Delta Dunia (Indonesia) Alpha and Beta Analysis
| DOID Stock | IDR 705.00 55.00 8.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Delta Dunia Makmur. It also helps investors analyze the systematic and unsystematic risks associated with investing in Delta Dunia over a specified time horizon. Remember, high Delta Dunia'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 Delta Dunia's market risk premium analysis include:
Beta 0.14 | Alpha (0.09) | Risk 2.76 | Sharpe Ratio (0.04) | Expected Return (0.11) |
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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Delta Dunia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Delta Dunia market risk premium is the additional return an investor will receive from holding Delta Dunia 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 Delta Dunia. 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 Delta Dunia's performance over market.| α | -0.09 | β | 0.14 |
Delta Dunia 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 Delta Dunia's Buy-and-hold return. Our buy-and-hold chart shows how Delta Dunia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Delta Dunia Market Price Analysis
Market price analysis indicators help investors to evaluate how Delta Dunia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Delta Dunia shares will generate the highest return on investment. By understating and applying Delta Dunia stock market price indicators, traders can identify Delta Dunia position entry and exit signals to maximize returns.
Delta Dunia Return and Market Media
The median price of Delta Dunia for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 700.0 with a coefficient of variation of 5.53. The daily time series for the period is distributed with a sample standard deviation of 38.38, arithmetic mean of 693.48, and mean deviation of 31.46. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Delta Dunia 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 Delta or other stocks. Alpha measures the amount that position in Delta Dunia Makmur 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 Delta Dunia 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, Delta Dunia's short interest history, or implied volatility extrapolated from Delta Dunia options trading.
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Other Information on Investing in Delta Stock
Delta Dunia financial ratios help investors to determine whether Delta 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 Delta with respect to the benefits of owning Delta Dunia security.