Bank Multiarta (Indonesia) Alpha and Beta Analysis
| MASB Stock | 3,180 30.00 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank Multiarta Sentosa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank Multiarta over a specified time horizon. Remember, high Bank Multiarta'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 Bank Multiarta's market risk premium analysis include:
Beta (0.23) | Alpha 0.0577 | Risk 2.75 | Sharpe Ratio 0.0284 | Expected Return 0.0781 |
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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Bank Multiarta Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank Multiarta market risk premium is the additional return an investor will receive from holding Bank Multiarta 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 Bank Multiarta. 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 Bank Multiarta's performance over market.| α | 0.06 | β | -0.23 |
Bank Multiarta 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 Bank Multiarta's Buy-and-hold return. Our buy-and-hold chart shows how Bank Multiarta performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank Multiarta Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank Multiarta stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank Multiarta shares will generate the highest return on investment. By understating and applying Bank Multiarta stock market price indicators, traders can identify Bank Multiarta position entry and exit signals to maximize returns.
Bank Multiarta Return and Market Media
The median price of Bank Multiarta for the period between Mon, Dec 1, 2025 and Sun, Mar 1, 2026 is 3180.0 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 183.88, arithmetic mean of 3273.94, and mean deviation of 158.66. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bank Multiarta 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 Bank or other stocks. Alpha measures the amount that position in Bank Multiarta Sentosa 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 Bank Multiarta 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, Bank Multiarta's short interest history, or implied volatility extrapolated from Bank Multiarta options trading.
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Other Information on Investing in Bank Stock
Bank Multiarta financial ratios help investors to determine whether Bank 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 Bank with respect to the benefits of owning Bank Multiarta security.