Dharma Polimetal (Indonesia) Alpha and Beta Analysis
| DRMA Stock | 1,005 5.00 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dharma Polimetal Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dharma Polimetal over a specified time horizon. Remember, high Dharma Polimetal'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 Dharma Polimetal's market risk premium analysis include:
Beta (0.34) | Alpha (0.07) | Risk 1.54 | Sharpe Ratio (0.08) | Expected Return (0.12) |
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.
Dharma |
Dharma Polimetal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dharma Polimetal market risk premium is the additional return an investor will receive from holding Dharma Polimetal 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 Dharma Polimetal. 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 Dharma Polimetal's performance over market.| α | -0.07 | β | -0.34 |
Dharma Polimetal 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 Dharma Polimetal's Buy-and-hold return. Our buy-and-hold chart shows how Dharma Polimetal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dharma Polimetal Market Price Analysis
Market price analysis indicators help investors to evaluate how Dharma Polimetal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dharma Polimetal shares will generate the highest return on investment. By understating and applying Dharma Polimetal stock market price indicators, traders can identify Dharma Polimetal position entry and exit signals to maximize returns.
Dharma Polimetal Return and Market Media
The median price of Dharma Polimetal for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 1090.0 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 45.44, arithmetic mean of 1082.42, and mean deviation of 36.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dharma Polimetal 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 Dharma or other stocks. Alpha measures the amount that position in Dharma Polimetal 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 Dharma Polimetal 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, Dharma Polimetal's short interest history, or implied volatility extrapolated from Dharma Polimetal options trading.
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Other Information on Investing in Dharma Stock
Dharma Polimetal financial ratios help investors to determine whether Dharma 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 Dharma with respect to the benefits of owning Dharma Polimetal security.