Samindo Resources (Indonesia) Alpha and Beta Analysis
| MYOH Stock | IDR 2,010 20.00 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Samindo Resources Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Samindo Resources over a specified time horizon. Remember, high Samindo Resources' 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 Samindo Resources' market risk premium analysis include:
Beta 0.21 | Alpha 0.14 | Risk 1.58 | Sharpe Ratio 0.14 | Expected Return 0.22 |
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.
Samindo |
Samindo Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Samindo Resources market risk premium is the additional return an investor will receive from holding Samindo Resources 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 Samindo Resources. 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 Samindo Resources' performance over market.| α | 0.14 | β | 0.21 |
Samindo Resources 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 Samindo Resources' Buy-and-hold return. Our buy-and-hold chart shows how Samindo Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Samindo Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Samindo Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Samindo Resources shares will generate the highest return on investment. By understating and applying Samindo Resources stock market price indicators, traders can identify Samindo Resources position entry and exit signals to maximize returns.
Samindo Resources Return and Market Media
The median price of Samindo Resources for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 1900.0 with a coefficient of variation of 5.22. The daily time series for the period is distributed with a sample standard deviation of 99.56, arithmetic mean of 1907.95, and mean deviation of 85.71. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Samindo Resources 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 Samindo or other stocks. Alpha measures the amount that position in Samindo Resources 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 Samindo Resources 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, Samindo Resources' short interest history, or implied volatility extrapolated from Samindo Resources options trading.
Build Portfolio with Samindo Resources
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 Samindo Resources Backtesting, Samindo Resources Valuation, Samindo Resources Correlation, Samindo Resources Hype Analysis, Samindo Resources Volatility, Samindo Resources History and analyze Samindo Resources Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Samindo Stock analysis
When running Samindo Resources' price analysis, check to measure Samindo Resources' 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 Samindo Resources is operating at the current time. Most of Samindo Resources' value examination focuses on studying past and present price action to predict the probability of Samindo Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samindo Resources' price. Additionally, you may evaluate how the addition of Samindo Resources to your portfolios can decrease your overall portfolio volatility.
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Samindo Resources 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.