Indus Stock Alpha and Beta Analysis

INDT -  USA Stock  

USD 66.77  0.75  1.14%

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

Indus Beta 

 
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Please note that although Indus Realty 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, Indus Realty did 0.001838  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 Indus Realty Trust stock's relative risk over its benchmark. Indus Realty Trust has a beta of 0.50  . Let's try to break down what Indus's beta means in this case. As returns on the market increase, Indus Realty returns are expected to increase less than the market. However, during the bear market, the loss on holding Indus Realty will be expected to be smaller as well.
Indus Realty Book Value per Share is comparatively stable at the moment as compared to the past year. Indus Realty reported Book Value per Share of 16.10 in 2020. Enterprise Value over EBITDA is likely to gain to 46.35 in 2021, whereas Tangible Assets Book Value per Share are likely to drop 56.16 in 2021.
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.

Indus Realty Quarterly Book Value per Share

26.558Share

Indus Realty Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indus Realty market risk premium is the additional return an investor will receive from holding Indus Realty 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 Indus Realty. 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 Indus Realty's performance over market.
α0.001838   β0.50
90 days against DJI

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

Indus Realty Market Price Analysis

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

Indus Realty Return and Market Media

The median price of Indus Realty for the period between Mon, Jul 19, 2021 and Sun, Oct 17, 2021 is 68.06 with a coefficient of variation of 2.8. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 68.28, and mean deviation of 1.5. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Financial Statements08/05/2021
2
INDUS Realty falls 1.40 percent on Moderate Volume August 6 ...08/06/2021
3
EPS Reported08/09/2021
4
INDUS Realty gains 1.49 percent to Close at 68.15 on August ...08/12/2021
5
INDUS Realty falls 1.18 percent on Strong Volume August 23 -...08/23/2021
6
Financial Statements08/24/2021
7
INDUS Realty falls 2.84 percent for August 26 - Equities.com08/26/2021
8
INDUS Realty Trust September 2, 2021 - INDUS Announces 2021 ...09/02/2021
9
Financial Statements09/03/2021
10
INDUS Realty falls 0.02 percent to Close at 68.05 on Septemb...09/09/2021
11
Indus Realty exotic insider transaction detected09/10/2021
12
Indus Realty exotic insider transaction detected09/14/2021
13
Indus Realty exotic insider transaction detected09/15/2021
14
Indus Realty exotic insider transaction detected09/16/2021
15
Indus Realty exotic insider transaction detected09/20/2021
16
Financial Statements10/05/2021
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INDUS Realty falls 7.12 percent on Strong Volume October 6 -...10/06/2021
18
Financial Statements10/08/2021
19
Indus Realty exotic insider transaction detected10/12/2021

About Indus Realty 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 Indus Realty Trust 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.
 2020 2021 (projected)
Current Ratio1.722.33
Book Value per Share16.116.52

Indus Realty Upcoming Company Events

As portrayed in its financial statements, the presentation of Indus Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Indus Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Indus Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Indus Realty. Please utilize our Beneish M Score to check the likelihood of Indus Realty's management manipulating its earnings.
Upcoming Quarterly Report9th of August 2021
Next Fiscal Quarter End30th of June 2021

Build Portfolio with Indus Realty

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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 see Indus Realty Backtesting, Indus Realty Valuation, Indus Realty Correlation, Indus Realty Hype Analysis, Indus Realty Volatility, Indus Realty History and analyze Indus Realty Performance. Note that the Indus Realty Trust information on this page should be used as a complementary analysis to other Indus Realty'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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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Indus Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Indus Realty technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Indus Realty trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...