PT Trimuda (Indonesia) Alpha and Beta Analysis
| TNCA Stock | 222.00 14.00 5.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PT Trimuda Nuansa. It also helps investors analyze the systematic and unsystematic risks associated with investing in PT Trimuda over a specified time horizon. Remember, high PT Trimuda'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 PT Trimuda's market risk premium analysis include:
Beta 0.25 | Alpha (0.69) | Risk 8.26 | Sharpe Ratio (0.08) | Expected Return (0.68) |
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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PT Trimuda Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PT Trimuda market risk premium is the additional return an investor will receive from holding PT Trimuda 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 PT Trimuda. 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 PT Trimuda's performance over market.| α | -0.69 | β | 0.25 |
PT Trimuda 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 PT Trimuda's Buy-and-hold return. Our buy-and-hold chart shows how PT Trimuda performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PT Trimuda Market Price Analysis
Market price analysis indicators help investors to evaluate how PT Trimuda stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PT Trimuda shares will generate the highest return on investment. By understating and applying PT Trimuda stock market price indicators, traders can identify PT Trimuda position entry and exit signals to maximize returns.
PT Trimuda Return and Market Media
The median price of PT Trimuda for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 288.0 with a coefficient of variation of 29.98. The daily time series for the period is distributed with a sample standard deviation of 90.47, arithmetic mean of 301.74, and mean deviation of 82.8. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PT Trimuda 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 TNCA or other stocks. Alpha measures the amount that position in PT Trimuda Nuansa 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 PT Trimuda 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, PT Trimuda's short interest history, or implied volatility extrapolated from PT Trimuda options trading.
Build Portfolio with PT Trimuda
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Other Information on Investing in TNCA Stock
PT Trimuda financial ratios help investors to determine whether TNCA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in TNCA with respect to the benefits of owning PT Trimuda security.