DSP Banking (India) Alpha and Beta Analysis


INR 10.36  0.01  0.1%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DSP Banking PSU. It also helps investors analyze the systematic and unsystematic risks associated with investing in DSP Banking over a specified time horizon. Remember, high DSP Banking'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 DSP Banking Backtesting, Portfolio Optimization, DSP Banking Correlation, DSP Banking Hype Analysis, DSP Banking Volatility, DSP Banking History and analyze DSP Banking Performance.
Please note that although DSP Banking 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, DSP Banking did 0.014405  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 DSP Banking PSU fund's relative risk over its benchmark. DSP Banking PSU has a beta of 0.0111  . Let's try to break down what 0P0000ZKLQ's beta means in this case. As returns on the market increase, returns on owning DSP Banking are expected to decrease at a much lower rate. During the bear market, DSP Banking 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.

DSP Banking Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DSP Banking market risk premium is the additional return an investor will receive from holding DSP Banking 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 DSP Banking. 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 DSP Banking's performance over market.
α0.014405   β-0.01
90 days against DJI

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

DSP Banking Market Price Analysis

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

DSP Banking Return and Market Media

The median price of DSP Banking for the period between Thu, Sep 1, 2022 and Wed, Nov 30, 2022 is 10.26 with a coefficient of variation of 0.38. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 10.27, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

About DSP Banking 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 financial instruments including 0P0000ZKLQ or other funds. Alpha measures the amount that position in DSP Banking PSU 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.
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 DSP Banking 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, DSP Banking's short interest history, or implied volatility extrapolated from DSP Banking options trading.

Build Portfolio with DSP Banking

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 DSP Banking Backtesting, Portfolio Optimization, DSP Banking Correlation, DSP Banking Hype Analysis, DSP Banking Volatility, DSP Banking History and analyze DSP Banking Performance. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Other Tools for 0P0000ZKLQ Fund

When running DSP Banking PSU price analysis, check to measure DSP Banking'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 DSP Banking is operating at the current time. Most of DSP Banking's value examination focuses on studying past and present price action to predict the probability of DSP Banking's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move DSP Banking's price. Additionally, you may evaluate how the addition of DSP Banking to your portfolios can decrease your overall portfolio volatility.
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