Samudera Indonesia (Indonesia) Alpha and Beta Analysis
| SMDR Stock | IDR 258.00 6.00 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Samudera Indonesia Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Samudera Indonesia over a specified time horizon. Remember, high Samudera Indonesia'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 Samudera Indonesia's market risk premium analysis include:
Beta 0.0172 | Alpha (0.41) | Risk 1.58 | Sharpe Ratio (0.25) | Expected Return (0.39) |
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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Samudera Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Samudera Indonesia market risk premium is the additional return an investor will receive from holding Samudera Indonesia 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 Samudera Indonesia. 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 Samudera Indonesia's performance over market.| α | -0.41 | β | 0.02 |
Samudera Indonesia 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 Samudera Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Samudera Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Samudera Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Samudera Indonesia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Samudera Indonesia shares will generate the highest return on investment. By understating and applying Samudera Indonesia stock market price indicators, traders can identify Samudera Indonesia position entry and exit signals to maximize returns.
Samudera Indonesia Return and Market Media
The median price of Samudera Indonesia for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 282.0 with a coefficient of variation of 8.67. The daily time series for the period is distributed with a sample standard deviation of 24.94, arithmetic mean of 287.58, and mean deviation of 19.31. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Samudera Indonesia 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 Samudera or other stocks. Alpha measures the amount that position in Samudera Indonesia 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 Samudera Indonesia 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, Samudera Indonesia's short interest history, or implied volatility extrapolated from Samudera Indonesia options trading.
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Other Information on Investing in Samudera Stock
Samudera Indonesia financial ratios help investors to determine whether Samudera 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 Samudera with respect to the benefits of owning Samudera Indonesia security.