as well as systematic risk associated with investing in UGAR SUGAR over a specified time horizon. Also please take a look at World Market Map.

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Please note that although UGAR SUGAR alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, UGAR SUGAR did 0.25  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 UGAR SUGAR WORKS relative risk over its benchmark. UGAR SUGAR WORKS has beta of 0.12  . As returns on market increase, UGAR SUGAR returns are expected to increase less than the market. However, during bear market, the loss on holding UGAR SUGAR will be expected to be smaller as well. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

UGAR SUGAR Market Premiums

α-0.25   β0.12
30 days against DJI

UGAR SUGAR Fundamentals

 Better Than Average     
 Worse Than Average Compare UGAR SUGAR to competition

UGAR SUGAR Fundamental Vs Peers

FundamentalsUGAR SUGARPeer Average
Return On Equity266.85 (0.31) 
Return On Asset3.57 (0.14) 
Profit Margin1.91 (1.27) 
Operating Margin5.12 (5.51) 
Current Valuation6.82 B16.62 B
Shares Outstanding112.5 M571.82 M
Price to Earning10.04 28.72 

UGAR SUGAR Opportunities

UGAR SUGAR Return and Market Media

The median price of UGAR SUGAR for the period between Wed, Feb 26, 2020 and Tue, May 26, 2020 is 12.85 with a coefficient of variation of 13.96. The daily time series for the period is distributed with a sample standard deviation of 1.78, arithmetic mean of 12.77, and mean deviation of 1.46. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

About UGAR SUGAR 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 UGAR SUGAR WORKS 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