Widodo Makmur (Indonesia) Alpha and Beta Analysis
| WMUU Stock | IDR 10.00 1.00 9.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Widodo Makmur Unggas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Widodo Makmur over a specified time horizon. Remember, high Widodo Makmur'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 Widodo Makmur's market risk premium analysis include:
Beta 1.49 | Alpha (0.04) | Risk 5.52 | Sharpe Ratio (0.0003) | Expected Return (0) |
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.
Widodo |
Widodo Makmur Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Widodo Makmur market risk premium is the additional return an investor will receive from holding Widodo Makmur 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 Widodo Makmur. 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 Widodo Makmur's performance over market.| α | -0.04 | β | 1.49 |
Widodo Makmur 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 Widodo Makmur's Buy-and-hold return. Our buy-and-hold chart shows how Widodo Makmur performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Widodo Makmur Market Price Analysis
Market price analysis indicators help investors to evaluate how Widodo Makmur stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Widodo Makmur shares will generate the highest return on investment. By understating and applying Widodo Makmur stock market price indicators, traders can identify Widodo Makmur position entry and exit signals to maximize returns.
Widodo Makmur Return and Market Media
The median price of Widodo Makmur for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 11.0 with a coefficient of variation of 6.62. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 10.59, and mean deviation of 0.62. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Widodo Makmur 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 Widodo or other stocks. Alpha measures the amount that position in Widodo Makmur Unggas 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 Widodo Makmur 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, Widodo Makmur's short interest history, or implied volatility extrapolated from Widodo Makmur options trading.
Build Portfolio with Widodo Makmur
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Other Information on Investing in Widodo Stock
Widodo Makmur financial ratios help investors to determine whether Widodo 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 Widodo with respect to the benefits of owning Widodo Makmur security.