Tanah Laut (Indonesia) Alpha and Beta Analysis
| INDX Stock | IDR 82.00 2.00 2.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tanah Laut Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tanah Laut over a specified time horizon. Remember, high Tanah Laut'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 Tanah Laut's market risk premium analysis include:
Beta (1.21) | Alpha 0.17 | Risk 3.13 | Sharpe Ratio (0.08) | Expected Return (0.25) |
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.
Tanah |
Tanah Laut Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tanah Laut market risk premium is the additional return an investor will receive from holding Tanah Laut 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 Tanah Laut. 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 Tanah Laut's performance over market.| α | 0.17 | β | -1.21 |
Tanah Laut 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 Tanah Laut's Buy-and-hold return. Our buy-and-hold chart shows how Tanah Laut performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tanah Laut Market Price Analysis
Market price analysis indicators help investors to evaluate how Tanah Laut stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tanah Laut shares will generate the highest return on investment. By understating and applying Tanah Laut stock market price indicators, traders can identify Tanah Laut position entry and exit signals to maximize returns.
Tanah Laut Return and Market Media
The median price of Tanah Laut for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 87.0 with a coefficient of variation of 7.39. The daily time series for the period is distributed with a sample standard deviation of 6.5, arithmetic mean of 87.94, and mean deviation of 4.97. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tanah Laut 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 Tanah or other stocks. Alpha measures the amount that position in Tanah Laut 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 Tanah Laut 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, Tanah Laut's short interest history, or implied volatility extrapolated from Tanah Laut options trading.
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Other Information on Investing in Tanah Stock
Tanah Laut financial ratios help investors to determine whether Tanah 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 Tanah with respect to the benefits of owning Tanah Laut security.