JM Large (India) Alpha and Beta Analysis

0P00016BM5
  

INR 22.21  0.05  0.23%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JM Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in JM Large over a specified time horizon. Remember, high JM Large'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 JM Large Backtesting, Portfolio Optimization, JM Large Correlation, JM Large Hype Analysis, JM Large Volatility, JM Large History and analyze JM Large Performance.
  
Please note that although JM Large 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, JM Large did 0.005222  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 JM Large Cap fund's relative risk over its benchmark. JM Large Cap has a beta of 0.06  . Let's try to break down what 0P00016BM5's beta means in this case. As returns on the market increase, JM Large returns are expected to increase less than the market. However, during the bear market, the loss on holding JM Large 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.

JM Large Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JM Large market risk premium is the additional return an investor will receive from holding JM Large 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 JM Large. 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 JM Large's performance over market.
α-0.0052   β0.06
90 days against DJI

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

JM Large Market Price Analysis

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

JM Large Return and Market Media

The median price of JM Large for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 20.64 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 20.76, and mean deviation of 0.61. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About JM Large 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 JM Large Cap 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.

JM Large Investors Sentiment

The influence of JM Large'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 0P00016BM5. 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 JM Large 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, JM Large's short interest history, or implied volatility extrapolated from JM Large options trading.

Build Portfolio with JM Large

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 JM Large Backtesting, Portfolio Optimization, JM Large Correlation, JM Large Hype Analysis, JM Large Volatility, JM Large History and analyze JM Large Performance. Note that the JM Large Cap information on this page should be used as a complementary analysis to other JM Large'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Other Tools for 0P00016BM5 Fund

When running JM Large Cap price analysis, check to measure JM Large'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 JM Large is operating at the current time. Most of JM Large's value examination focuses on studying past and present price action to predict the probability of JM Large's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JM Large's price. Additionally, you may evaluate how the addition of JM Large to your portfolios can decrease your overall portfolio volatility.
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go