Global Mediacom (Indonesia) Alpha and Beta Analysis
| BMTR Stock | IDR 236.00 4.00 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Mediacom Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Mediacom over a specified time horizon. Remember, high Global Mediacom'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 Global Mediacom's market risk premium analysis include:
Beta (0.43) | Alpha (0.13) | Risk 1.83 | Sharpe Ratio (0.08) | Expected Return (0.14) |
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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Global Mediacom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Mediacom market risk premium is the additional return an investor will receive from holding Global Mediacom 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 Global Mediacom. 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 Global Mediacom's performance over market.| α | -0.13 | β | -0.43 |
Global Mediacom 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 Global Mediacom's Buy-and-hold return. Our buy-and-hold chart shows how Global Mediacom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Mediacom Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Mediacom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Mediacom shares will generate the highest return on investment. By understating and applying Global Mediacom stock market price indicators, traders can identify Global Mediacom position entry and exit signals to maximize returns.
Global Mediacom Return and Market Media
The median price of Global Mediacom for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 246.0 with a coefficient of variation of 4.65. The daily time series for the period is distributed with a sample standard deviation of 11.43, arithmetic mean of 245.73, and mean deviation of 9.36. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Global Mediacom 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 Global or other stocks. Alpha measures the amount that position in Global Mediacom 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 Global Mediacom 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, Global Mediacom's short interest history, or implied volatility extrapolated from Global Mediacom options trading.
Build Portfolio with Global Mediacom
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 Global Mediacom Backtesting, Global Mediacom Valuation, Global Mediacom Correlation, Global Mediacom Hype Analysis, Global Mediacom Volatility, Global Mediacom History and analyze Global Mediacom Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Global Stock analysis
When running Global Mediacom's price analysis, check to measure Global Mediacom'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 Global Mediacom is operating at the current time. Most of Global Mediacom's value examination focuses on studying past and present price action to predict the probability of Global Mediacom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Mediacom's price. Additionally, you may evaluate how the addition of Global Mediacom to your portfolios can decrease your overall portfolio volatility.
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Global Mediacom 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.