Garudafood Putra (Indonesia) Alpha and Beta Analysis
| GOOD Stock | IDR 414.00 4.00 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Garudafood Putra Putri. It also helps investors analyze the systematic and unsystematic risks associated with investing in Garudafood Putra over a specified time horizon. Remember, high Garudafood Putra'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 Garudafood Putra's market risk premium analysis include:
Beta 0.0027 | Alpha (0.1) | Risk 0.8 | Sharpe Ratio (0.12) | Expected Return (0.1) |
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.
Garudafood |
Garudafood Putra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Garudafood Putra market risk premium is the additional return an investor will receive from holding Garudafood Putra 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 Garudafood Putra. 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 Garudafood Putra's performance over market.| α | -0.1 | β | 0 |
Garudafood Putra 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 Garudafood Putra's Buy-and-hold return. Our buy-and-hold chart shows how Garudafood Putra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Garudafood Putra Market Price Analysis
Market price analysis indicators help investors to evaluate how Garudafood Putra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Garudafood Putra shares will generate the highest return on investment. By understating and applying Garudafood Putra stock market price indicators, traders can identify Garudafood Putra position entry and exit signals to maximize returns.
Garudafood Putra Return and Market Media
The median price of Garudafood Putra for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 424.0 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 6.35, arithmetic mean of 425.06, and mean deviation of 4.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Garudafood Putra 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 Garudafood or other stocks. Alpha measures the amount that position in Garudafood Putra Putri 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 Garudafood Putra 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, Garudafood Putra's short interest history, or implied volatility extrapolated from Garudafood Putra options trading.
Build Portfolio with Garudafood Putra
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 Garudafood Putra Backtesting, Garudafood Putra Valuation, Garudafood Putra Correlation, Garudafood Putra Hype Analysis, Garudafood Putra Volatility, Garudafood Putra History and analyze Garudafood Putra Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Garudafood Stock analysis
When running Garudafood Putra's price analysis, check to measure Garudafood Putra'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 Garudafood Putra is operating at the current time. Most of Garudafood Putra's value examination focuses on studying past and present price action to predict the probability of Garudafood Putra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Garudafood Putra's price. Additionally, you may evaluate how the addition of Garudafood Putra to your portfolios can decrease your overall portfolio volatility.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |
Garudafood Putra 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.