Semacom Integrated (Indonesia) Alpha and Beta Analysis
| SEMA Stock | 86.00 1.00 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Semacom Integrated Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Semacom Integrated over a specified time horizon. Remember, high Semacom Integrated'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 Semacom Integrated's market risk premium analysis include:
Beta 0.66 | Alpha (0.39) | Risk 2.05 | Sharpe Ratio (0.16) | Expected Return (0.33) |
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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Semacom Integrated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Semacom Integrated market risk premium is the additional return an investor will receive from holding Semacom Integrated 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 Semacom Integrated. 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 Semacom Integrated's performance over market.| α | -0.39 | β | 0.66 |
Semacom Integrated 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 Semacom Integrated's Buy-and-hold return. Our buy-and-hold chart shows how Semacom Integrated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Semacom Integrated Market Price Analysis
Market price analysis indicators help investors to evaluate how Semacom Integrated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Semacom Integrated shares will generate the highest return on investment. By understating and applying Semacom Integrated stock market price indicators, traders can identify Semacom Integrated position entry and exit signals to maximize returns.
Semacom Integrated Return and Market Media
The median price of Semacom Integrated for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 93.0 with a coefficient of variation of 9.16. The daily time series for the period is distributed with a sample standard deviation of 8.54, arithmetic mean of 93.27, and mean deviation of 7.8. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Semacom Integrated 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 Semacom or other stocks. Alpha measures the amount that position in Semacom Integrated 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 Semacom Integrated 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, Semacom Integrated's short interest history, or implied volatility extrapolated from Semacom Integrated options trading.
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Other Information on Investing in Semacom Stock
Semacom Integrated financial ratios help investors to determine whether Semacom 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 Semacom with respect to the benefits of owning Semacom Integrated security.