Mitra Energi (Indonesia) Alpha and Beta Analysis
| KOPI Stock | IDR 334.00 6.00 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mitra Energi Persada. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mitra Energi over a specified time horizon. Remember, high Mitra Energi'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. Key technical indicators related to Mitra Energi's market risk premium analysis include:
Beta (0.08) | Alpha 0.033 | Risk 2.65 | Sharpe Ratio 0.0625 | Expected Return 0.17 |
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.
Mitra |
Mitra Energi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mitra Energi market risk premium is the additional return an investor will receive from holding Mitra Energi 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 Mitra Energi. 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 Mitra Energi's performance over market.| α | 0.03 | β | -0.08 |
Mitra Energi 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 Mitra Energi's Buy-and-hold return. Our buy-and-hold chart shows how Mitra Energi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mitra Energi Market Price Analysis
Market price analysis indicators help investors to evaluate how Mitra Energi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mitra Energi shares will generate the highest return on investment. By understating and applying Mitra Energi stock market price indicators, traders can identify Mitra Energi position entry and exit signals to maximize returns.
Mitra Energi Return and Market Media
The median price of Mitra Energi for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 352.0 with a coefficient of variation of 5.51. The daily time series for the period is distributed with a sample standard deviation of 19.09, arithmetic mean of 346.61, and mean deviation of 16.37. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Mitra Energi 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 Mitra or other stocks. Alpha measures the amount that position in Mitra Energi Persada 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 Mitra Energi 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, Mitra Energi's short interest history, or implied volatility extrapolated from Mitra Energi options trading.
Build Portfolio with Mitra Energi
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
Check out Mitra Energi Backtesting, Mitra Energi Valuation, Mitra Energi Correlation, Mitra Energi Hype Analysis, Mitra Energi Volatility, Mitra Energi History and analyze Mitra Energi Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Mitra Stock analysis
When running Mitra Energi's price analysis, check to measure Mitra Energi'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 Mitra Energi is operating at the current time. Most of Mitra Energi's value examination focuses on studying past and present price action to predict the probability of Mitra Energi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitra Energi's price. Additionally, you may evaluate how the addition of Mitra Energi to your portfolios can decrease your overall portfolio volatility.
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Mitra Energi 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.