Pratama Abadi (Indonesia) Alpha and Beta Analysis
| PANI Stock | 14,125 100.00 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pratama Abadi Nusa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pratama Abadi over a specified time horizon. Remember, high Pratama Abadi'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 Pratama Abadi's market risk premium analysis include:
Beta (0.46) | Alpha 1.47 | Risk 4.71 | Sharpe Ratio 0.31 | Expected Return 1.47 |
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.
Pratama |
Pratama Abadi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pratama Abadi market risk premium is the additional return an investor will receive from holding Pratama Abadi 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 Pratama Abadi. 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 Pratama Abadi's performance over market.| α | 1.47 | β | -0.46 |
Pratama Abadi 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 Pratama Abadi's Buy-and-hold return. Our buy-and-hold chart shows how Pratama Abadi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pratama Abadi Market Price Analysis
Market price analysis indicators help investors to evaluate how Pratama Abadi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pratama Abadi shares will generate the highest return on investment. By understating and applying Pratama Abadi stock market price indicators, traders can identify Pratama Abadi position entry and exit signals to maximize returns.
Pratama Abadi Return and Market Media
The median price of Pratama Abadi for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11750.0 with a coefficient of variation of 28.49. The daily time series for the period is distributed with a sample standard deviation of 3383.14, arithmetic mean of 11873.86, and mean deviation of 2841.98. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pratama Abadi 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 Pratama or other stocks. Alpha measures the amount that position in Pratama Abadi Nusa 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 Pratama Abadi 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, Pratama Abadi's short interest history, or implied volatility extrapolated from Pratama Abadi options trading.
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Other Information on Investing in Pratama Stock
Pratama Abadi financial ratios help investors to determine whether Pratama 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 Pratama with respect to the benefits of owning Pratama Abadi security.