Siantar Top (Indonesia) Alpha and Beta Analysis
| STTP Stock | IDR 12,475 25.00 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Siantar Top Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Siantar Top over a specified time horizon. Remember, high Siantar Top'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 Siantar Top's market risk premium analysis include:
Beta 0.47 | Alpha (0.20) | Risk 1.61 | Sharpe Ratio (0.16) | Expected Return (0.26) |
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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Siantar Top Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Siantar Top market risk premium is the additional return an investor will receive from holding Siantar Top 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 Siantar Top. 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 Siantar Top's performance over market.| α | -0.2 | β | 0.47 |
Siantar Top 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 Siantar Top's Buy-and-hold return. Our buy-and-hold chart shows how Siantar Top performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Siantar Top Market Price Analysis
Market price analysis indicators help investors to evaluate how Siantar Top stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siantar Top shares will generate the highest return on investment. By understating and applying Siantar Top stock market price indicators, traders can identify Siantar Top position entry and exit signals to maximize returns.
Siantar Top Return and Market Media
The median price of Siantar Top for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 14225.0 with a coefficient of variation of 4.91. The daily time series for the period is distributed with a sample standard deviation of 692.8, arithmetic mean of 14121.21, and mean deviation of 463.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Siantar Top 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 Siantar or other stocks. Alpha measures the amount that position in Siantar Top 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 Siantar Top 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, Siantar Top's short interest history, or implied volatility extrapolated from Siantar Top options trading.
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Other Information on Investing in Siantar Stock
Siantar Top financial ratios help investors to determine whether Siantar 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 Siantar with respect to the benefits of owning Siantar Top security.