Cikarang Listrindo (Indonesia) Alpha and Beta Analysis
| POWR Stock | IDR 680.00 5.00 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cikarang Listrindo Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cikarang Listrindo over a specified time horizon. Remember, high Cikarang Listrindo'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 Cikarang Listrindo's market risk premium analysis include:
Beta 0.1 | Alpha (0.09) | Risk 0.7 | Sharpe Ratio (0.1) | Expected Return (0.07) |
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.
Cikarang |
Cikarang Listrindo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cikarang Listrindo market risk premium is the additional return an investor will receive from holding Cikarang Listrindo 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 Cikarang Listrindo. 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 Cikarang Listrindo's performance over market.| α | -0.09 | β | 0.10 |
Cikarang Listrindo 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 Cikarang Listrindo's Buy-and-hold return. Our buy-and-hold chart shows how Cikarang Listrindo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cikarang Listrindo Market Price Analysis
Market price analysis indicators help investors to evaluate how Cikarang Listrindo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cikarang Listrindo shares will generate the highest return on investment. By understating and applying Cikarang Listrindo stock market price indicators, traders can identify Cikarang Listrindo position entry and exit signals to maximize returns.
Cikarang Listrindo Return and Market Media
The median price of Cikarang Listrindo for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 695.0 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 10.5, arithmetic mean of 693.33, and mean deviation of 9.24. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cikarang Listrindo 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 Cikarang or other stocks. Alpha measures the amount that position in Cikarang Listrindo 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 Cikarang Listrindo 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, Cikarang Listrindo's short interest history, or implied volatility extrapolated from Cikarang Listrindo options trading.
Build Portfolio with Cikarang Listrindo
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
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Check out Cikarang Listrindo Backtesting, Cikarang Listrindo Valuation, Cikarang Listrindo Correlation, Cikarang Listrindo Hype Analysis, Cikarang Listrindo Volatility, Cikarang Listrindo History and analyze Cikarang Listrindo Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for Cikarang Stock analysis
When running Cikarang Listrindo's price analysis, check to measure Cikarang Listrindo'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 Cikarang Listrindo is operating at the current time. Most of Cikarang Listrindo's value examination focuses on studying past and present price action to predict the probability of Cikarang Listrindo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cikarang Listrindo's price. Additionally, you may evaluate how the addition of Cikarang Listrindo to your portfolios can decrease your overall portfolio volatility.
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Cikarang Listrindo 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.