PT Estee (Indonesia) Alpha and Beta Analysis
| EURO Stock | 100.00 5.00 4.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PT Estee Gold. It also helps investors analyze the systematic and unsystematic risks associated with investing in PT Estee over a specified time horizon. Remember, high PT Estee'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 PT Estee's market risk premium analysis include:
Beta (0.83) | Alpha (0.72) | Risk 4.95 | Sharpe Ratio (0.15) | Expected Return (0.73) |
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.
EURO |
PT Estee Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PT Estee market risk premium is the additional return an investor will receive from holding PT Estee 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 PT Estee. 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 PT Estee's performance over market.| α | -0.72 | β | -0.83 |
PT Estee 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 PT Estee's Buy-and-hold return. Our buy-and-hold chart shows how PT Estee performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PT Estee Market Price Analysis
Market price analysis indicators help investors to evaluate how PT Estee stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PT Estee shares will generate the highest return on investment. By understating and applying PT Estee stock market price indicators, traders can identify PT Estee position entry and exit signals to maximize returns.
PT Estee Return and Market Media
The median price of PT Estee for the period between Wed, Oct 9, 2024 and Tue, Jan 7, 2025 is 157.0 with a coefficient of variation of 26.92. The daily time series for the period is distributed with a sample standard deviation of 40.1, arithmetic mean of 148.97, and mean deviation of 35.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PT Estee 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 EURO or other stocks. Alpha measures the amount that position in PT Estee Gold 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 PT Estee 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, PT Estee's short interest history, or implied volatility extrapolated from PT Estee options trading.
Build Portfolio with PT Estee
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.Build Diversified Portfolios
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Other Information on Investing in EURO Stock
PT Estee financial ratios help investors to determine whether EURO 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 EURO with respect to the benefits of owning PT Estee security.