HSBC Infrastructure (India) Alpha and Beta Analysis

0P0000XW9Q -  India Fund  

INR 24.95  0.26  1.05%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HSBC Infrastructure Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in HSBC Infrastructure over a specified time horizon. Remember, high HSBC Infrastructure's 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.
Please continue to HSBC Infrastructure Backtesting, Portfolio Optimization, HSBC Infrastructure Correlation, HSBC Infrastructure Hype Analysis, HSBC Infrastructure Volatility, HSBC Infrastructure History and analyze HSBC Infrastructure Performance.

0P0000XW9Q Beta 

 
Refresh
Please note that although HSBC Infrastructure 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, HSBC Infrastructure did 0.16  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 HSBC Infrastructure Equity fund's relative risk over its benchmark. HSBC Infrastructure has a beta of 0.0356  . Let's try to break down what 0P0000XW9Q's beta means in this case. As returns on the market increase, returns on owning HSBC Infrastructure are expected to decrease at a much lower rate. During the bear market, HSBC Infrastructure 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.

HSBC Infrastructure Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HSBC Infrastructure market risk premium is the additional return an investor will receive from holding HSBC Infrastructure 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 HSBC Infrastructure. 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 HSBC Infrastructure's performance over market.
α0.16   β-0.04
90 days against DJI

HSBC Infrastructure 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 HSBC Infrastructure's Buy-and-hold return. Our buy-and-hold chart shows how HSBC Infrastructure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

HSBC Infrastructure Market Price Analysis

Market price analysis indicators help investors to evaluate how HSBC Infrastructure fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HSBC Infrastructure shares will generate the highest return on investment. By understating and applying HSBC Infrastructure fund market price indicators, traders can identify HSBC Infrastructure position entry and exit signals to maximize returns.

HSBC Infrastructure Return and Market Media

The median price of HSBC Infrastructure for the period between Sun, Mar 29, 2020 and Tue, Jan 18, 2022 is 15.23 with a coefficient of variation of 30.12. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 16.29, and mean deviation of 4.43. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About HSBC Infrastructure 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 HSBC Infrastructure 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.

HSBC Infrastructure Investors Sentiment

The influence of HSBC Infrastructure's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in 0P0000XW9Q. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards HSBC Infrastructure in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, HSBC Infrastructure's short interest history, or implied volatility extrapolated from HSBC Infrastructure options trading.

Current Sentiment - 0P0000XW9Q

HSBC Infrastructure Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in HSBC Infrastructure Equity. What is your judgment towards investing in HSBC Infrastructure Equity? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Portfolio with HSBC Infrastructure

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to HSBC Infrastructure Backtesting, Portfolio Optimization, HSBC Infrastructure Correlation, HSBC Infrastructure Hype Analysis, HSBC Infrastructure Volatility, HSBC Infrastructure History and analyze HSBC Infrastructure Performance. Note that the HSBC Infrastructure information on this page should be used as a complementary analysis to other HSBC Infrastructure's 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Other Tools for 0P0000XW9Q Fund

When running HSBC Infrastructure price analysis, check to measure HSBC Infrastructure's 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 HSBC Infrastructure is operating at the current time. Most of HSBC Infrastructure's value examination focuses on studying past and present price action to predict the probability of HSBC Infrastructure's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move HSBC Infrastructure's price. Additionally, you may evaluate how the addition of HSBC Infrastructure to your portfolios can decrease your overall portfolio volatility.
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go