Mitra Adiperkasa (Indonesia) Alpha and Beta Analysis

MAPI Stock  IDR 1,445  10.00  0.69%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mitra Adiperkasa Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mitra Adiperkasa over a specified time horizon. Remember, high Mitra Adiperkasa'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 Mitra Adiperkasa's market risk premium analysis include:
Beta
(0.53)
Alpha
(0.14)
Risk
2.82
Sharpe Ratio
(0.10)
Expected Return
(0.30)
Please note that although Mitra Adiperkasa 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, Mitra Adiperkasa did 0.14  worse 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 Mitra Adiperkasa Tbk stock's relative risk over its benchmark. Mitra Adiperkasa Tbk has a beta of 0.53  . As returns on the market increase, returns on owning Mitra Adiperkasa are expected to decrease at a much lower rate. During the bear market, Mitra Adiperkasa is likely to outperform the market. .
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 Mitra Adiperkasa Backtesting, Mitra Adiperkasa Valuation, Mitra Adiperkasa Correlation, Mitra Adiperkasa Hype Analysis, Mitra Adiperkasa Volatility, Mitra Adiperkasa History and analyze Mitra Adiperkasa Performance.

Mitra Adiperkasa Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mitra Adiperkasa market risk premium is the additional return an investor will receive from holding Mitra Adiperkasa 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 Mitra Adiperkasa. 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 Mitra Adiperkasa's performance over market.
α-0.14   β-0.53

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

Mitra Adiperkasa Market Price Analysis

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

Mitra Adiperkasa Return and Market Media

The median price of Mitra Adiperkasa for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 1660.0 with a coefficient of variation of 8.96. The daily time series for the period is distributed with a sample standard deviation of 145.02, arithmetic mean of 1619.02, and mean deviation of 131.2. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Mitra Adiperkasa 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 Mitra or other stocks. Alpha measures the amount that position in Mitra Adiperkasa 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 Mitra Adiperkasa 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, Mitra Adiperkasa's short interest history, or implied volatility extrapolated from Mitra Adiperkasa options trading.

Build Portfolio with Mitra Adiperkasa

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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

Other Information on Investing in Mitra Stock

Mitra Adiperkasa financial ratios help investors to determine whether Mitra 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 Mitra with respect to the benefits of owning Mitra Adiperkasa security.