Indo Oil (Indonesia) Alpha and Beta Analysis
| OILS Stock | 96.00 1.00 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indo Oil Perkasa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indo Oil over a specified time horizon. Remember, high Indo Oil'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 Indo Oil's market risk premium analysis include:
Beta (0.38) | Alpha (0.07) | Risk 1.25 | Sharpe Ratio (0.11) | 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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Indo Oil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indo Oil market risk premium is the additional return an investor will receive from holding Indo Oil 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 Indo Oil. 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 Indo Oil's performance over market.| α | -0.07 | β | -0.38 |
Indo Oil 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 Indo Oil's Buy-and-hold return. Our buy-and-hold chart shows how Indo Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indo Oil Market Price Analysis
Market price analysis indicators help investors to evaluate how Indo Oil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indo Oil shares will generate the highest return on investment. By understating and applying Indo Oil stock market price indicators, traders can identify Indo Oil position entry and exit signals to maximize returns.
Indo Oil Return and Market Media
The median price of Indo Oil for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 100.0 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 3.25, arithmetic mean of 100.91, and mean deviation of 2.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Indo Oil 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 Indo or other stocks. Alpha measures the amount that position in Indo Oil Perkasa 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 Indo Oil 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, Indo Oil's short interest history, or implied volatility extrapolated from Indo Oil options trading.
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Other Information on Investing in Indo Stock
Indo Oil financial ratios help investors to determine whether Indo 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 Indo with respect to the benefits of owning Indo Oil security.