Archi Indonesia (Indonesia) Alpha and Beta Analysis
| ARCI Stock | 268.00 2.00 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Archi Indonesia Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Archi Indonesia over a specified time horizon. Remember, high Archi 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 Archi Indonesia's market risk premium analysis include:
Beta 0.25 | Alpha (0.22) | Risk 1.99 | Sharpe Ratio (0.06) | Expected Return (0.13) |
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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Archi Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Archi Indonesia market risk premium is the additional return an investor will receive from holding Archi 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 Archi 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 Archi Indonesia's performance over market.| α | -0.22 | β | 0.25 |
Archi 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 Archi Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Archi Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Archi Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Archi 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 Archi Indonesia shares will generate the highest return on investment. By understating and applying Archi Indonesia stock market price indicators, traders can identify Archi Indonesia position entry and exit signals to maximize returns.
Archi Indonesia Return and Market Media
The median price of Archi Indonesia for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 292.0 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 11.47, arithmetic mean of 289.36, and mean deviation of 9.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Archi 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 Archi or other stocks. Alpha measures the amount that position in Archi 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 Archi 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, Archi Indonesia's short interest history, or implied volatility extrapolated from Archi Indonesia options trading.
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Other Information on Investing in Archi Stock
Archi Indonesia financial ratios help investors to determine whether Archi 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 Archi with respect to the benefits of owning Archi Indonesia security.