Armidian Karyatama (Indonesia) Alpha and Beta Analysis
ARMY Stock | IDR 50.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Armidian Karyatama Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Armidian Karyatama over a specified time horizon. Remember, high Armidian Karyatama'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 Armidian Karyatama's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Armidian |
Armidian Karyatama Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Armidian Karyatama market risk premium is the additional return an investor will receive from holding Armidian Karyatama 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 Armidian Karyatama. 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 Armidian Karyatama's performance over market.α | 0.00 | β | 0.00 |
Armidian Karyatama 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 Armidian Karyatama's Buy-and-hold return. Our buy-and-hold chart shows how Armidian Karyatama performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Armidian Karyatama Market Price Analysis
Market price analysis indicators help investors to evaluate how Armidian Karyatama stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Armidian Karyatama shares will generate the highest return on investment. By understating and applying Armidian Karyatama stock market price indicators, traders can identify Armidian Karyatama position entry and exit signals to maximize returns.
Armidian Karyatama Return and Market Media
Price Growth (%) |
Timeline |
About Armidian Karyatama 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 Armidian or other stocks. Alpha measures the amount that position in Armidian Karyatama 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 Armidian Karyatama 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, Armidian Karyatama's short interest history, or implied volatility extrapolated from Armidian Karyatama options trading.
Build Portfolio with Armidian Karyatama
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
Check out Armidian Karyatama Backtesting, Armidian Karyatama Valuation, Armidian Karyatama Correlation, Armidian Karyatama Hype Analysis, Armidian Karyatama Volatility, Armidian Karyatama History and analyze Armidian Karyatama Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Armidian Stock analysis
When running Armidian Karyatama's price analysis, check to measure Armidian Karyatama'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 Armidian Karyatama is operating at the current time. Most of Armidian Karyatama's value examination focuses on studying past and present price action to predict the probability of Armidian Karyatama's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Armidian Karyatama's price. Additionally, you may evaluate how the addition of Armidian Karyatama to your portfolios can decrease your overall portfolio volatility.
Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
Content Syndication Quickly integrate customizable finance content to your own investment portal | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. |
Armidian Karyatama 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.