Intanwijaya Internasional (Indonesia) Alpha and Beta Analysis
| INCI Stock | IDR 580.00 5.00 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intanwijaya Internasional Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intanwijaya Internasional over a specified time horizon. Remember, high Intanwijaya Internasional'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 Intanwijaya Internasional's market risk premium analysis include:
Beta (0.12) | Alpha 0.0146 | Risk 1.43 | Sharpe Ratio 0.0264 | Expected Return 0.0378 |
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.
Intanwijaya |
Intanwijaya Internasional Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intanwijaya Internasional market risk premium is the additional return an investor will receive from holding Intanwijaya Internasional 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 Intanwijaya Internasional. 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 Intanwijaya Internasional's performance over market.| α | 0.01 | β | -0.12 |
Intanwijaya Internasional 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 Intanwijaya Internasional's Buy-and-hold return. Our buy-and-hold chart shows how Intanwijaya Internasional performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intanwijaya Internasional Market Price Analysis
Market price analysis indicators help investors to evaluate how Intanwijaya Internasional stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intanwijaya Internasional shares will generate the highest return on investment. By understating and applying Intanwijaya Internasional stock market price indicators, traders can identify Intanwijaya Internasional position entry and exit signals to maximize returns.
Intanwijaya Internasional Return and Market Media
The median price of Intanwijaya Internasional for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 585.0 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 11.01, arithmetic mean of 586.74, and mean deviation of 9.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Intanwijaya Internasional 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 Intanwijaya or other stocks. Alpha measures the amount that position in Intanwijaya Internasional 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 Intanwijaya Internasional 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, Intanwijaya Internasional's short interest history, or implied volatility extrapolated from Intanwijaya Internasional options trading.
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Other Information on Investing in Intanwijaya Stock
Intanwijaya Internasional financial ratios help investors to determine whether Intanwijaya 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 Intanwijaya with respect to the benefits of owning Intanwijaya Internasional security.