Bank Yudha (Indonesia) Alpha and Beta Analysis
BBYB Stock | IDR 248.00 4.00 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank Yudha Bhakti. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank Yudha over a specified time horizon. Remember, high Bank Yudha'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 Bank Yudha's market risk premium analysis include:
Beta 0.9 | Alpha (0.54) | Risk 5.06 | Sharpe Ratio (0.06) | Expected Return (0.30) |
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.
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Bank Yudha Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank Yudha market risk premium is the additional return an investor will receive from holding Bank Yudha 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 Yudha. 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 Yudha's performance over market.α | -0.54 | β | 0.90 |
Bank Yudha 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 Yudha's Buy-and-hold return. Our buy-and-hold chart shows how Bank Yudha performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank Yudha Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank Yudha 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 Yudha shares will generate the highest return on investment. By understating and applying Bank Yudha stock market price indicators, traders can identify Bank Yudha position entry and exit signals to maximize returns.
Bank Yudha Return and Market Media
The median price of Bank Yudha for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 270.0 with a coefficient of variation of 13.22. The daily time series for the period is distributed with a sample standard deviation of 37.34, arithmetic mean of 282.39, and mean deviation of 31.99. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bank Yudha 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 Yudha Bhakti 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 Yudha 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 Yudha's short interest history, or implied volatility extrapolated from Bank Yudha options trading.
Build Portfolio with Bank Yudha
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 Yudha Backtesting, Bank Yudha Valuation, Bank Yudha Correlation, Bank Yudha Hype Analysis, Bank Yudha Volatility, Bank Yudha History and analyze Bank Yudha Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Bank Stock analysis
When running Bank Yudha's price analysis, check to measure Bank Yudha'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 Bank Yudha is operating at the current time. Most of Bank Yudha's value examination focuses on studying past and present price action to predict the probability of Bank Yudha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Yudha's price. Additionally, you may evaluate how the addition of Bank Yudha to your portfolios can decrease your overall portfolio volatility.
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Bank Yudha 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.