Cottonindo Ariesta (Indonesia) Alpha and Beta Analysis
| KPAS Stock | 62.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cottonindo Ariesta Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cottonindo Ariesta over a specified time horizon. Remember, high Cottonindo Ariesta'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 Cottonindo Ariesta's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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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Cottonindo Ariesta Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cottonindo Ariesta market risk premium is the additional return an investor will receive from holding Cottonindo Ariesta 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 Cottonindo Ariesta. 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 Cottonindo Ariesta's performance over market.| α | 0.00 | β | 0.00 |
Cottonindo Ariesta 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 Cottonindo Ariesta's Buy-and-hold return. Our buy-and-hold chart shows how Cottonindo Ariesta performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cottonindo Ariesta Market Price Analysis
Market price analysis indicators help investors to evaluate how Cottonindo Ariesta stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cottonindo Ariesta shares will generate the highest return on investment. By understating and applying Cottonindo Ariesta stock market price indicators, traders can identify Cottonindo Ariesta position entry and exit signals to maximize returns.
Cottonindo Ariesta Return and Market Media
The median price of Cottonindo Ariesta for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 62.0 with a coefficient of variation of 0.0. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 62.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cottonindo Ariesta 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 Cottonindo or other stocks. Alpha measures the amount that position in Cottonindo Ariesta 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 Cottonindo Ariesta 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, Cottonindo Ariesta's short interest history, or implied volatility extrapolated from Cottonindo Ariesta options trading.
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Other Information on Investing in Cottonindo Stock
Cottonindo Ariesta financial ratios help investors to determine whether Cottonindo 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 Cottonindo with respect to the benefits of owning Cottonindo Ariesta security.