Telkom Indonesia (Germany) Alpha and Beta Analysis
| TCID Stock | EUR 0.15 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telkom Indonesia Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telkom Indonesia over a specified time horizon. Remember, high Telkom Indonesia'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 Telkom Indonesia's market risk premium analysis include:
Beta (0.39) | Alpha (0.08) | Risk 4.71 | Sharpe Ratio 0.0012 | Expected Return 0.0058 |
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.
Telkom |
Telkom Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telkom Indonesia market risk premium is the additional return an investor will receive from holding Telkom Indonesia 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 Telkom Indonesia. 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 Telkom Indonesia's performance over market.| α | -0.08 | β | -0.39 |
Telkom Indonesia 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 Telkom Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Telkom Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telkom Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Telkom Indonesia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telkom Indonesia shares will generate the highest return on investment. By understating and applying Telkom Indonesia stock market price indicators, traders can identify Telkom Indonesia position entry and exit signals to maximize returns.
Telkom Indonesia Return and Market Media
The median price of Telkom Indonesia for the period between Mon, Sep 30, 2024 and Sun, Dec 29, 2024 is 0.15 with a coefficient of variation of 6.73. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.15, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Telkom Indonesia 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 Telkom or other stocks. Alpha measures the amount that position in Telkom Indonesia 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 Telkom Indonesia 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, Telkom Indonesia's short interest history, or implied volatility extrapolated from Telkom Indonesia options trading.
Build Portfolio with Telkom Indonesia
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
Align your risk with return expectations
Additional Information and Resources on Investing in Telkom Stock
When determining whether Telkom Indonesia Tbk is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Telkom Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Telkom Indonesia Tbk Stock. Highlighted below are key reports to facilitate an investment decision about Telkom Indonesia Tbk Stock:Check out Telkom Indonesia Backtesting, Telkom Indonesia Valuation, Telkom Indonesia Correlation, Telkom Indonesia Hype Analysis, Telkom Indonesia Volatility, Telkom Indonesia History and analyze Telkom Indonesia Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Telkom Indonesia technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.