Telkom Indonesia Tbk Stock Alpha and Beta Analysis
| TLK Stock | USD 19.45 0.35 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telkom Indonesia Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telkom Indonesia over a specified time horizon. Remember, high Telkom Indonesia'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 Telkom Indonesia's market risk premium analysis include:
Beta 0.13 | Alpha (0.42) | Risk 1.3 | Sharpe Ratio (0.31) | Expected Return (0.41) |
Telkom Indonesia Quarterly Cash And Equivalents |
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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.
Telkom |
Telkom Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telkom Indonesia market risk premium is the additional return an investor will receive from holding Telkom Indonesia 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 Telkom Indonesia. 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 Telkom Indonesia's performance over market.| α | -0.42 | β | 0.13 |
Telkom Indonesia 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 Telkom Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Telkom Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telkom Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Telkom Indonesia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telkom Indonesia shares will generate the highest return on investment. By understating and applying Telkom Indonesia stock market price indicators, traders can identify Telkom Indonesia position entry and exit signals to maximize returns.
Telkom Indonesia Return and Market Media
The median price of Telkom Indonesia for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 24.97 with a coefficient of variation of 10.52. The daily time series for the period is distributed with a sample standard deviation of 2.48, arithmetic mean of 23.53, and mean deviation of 2.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | TLK vs. SCMWY Which Stock Is the Better Value Option | 02/22/2024 |
2 | TLK or SCMWY Which Is the Better Value Stock Right Now | 03/11/2024 |
3 | PT Telkom Indonesia Tbk 2023 Annual Report on Form 20-F | 04/02/2024 |
4 | Q1 2024 Telkom Indonesia Tbk PT Earnings Call Transcript | 04/24/2024 |
About Telkom Indonesia 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 Telkom or other stocks. Alpha measures the amount that position in Telkom Indonesia 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 4.06E-4 | 4.04E-4 | 4.23E-4 | 4.01E-4 | Price To Sales Ratio | 286.46 | 249.71 | 263.28 | 276.44 |
Telkom Indonesia Upcoming Company Events
As portrayed in its financial statements, the presentation of Telkom Indonesia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Telkom Indonesia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Telkom Indonesia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Telkom Indonesia. Please utilize our Beneish M Score to check the likelihood of Telkom Indonesia's management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Telkom Indonesia
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 Telkom Indonesia Backtesting, Telkom Indonesia Valuation, Telkom Indonesia Correlation, Telkom Indonesia Hype Analysis, Telkom Indonesia Volatility, Telkom Indonesia History and analyze Telkom Indonesia Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Telkom Stock analysis
When running Telkom Indonesia's price analysis, check to measure Telkom Indonesia'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 Telkom Indonesia is operating at the current time. Most of Telkom Indonesia's value examination focuses on studying past and present price action to predict the probability of Telkom Indonesia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telkom Indonesia's price. Additionally, you may evaluate how the addition of Telkom Indonesia to your portfolios can decrease your overall portfolio volatility.
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Telkom Indonesia 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.