Panca Global (Indonesia) Alpha and Beta Analysis
| PEGE Stock | IDR 112.00 2.00 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Panca Global Securities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Panca Global over a specified time horizon. Remember, high Panca Global'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 Panca Global's market risk premium analysis include:
Beta 0.46 | Alpha (0.07) | Risk 4.17 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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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Panca Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Panca Global market risk premium is the additional return an investor will receive from holding Panca Global 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 Panca Global. 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 Panca Global's performance over market.| α | -0.07 | β | 0.46 |
Panca Global 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 Panca Global's Buy-and-hold return. Our buy-and-hold chart shows how Panca Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Panca Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Panca Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Panca Global shares will generate the highest return on investment. By understating and applying Panca Global stock market price indicators, traders can identify Panca Global position entry and exit signals to maximize returns.
Panca Global Return and Market Media
The median price of Panca Global for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 120.0 with a coefficient of variation of 8.66. The daily time series for the period is distributed with a sample standard deviation of 10.64, arithmetic mean of 122.8, and mean deviation of 8.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Panca Global 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 Panca or other stocks. Alpha measures the amount that position in Panca Global Securities 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 Panca Global 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, Panca Global's short interest history, or implied volatility extrapolated from Panca Global options trading.
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Other Information on Investing in Panca Stock
Panca Global financial ratios help investors to determine whether Panca 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 Panca with respect to the benefits of owning Panca Global security.