Stock Analysis Dashboard

Loading monthly returns...

Loading Nifty benchmark metrics...

Shows monthly HPY (%), arithmetic mean (µ) and ±1σ bands for both the stock and Nifty.

Beta will load when a stock is selected...

Alpha can be calculated once stock returns, Nifty returns, and beta are loaded.

Inputs

Stock Arithmetic Mean (HPY)

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Nifty Arithmetic Mean (HPY)

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Beta (β)

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Risk-free rate (p.a., %)

Uses: Stock mean return, Nifty mean return, chosen risk-free rate and beta.

Results

Expected Return (CAPM)

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Alpha (α)

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Enter a risk-free rate and click calculate to see whether the stock has generated excess return over its CAPM-expected return.

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