Bank Artos (Indonesia) Alpha and Beta Analysis
| ARTO Stock | IDR 2,050 90.00 4.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank Artos Indonesia. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank Artos over a specified time horizon. Remember, high Bank Artos' 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 Bank Artos' market risk premium analysis include:
Beta 0.0047 | Alpha (0.75) | Risk 3.15 | Sharpe Ratio (0.23) | Expected Return (0.74) |
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.
Bank |
Bank Artos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank Artos market risk premium is the additional return an investor will receive from holding Bank Artos 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 Bank Artos. 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 Bank Artos' performance over market.| α | -0.75 | β | 0 |
Bank Artos 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 Bank Artos' Buy-and-hold return. Our buy-and-hold chart shows how Bank Artos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank Artos Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank Artos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank Artos shares will generate the highest return on investment. By understating and applying Bank Artos stock market price indicators, traders can identify Bank Artos position entry and exit signals to maximize returns.
Bank Artos Return and Market Media
The median price of Bank Artos for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 2690.0 with a coefficient of variation of 11.94. The daily time series for the period is distributed with a sample standard deviation of 319.01, arithmetic mean of 2671.48, and mean deviation of 237.35. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Bank Artos 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 Bank or other stocks. Alpha measures the amount that position in Bank Artos Indonesia 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 Bank Artos 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, Bank Artos' short interest history, or implied volatility extrapolated from Bank Artos options trading.
Build Portfolio with Bank Artos
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 Bank Artos Backtesting, Bank Artos Valuation, Bank Artos Correlation, Bank Artos Hype Analysis, Bank Artos Volatility, Bank Artos History and analyze Bank Artos Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Bank Stock analysis
When running Bank Artos' price analysis, check to measure Bank Artos' 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 Bank Artos is operating at the current time. Most of Bank Artos' value examination focuses on studying past and present price action to predict the probability of Bank Artos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Artos' price. Additionally, you may evaluate how the addition of Bank Artos to your portfolios can decrease your overall portfolio volatility.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges |
Bank Artos 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.