Pelayaran Kurnia (Indonesia) Alpha and Beta Analysis
| KLAS Stock | 107.00 3.00 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pelayaran Kurnia Lautan. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pelayaran Kurnia over a specified time horizon. Remember, high Pelayaran Kurnia'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 Pelayaran Kurnia's market risk premium analysis include:
Beta (1.03) | Alpha 0.22 | Risk 6.13 | Sharpe Ratio 0.0226 | Expected Return 0.14 |
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.
Pelayaran |
Pelayaran Kurnia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pelayaran Kurnia market risk premium is the additional return an investor will receive from holding Pelayaran Kurnia 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 Pelayaran Kurnia. 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 Pelayaran Kurnia's performance over market.| α | 0.22 | β | -1.03 |
Pelayaran Kurnia Return and Market Media
The median price of Pelayaran Kurnia for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 130.38 with a coefficient of variation of 16.02. The daily time series for the period is distributed with a sample standard deviation of 21.37, arithmetic mean of 133.39, and mean deviation of 18.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Pelayaran Kurnia 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, Pelayaran Kurnia's short interest history, or implied volatility extrapolated from Pelayaran Kurnia options trading.