Bank Tabungan (Indonesia) Alpha and Beta Analysis
BTPS Stock | 1,200 25.00 2.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank Tabungan Pensiunan. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank Tabungan over a specified time horizon. Remember, high Bank Tabungan'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 Tabungan's market risk premium analysis include:
Beta (0.82) | Alpha (0.43) | Risk 3.37 | Sharpe Ratio (0.10) | Expected Return (0.34) |
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 Tabungan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank Tabungan market risk premium is the additional return an investor will receive from holding Bank Tabungan 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 Tabungan. 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 Tabungan's performance over market.α | -0.43 | β | -0.82 |
Bank Tabungan 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 Tabungan's Buy-and-hold return. Our buy-and-hold chart shows how Bank Tabungan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank Tabungan Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank Tabungan 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 Tabungan shares will generate the highest return on investment. By understating and applying Bank Tabungan stock market price indicators, traders can identify Bank Tabungan position entry and exit signals to maximize returns.
Bank Tabungan Return and Market Media
The median price of Bank Tabungan for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 1293.73 with a coefficient of variation of 11.64. The daily time series for the period is distributed with a sample standard deviation of 153.8, arithmetic mean of 1321.71, and mean deviation of 124.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bank Tabungan 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 Tabungan Pensiunan 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 Tabungan 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 Tabungan's short interest history, or implied volatility extrapolated from Bank Tabungan options trading.
Build Portfolio with Bank Tabungan
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 Tabungan Backtesting, Bank Tabungan Valuation, Bank Tabungan Correlation, Bank Tabungan Hype Analysis, Bank Tabungan Volatility, Bank Tabungan History and analyze Bank Tabungan Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for Bank Stock analysis
When running Bank Tabungan's price analysis, check to measure Bank Tabungan'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 Tabungan is operating at the current time. Most of Bank Tabungan's value examination focuses on studying past and present price action to predict the probability of Bank Tabungan'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 Tabungan's price. Additionally, you may evaluate how the addition of Bank Tabungan to your portfolios can decrease your overall portfolio volatility.
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Bank Tabungan 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.