Gozco Plantations (Indonesia) Alpha and Beta Analysis
| GZCO Stock | IDR 101.00 1.00 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gozco Plantations Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gozco Plantations over a specified time horizon. Remember, high Gozco Plantations' 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 Gozco Plantations' market risk premium analysis include:
Beta (0.42) | Alpha 0.2 | Risk 2.38 | Sharpe Ratio 0.0801 | Expected Return 0.19 |
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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Gozco Plantations Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gozco Plantations market risk premium is the additional return an investor will receive from holding Gozco Plantations 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 Gozco Plantations. 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 Gozco Plantations' performance over market.| α | 0.20 | β | -0.42 |
Gozco Plantations 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 Gozco Plantations' Buy-and-hold return. Our buy-and-hold chart shows how Gozco Plantations performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gozco Plantations Market Price Analysis
Market price analysis indicators help investors to evaluate how Gozco Plantations stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gozco Plantations shares will generate the highest return on investment. By understating and applying Gozco Plantations stock market price indicators, traders can identify Gozco Plantations position entry and exit signals to maximize returns.
Gozco Plantations Return and Market Media
The median price of Gozco Plantations for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 96.0 with a coefficient of variation of 5.72. The daily time series for the period is distributed with a sample standard deviation of 5.45, arithmetic mean of 95.24, and mean deviation of 4.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Gozco Plantations 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 Gozco or other stocks. Alpha measures the amount that position in Gozco Plantations 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 Gozco Plantations 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, Gozco Plantations' short interest history, or implied volatility extrapolated from Gozco Plantations options trading.
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Other Information on Investing in Gozco Stock
Gozco Plantations financial ratios help investors to determine whether Gozco 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 Gozco with respect to the benefits of owning Gozco Plantations security.