Petrosea Tbk (Indonesia) Alpha and Beta Analysis
PTRO Stock | IDR 6,300 200.00 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Petrosea Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Petrosea Tbk over a specified time horizon. Remember, high Petrosea Tbk'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 Petrosea Tbk's market risk premium analysis include:
Beta 0.33 | Alpha 0.51 | Risk 3.55 | Sharpe Ratio 0.12 | Expected Return 0.42 |
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.
Petrosea |
Petrosea Tbk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Petrosea Tbk market risk premium is the additional return an investor will receive from holding Petrosea Tbk 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 Petrosea Tbk. 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 Petrosea Tbk's performance over market.α | 0.51 | β | 0.33 |
Petrosea Tbk 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 Petrosea Tbk's Buy-and-hold return. Our buy-and-hold chart shows how Petrosea Tbk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Petrosea Tbk Market Price Analysis
Market price analysis indicators help investors to evaluate how Petrosea Tbk stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Petrosea Tbk shares will generate the highest return on investment. By understating and applying Petrosea Tbk stock market price indicators, traders can identify Petrosea Tbk position entry and exit signals to maximize returns.
Petrosea Tbk Return and Market Media
The median price of Petrosea Tbk for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 4770.0 with a coefficient of variation of 9.25. The daily time series for the period is distributed with a sample standard deviation of 443.68, arithmetic mean of 4797.05, and mean deviation of 318.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Petrosea Tbk 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 Petrosea or other stocks. Alpha measures the amount that position in Petrosea Tbk 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 Petrosea Tbk 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, Petrosea Tbk's short interest history, or implied volatility extrapolated from Petrosea Tbk options trading.
Build Portfolio with Petrosea Tbk
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 Petrosea Tbk Backtesting, Petrosea Tbk Valuation, Petrosea Tbk Correlation, Petrosea Tbk Hype Analysis, Petrosea Tbk Volatility, Petrosea Tbk History and analyze Petrosea Tbk Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Petrosea Stock analysis
When running Petrosea Tbk's price analysis, check to measure Petrosea Tbk'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 Petrosea Tbk is operating at the current time. Most of Petrosea Tbk's value examination focuses on studying past and present price action to predict the probability of Petrosea Tbk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Petrosea Tbk's price. Additionally, you may evaluate how the addition of Petrosea Tbk to your portfolios can decrease your overall portfolio volatility.
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