Pool Advista (Indonesia) Alpha and Beta Analysis

POLA Stock   11.00  1.00  8.33%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pool Advista Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pool Advista over a specified time horizon. Remember, high Pool Advista'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 Pool Advista's market risk premium analysis include:
Beta
(1.72)
Alpha
0.63
Risk
4.94
Sharpe Ratio
(0.03)
Expected Return
(0.15)
Please note that although Pool Advista alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Pool Advista did 0.63  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Pool Advista Finance stock's relative risk over its benchmark. Pool Advista Finance has a beta of 1.72  . As returns on the market increase, returns on owning Pool Advista are expected to decrease by larger amounts. On the other hand, during market turmoil, Pool Advista is expected to outperform it. .
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.
  
Check out Pool Advista Backtesting, Pool Advista Valuation, Pool Advista Correlation, Pool Advista Hype Analysis, Pool Advista Volatility, Pool Advista History and analyze Pool Advista Performance.

Pool Advista Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pool Advista market risk premium is the additional return an investor will receive from holding Pool Advista 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 Pool Advista. 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 Pool Advista's performance over market.
α0.63   β-1.72

Pool Advista 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 Pool Advista's Buy-and-hold return. Our buy-and-hold chart shows how Pool Advista performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Pool Advista Market Price Analysis

Market price analysis indicators help investors to evaluate how Pool Advista stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pool Advista shares will generate the highest return on investment. By understating and applying Pool Advista stock market price indicators, traders can identify Pool Advista position entry and exit signals to maximize returns.

Pool Advista Return and Market Media

The median price of Pool Advista for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 13.0 with a coefficient of variation of 9.96. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 13.32, and mean deviation of 0.99. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Pool Advista 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 Pool or other stocks. Alpha measures the amount that position in Pool Advista Finance 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 Pool Advista 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, Pool Advista's short interest history, or implied volatility extrapolated from Pool Advista options trading.

Build Portfolio with Pool Advista

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Pool Stock

Pool Advista financial ratios help investors to determine whether Pool 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 Pool with respect to the benefits of owning Pool Advista security.