Petrosea Tbk (Indonesia) Alpha and Beta Analysis
| PTRO Stock | IDR 26,400 950.00 3.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Petrosea Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Petrosea Tbk over a specified time horizon. Remember, high Petrosea Tbk'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 Petrosea Tbk's market risk premium analysis include:
Beta (0.50) | Alpha 1.16 | Risk 4.41 | Sharpe Ratio 0.27 | Expected Return 1.2 |
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.
Petrosea |
Petrosea Tbk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Petrosea Tbk market risk premium is the additional return an investor will receive from holding Petrosea Tbk 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 Petrosea Tbk. 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 Petrosea Tbk's performance over market.| α | 1.16 | β | -0.5 |
Petrosea Tbk 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 Petrosea Tbk's Buy-and-hold return. Our buy-and-hold chart shows how Petrosea Tbk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Petrosea Tbk Market Price Analysis
Market price analysis indicators help investors to evaluate how Petrosea Tbk stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Petrosea Tbk shares will generate the highest return on investment. By understating and applying Petrosea Tbk stock market price indicators, traders can identify Petrosea Tbk position entry and exit signals to maximize returns.
Petrosea Tbk Return and Market Media
The median price of Petrosea Tbk for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 16800.0 with a coefficient of variation of 20.78. The daily time series for the period is distributed with a sample standard deviation of 3490.87, arithmetic mean of 16797.73, and mean deviation of 2828.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Petrosea Tbk 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 Petrosea or other stocks. Alpha measures the amount that position in Petrosea 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 Petrosea Tbk 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, Petrosea Tbk's short interest history, or implied volatility extrapolated from Petrosea Tbk options trading.
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Other Information on Investing in Petrosea Stock
Petrosea Tbk financial ratios help investors to determine whether Petrosea 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 Petrosea with respect to the benefits of owning Petrosea Tbk security.