VSTTILLERS Alpha and Beta Analysis

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VSTTILLERS -- India Stock  

INR 1,318  9.40  0.71%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including VST TILLERS TRACT, as well as systematic risk associated with investing in VST TILLERS over a specified time horizon. Also please take a look at VST TILLERS Backtesting, VST TILLERS Valuation, VST TILLERS Correlation, VST TILLERS Hype Analysis, VST TILLERS Volatility, VST TILLERS History and analyze VST TILLERS Performance.

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Please note that although VST TILLERS 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, VST TILLERS did 1.01  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 VST TILLERS TRACT stock's relative risk over its benchmark. VST TILLERS TRACT has a beta of 0.36  . Let's try to break down what VSTTILLERS's beta means in this case. As returns on the market increase, VST TILLERS returns are expected to increase less than the market. However, during the bear market, the loss on holding VST TILLERS will be expected to be smaller as well. . 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.

VST TILLERS Market Premiums

α1.01   β0.36
30 days against DJI

VST TILLERS expected buy-and-hold returns

VST TILLERS Market Price Analysis

VST TILLERS Return and Market Media

The median price of VST TILLERS for the period between Wed, Apr 15, 2020 and Tue, Jul 14, 2020 is 924.2 with a coefficient of variation of 24.2. The daily time series for the period is distributed with a sample standard deviation of 247.2, arithmetic mean of 1021.49, and mean deviation of 222.6. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About VST TILLERS 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 VST TILLERS TRACT 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