Abm Investama (Indonesia) Alpha and Beta Analysis

ABMM Stock  IDR 3,830  30.00  0.78%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abm Investama Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abm Investama over a specified time horizon. Remember, high Abm Investama'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 Abm Investama's market risk premium analysis include:
Beta
(0.59)
Alpha
0.25
Risk
1.32
Sharpe Ratio
0.17
Expected Return
0.22
Please note that although Abm Investama 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., NYSE Composite index.) So in this particular case, Abm Investama did 0.25  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 Abm Investama Tbk stock's relative risk over its benchmark. Abm Investama Tbk has a beta of 0.59  . As returns on the market increase, returns on owning Abm Investama are expected to decrease at a much lower rate. During the bear market, Abm Investama is likely to outperform the market. .
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 Abm Investama Backtesting, Abm Investama Valuation, Abm Investama Correlation, Abm Investama Hype Analysis, Abm Investama Volatility, Abm Investama History and analyze Abm Investama Performance.

Abm Investama Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abm Investama market risk premium is the additional return an investor will receive from holding Abm Investama 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 Abm Investama. 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 Abm Investama's performance over market.
α0.25   β-0.59

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

Abm Investama Market Price Analysis

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

Abm Investama Return and Market Media

The median price of Abm Investama for the period between Thu, Feb 8, 2024 and Wed, May 8, 2024 is 3760.0 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 186.91, arithmetic mean of 3739.62, and mean deviation of 160.78. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Abm Investama

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

Fix your portfolio
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
Check out Abm Investama Backtesting, Abm Investama Valuation, Abm Investama Correlation, Abm Investama Hype Analysis, Abm Investama Volatility, Abm Investama History and analyze Abm Investama Performance.
You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

Complementary Tools for Abm Stock analysis

When running Abm Investama's price analysis, check to measure Abm Investama's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Abm Investama is operating at the current time. Most of Abm Investama's value examination focuses on studying past and present price action to predict the probability of Abm Investama's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abm Investama's price. Additionally, you may evaluate how the addition of Abm Investama to your portfolios can decrease your overall portfolio volatility.
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Abm Investama 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.
A focus of Abm Investama technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Abm Investama trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...