Reliance Securities (Indonesia) Alpha and Beta Analysis
| RELI Stock | IDR 446.00 4.00 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Reliance Securities Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Reliance Securities over a specified time horizon. Remember, high Reliance Securities' 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 Reliance Securities' market risk premium analysis include:
Beta (0.16) | Alpha 0.003574 | Risk 2.31 | Sharpe Ratio 0.0053 | Expected Return 0.0123 |
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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Reliance Securities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Reliance Securities market risk premium is the additional return an investor will receive from holding Reliance Securities 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 Reliance Securities. 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 Reliance Securities' performance over market.| α | 0 | β | -0.16 |
Reliance Securities 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 Reliance Securities' Buy-and-hold return. Our buy-and-hold chart shows how Reliance Securities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Reliance Securities Market Price Analysis
Market price analysis indicators help investors to evaluate how Reliance Securities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Reliance Securities shares will generate the highest return on investment. By understating and applying Reliance Securities stock market price indicators, traders can identify Reliance Securities position entry and exit signals to maximize returns.
Reliance Securities Return and Market Media
The median price of Reliance Securities for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 456.0 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 10.19, arithmetic mean of 458.12, and mean deviation of 8.44. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Reliance Securities 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 Reliance or other stocks. Alpha measures the amount that position in Reliance Securities 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 Reliance Securities 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, Reliance Securities' short interest history, or implied volatility extrapolated from Reliance Securities options trading.
Build Portfolio with Reliance Securities
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Other Information on Investing in Reliance Stock
Reliance Securities financial ratios help investors to determine whether Reliance 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 Reliance with respect to the benefits of owning Reliance Securities security.