Aneka Tambang (Australia) Alpha and Beta Analysis
| ATM Stock | 0.90 0.04 4.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aneka Tambang Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aneka Tambang over a specified time horizon. Remember, high Aneka Tambang'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 Aneka Tambang's market risk premium analysis include:
Beta (0.57) | Alpha (0.12) | Risk 2.31 | Sharpe Ratio (0.08) | Expected Return (0.18) |
Aneka Tambang Quarterly Cash And Equivalents |
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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.
Aneka |
Aneka Tambang Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aneka Tambang market risk premium is the additional return an investor will receive from holding Aneka Tambang 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 Aneka Tambang. 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 Aneka Tambang's performance over market.| α | -0.12 | β | -0.57 |
Aneka Tambang 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 Aneka Tambang's Buy-and-hold return. Our buy-and-hold chart shows how Aneka Tambang performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aneka Tambang Market Price Analysis
Market price analysis indicators help investors to evaluate how Aneka Tambang stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aneka Tambang shares will generate the highest return on investment. By understating and applying Aneka Tambang stock market price indicators, traders can identify Aneka Tambang position entry and exit signals to maximize returns.
Aneka Tambang Return and Market Media
The median price of Aneka Tambang for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 0.97 with a coefficient of variation of 7.48. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.95, and mean deviation of 0.07. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | JCI On Friday Has A Chance To Strengthen, Check Out Analyst Share Recommendations - VOI English | 09/13/2024 |
2 | PT Aneka Tambang Tbk PE Ratio 17.55 - GuruFocus.com | 11/20/2024 |
About Aneka Tambang 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 Aneka or other stocks. Alpha measures the amount that position in Aneka Tambang 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 Aneka Tambang 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, Aneka Tambang's short interest history, or implied volatility extrapolated from Aneka Tambang options trading.
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Additional Tools for Aneka Stock Analysis
When running Aneka Tambang's price analysis, check to measure Aneka Tambang'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 Aneka Tambang is operating at the current time. Most of Aneka Tambang's value examination focuses on studying past and present price action to predict the probability of Aneka Tambang's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aneka Tambang's price. Additionally, you may evaluate how the addition of Aneka Tambang to your portfolios can decrease your overall portfolio volatility.