Pudjiadi Sons (Indonesia) Alpha and Beta Analysis
| PNSE Stock | IDR 450.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pudjiadi Sons Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pudjiadi Sons over a specified time horizon. Remember, high Pudjiadi Sons' 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 Pudjiadi Sons' market risk premium analysis include:
Beta (0.05) | Alpha 0.0656 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Pudjiadi |
Pudjiadi Sons Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pudjiadi Sons market risk premium is the additional return an investor will receive from holding Pudjiadi Sons 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 Pudjiadi Sons. 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 Pudjiadi Sons' performance over market.| α | 0.07 | β | -0.05 |
Pudjiadi Sons 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 Pudjiadi Sons' Buy-and-hold return. Our buy-and-hold chart shows how Pudjiadi Sons performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pudjiadi Sons Market Price Analysis
Market price analysis indicators help investors to evaluate how Pudjiadi Sons stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pudjiadi Sons shares will generate the highest return on investment. By understating and applying Pudjiadi Sons stock market price indicators, traders can identify Pudjiadi Sons position entry and exit signals to maximize returns.
Pudjiadi Sons Return and Market Media
The median price of Pudjiadi Sons for the period between Sat, Feb 17, 2024 and Fri, May 17, 2024 is 450.0 with a coefficient of variation of 0.93. The daily time series for the period is distributed with a sample standard deviation of 4.2, arithmetic mean of 449.09, and mean deviation of 1.74. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pudjiadi Sons 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 Pudjiadi or other stocks. Alpha measures the amount that position in Pudjiadi Sons 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 Pudjiadi Sons 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, Pudjiadi Sons' short interest history, or implied volatility extrapolated from Pudjiadi Sons options trading.
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Check out Pudjiadi Sons Backtesting, Pudjiadi Sons Valuation, Pudjiadi Sons Correlation, Pudjiadi Sons Hype Analysis, Pudjiadi Sons Volatility, Pudjiadi Sons History and analyze Pudjiadi Sons Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Pudjiadi Stock analysis
When running Pudjiadi Sons' price analysis, check to measure Pudjiadi Sons' 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 Pudjiadi Sons is operating at the current time. Most of Pudjiadi Sons' value examination focuses on studying past and present price action to predict the probability of Pudjiadi Sons' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pudjiadi Sons' price. Additionally, you may evaluate how the addition of Pudjiadi Sons to your portfolios can decrease your overall portfolio volatility.
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Pudjiadi Sons 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.