Acset Indonusa (Indonesia) Alpha and Beta Analysis
| ACST Stock | IDR 103.00 1.00 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acset Indonusa Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acset Indonusa over a specified time horizon. Remember, high Acset Indonusa'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 Acset Indonusa's market risk premium analysis include:
Beta (0.24) | Alpha (0.18) | Risk 1.82 | Sharpe Ratio (0.15) | Expected Return (0.28) |
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.
Acset |
Acset Indonusa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acset Indonusa market risk premium is the additional return an investor will receive from holding Acset Indonusa 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 Acset Indonusa. 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 Acset Indonusa's performance over market.| α | -0.18 | β | -0.24 |
Acset Indonusa 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 Acset Indonusa's Buy-and-hold return. Our buy-and-hold chart shows how Acset Indonusa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Acset Indonusa Market Price Analysis
Market price analysis indicators help investors to evaluate how Acset Indonusa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Acset Indonusa shares will generate the highest return on investment. By understating and applying Acset Indonusa stock market price indicators, traders can identify Acset Indonusa position entry and exit signals to maximize returns.
Acset Indonusa Return and Market Media
The median price of Acset Indonusa for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 113.0 with a coefficient of variation of 7.28. The daily time series for the period is distributed with a sample standard deviation of 8.24, arithmetic mean of 113.15, and mean deviation of 7.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Acset Indonusa 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 Acset or other stocks. Alpha measures the amount that position in Acset Indonusa 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 Acset Indonusa 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, Acset Indonusa's short interest history, or implied volatility extrapolated from Acset Indonusa options trading.
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Other Information on Investing in Acset Stock
Acset Indonusa financial ratios help investors to determine whether Acset Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Acset with respect to the benefits of owning Acset Indonusa security.