Mnc Land (Indonesia) Alpha and Beta Analysis
| KPIG Stock | IDR 61.00 1.00 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mnc Land Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mnc Land over a specified time horizon. Remember, high Mnc Land'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 Mnc Land's market risk premium analysis include:
Beta (0.16) | Alpha (0.04) | Risk 1.2 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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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Mnc Land Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mnc Land market risk premium is the additional return an investor will receive from holding Mnc Land 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 Mnc Land. 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 Mnc Land's performance over market.| α | -0.04 | β | -0.16 |
Mnc Land 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 Mnc Land's Buy-and-hold return. Our buy-and-hold chart shows how Mnc Land performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mnc Land Market Price Analysis
Market price analysis indicators help investors to evaluate how Mnc Land stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mnc Land shares will generate the highest return on investment. By understating and applying Mnc Land stock market price indicators, traders can identify Mnc Land position entry and exit signals to maximize returns.
Mnc Land Return and Market Media
The median price of Mnc Land for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 62.0 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 61.85, and mean deviation of 0.65. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Mnc Land 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 Mnc or other stocks. Alpha measures the amount that position in Mnc Land 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 Mnc Land 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, Mnc Land's short interest history, or implied volatility extrapolated from Mnc Land options trading.
Build Portfolio with Mnc Land
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 Mnc Land Backtesting, Mnc Land Valuation, Mnc Land Correlation, Mnc Land Hype Analysis, Mnc Land Volatility, Mnc Land History and analyze Mnc Land Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Mnc Stock analysis
When running Mnc Land's price analysis, check to measure Mnc Land'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 Mnc Land is operating at the current time. Most of Mnc Land's value examination focuses on studying past and present price action to predict the probability of Mnc Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mnc Land's price. Additionally, you may evaluate how the addition of Mnc Land to your portfolios can decrease your overall portfolio volatility.
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Mnc Land 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.