United Tractors Tbk Stock Alpha and Beta Analysis

PUTKY Stock  USD 33.97  0.97  2.94%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Tractors Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Tractors over a specified time horizon. Remember, high United Tractors' 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 United Tractors' market risk premium analysis include:
Beta
0.13
Alpha
0.0213
Risk
1.87
Sharpe Ratio
(0.01)
Expected Return
(0.02)
Please note that although United Tractors alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, United Tractors did 0.02  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of United Tractors Tbk stock's relative risk over its benchmark. United Tractors Tbk has a beta of 0.13  . As returns on the market increase, United Tractors' returns are expected to increase less than the market. However, during the bear market, the loss of holding United Tractors is expected to be smaller as well. .
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.
  
Check out United Tractors Backtesting, United Tractors Valuation, United Tractors Correlation, United Tractors Hype Analysis, United Tractors Volatility, United Tractors History and analyze United Tractors Performance.

United Tractors Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Tractors market risk premium is the additional return an investor will receive from holding United Tractors 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 United Tractors. 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 United Tractors' performance over market.
α0.02   β0.13

United Tractors 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 United Tractors' Buy-and-hold return. Our buy-and-hold chart shows how United Tractors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

United Tractors Market Price Analysis

Market price analysis indicators help investors to evaluate how United Tractors pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading United Tractors shares will generate the highest return on investment. By understating and applying United Tractors pink sheet market price indicators, traders can identify United Tractors position entry and exit signals to maximize returns.

United Tractors Return and Market Media

The median price of United Tractors for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 34.13 with a coefficient of variation of 2.16. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 34.12, and mean deviation of 0.59. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About United Tractors 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 United or other pink sheets. Alpha measures the amount that position in United Tractors 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 United Tractors 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, United Tractors' short interest history, or implied volatility extrapolated from United Tractors options trading.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for United Pink Sheet Analysis

When running United Tractors' price analysis, check to measure United Tractors' 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 United Tractors is operating at the current time. Most of United Tractors' value examination focuses on studying past and present price action to predict the probability of United Tractors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Tractors' price. Additionally, you may evaluate how the addition of United Tractors to your portfolios can decrease your overall portfolio volatility.