Asuransi Bintang (Indonesia) Alpha and Beta Analysis
| ASBI Stock | IDR 950.00 43.50 4.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Asuransi Bintang Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Asuransi Bintang over a specified time horizon. Remember, high Asuransi Bintang'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 Asuransi Bintang's market risk premium analysis include:
Beta (0.82) | Alpha 0.67 | Risk 4.8 | Sharpe Ratio 0.14 | Expected Return 0.65 |
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.
Asuransi |
Asuransi Bintang Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Asuransi Bintang market risk premium is the additional return an investor will receive from holding Asuransi Bintang 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 Asuransi Bintang. 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 Asuransi Bintang's performance over market.| α | 0.67 | β | -0.82 |
Asuransi Bintang 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 Asuransi Bintang's Buy-and-hold return. Our buy-and-hold chart shows how Asuransi Bintang performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Asuransi Bintang Market Price Analysis
Market price analysis indicators help investors to evaluate how Asuransi Bintang stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Asuransi Bintang shares will generate the highest return on investment. By understating and applying Asuransi Bintang stock market price indicators, traders can identify Asuransi Bintang position entry and exit signals to maximize returns.
Asuransi Bintang Return and Market Media
The median price of Asuransi Bintang for the period between Fri, Feb 16, 2024 and Thu, May 16, 2024 is 732.17 with a coefficient of variation of 10.43. The daily time series for the period is distributed with a sample standard deviation of 80.28, arithmetic mean of 769.36, and mean deviation of 68.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Asuransi Bintang 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 Asuransi or other stocks. Alpha measures the amount that position in Asuransi Bintang 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 Asuransi Bintang 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, Asuransi Bintang's short interest history, or implied volatility extrapolated from Asuransi Bintang options trading.
Build Portfolio with Asuransi Bintang
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 Asuransi Bintang Backtesting, Asuransi Bintang Valuation, Asuransi Bintang Correlation, Asuransi Bintang Hype Analysis, Asuransi Bintang Volatility, Asuransi Bintang History and analyze Asuransi Bintang Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for Asuransi Stock analysis
When running Asuransi Bintang's price analysis, check to measure Asuransi Bintang'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 Asuransi Bintang is operating at the current time. Most of Asuransi Bintang's value examination focuses on studying past and present price action to predict the probability of Asuransi Bintang's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asuransi Bintang's price. Additionally, you may evaluate how the addition of Asuransi Bintang to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |
Asuransi Bintang 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.