Telkom Indonesia Tbk Stock Alpha and Beta Analysis
| TLK Stock | USD 17.08 0.13 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telkom Indonesia Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telkom Indonesia over a specified time horizon. Remember, high Telkom Indonesia'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 Telkom Indonesia's market risk premium analysis include:
Beta 0.27 | Alpha (0.17) | Risk 1.66 | Sharpe Ratio (0.11) | Expected Return (0.18) |
Telkom Indonesia Quarterly Cash And Equivalents |
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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.
Telkom |
Telkom Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telkom Indonesia market risk premium is the additional return an investor will receive from holding Telkom Indonesia 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 Telkom Indonesia. 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 Telkom Indonesia's performance over market.| α | -0.17 | β | 0.27 |
Telkom Indonesia 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 Telkom Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Telkom Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telkom Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Telkom Indonesia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telkom Indonesia shares will generate the highest return on investment. By understating and applying Telkom Indonesia stock market price indicators, traders can identify Telkom Indonesia position entry and exit signals to maximize returns.
Telkom Indonesia Return and Market Media
The median price of Telkom Indonesia for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 19.04 with a coefficient of variation of 7.15. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 18.8, and mean deviation of 1.08. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Analysts Downgrades for September 16th | 09/17/2024 |
2 | Perusahaan Perseroan PT Telekomunikasi Indonesia Tbk Lifted to Buy at StockNews.com | 10/07/2024 |
3 | PT Telkom Indonesia Tbk Shares Up 3. percent on Oct 16 | 10/16/2024 |
About Telkom Indonesia 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 Telkom or other stocks. Alpha measures the amount that position in Telkom Indonesia 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0416 | 0.04 | 0.042 | 0.0289 | Price To Sales Ratio | 2.79 | 2.52 | 2.65 | 4.66 |
Telkom Indonesia Upcoming Company Events
As portrayed in its financial statements, the presentation of Telkom Indonesia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Telkom Indonesia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Telkom Indonesia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Telkom Indonesia. Please utilize our Beneish M Score to check the likelihood of Telkom Indonesia's management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Telkom Indonesia
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Align your risk with return expectations
Check out Telkom Indonesia Backtesting, Telkom Indonesia Valuation, Telkom Indonesia Correlation, Telkom Indonesia Hype Analysis, Telkom Indonesia Volatility, Telkom Indonesia History and analyze Telkom Indonesia Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Telkom Indonesia technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.