Pollux Investasi (Indonesia) Alpha and Beta Analysis
POLI Stock | 700.00 10.00 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pollux Investasi Internasional. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pollux Investasi over a specified time horizon. Remember, high Pollux Investasi'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 Pollux Investasi's market risk premium analysis include:
Beta (0.86) | Alpha (0.03) | Risk 2.8 | Sharpe Ratio (0.04) | Expected Return (0.12) |
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.
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Pollux Investasi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pollux Investasi market risk premium is the additional return an investor will receive from holding Pollux Investasi 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 Pollux Investasi. 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 Pollux Investasi's performance over market.α | -0.03 | β | -0.86 |
Pollux Investasi 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 Pollux Investasi's Buy-and-hold return. Our buy-and-hold chart shows how Pollux Investasi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pollux Investasi Market Price Analysis
Market price analysis indicators help investors to evaluate how Pollux Investasi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pollux Investasi shares will generate the highest return on investment. By understating and applying Pollux Investasi stock market price indicators, traders can identify Pollux Investasi position entry and exit signals to maximize returns.
Pollux Investasi Return and Market Media
The median price of Pollux Investasi for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 750.0 with a coefficient of variation of 3.85. The daily time series for the period is distributed with a sample standard deviation of 28.73, arithmetic mean of 745.3, and mean deviation of 21.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pollux Investasi 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 Pollux or other stocks. Alpha measures the amount that position in Pollux Investasi Int 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 Pollux Investasi 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, Pollux Investasi's short interest history, or implied volatility extrapolated from Pollux Investasi options trading.
Build Portfolio with Pollux Investasi
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 Pollux Investasi Backtesting, Pollux Investasi Valuation, Pollux Investasi Correlation, Pollux Investasi Hype Analysis, Pollux Investasi Volatility, Pollux Investasi History and analyze Pollux Investasi Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Pollux Stock analysis
When running Pollux Investasi's price analysis, check to measure Pollux Investasi'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 Pollux Investasi is operating at the current time. Most of Pollux Investasi's value examination focuses on studying past and present price action to predict the probability of Pollux Investasi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pollux Investasi's price. Additionally, you may evaluate how the addition of Pollux Investasi to your portfolios can decrease your overall portfolio volatility.
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