Mitra Keluarga (Indonesia) Alpha and Beta Analysis
| MIKA Stock | IDR 2,580 10.00 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mitra Keluarga Karyasehat. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mitra Keluarga over a specified time horizon. Remember, high Mitra Keluarga'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 Mitra Keluarga's market risk premium analysis include:
Beta 0.24 | Alpha (0.28) | Risk 1.86 | Sharpe Ratio (0.13) | Expected Return (0.25) |
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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Mitra Keluarga Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mitra Keluarga market risk premium is the additional return an investor will receive from holding Mitra Keluarga 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 Mitra Keluarga. 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 Mitra Keluarga's performance over market.| α | -0.28 | β | 0.24 |
Mitra Keluarga 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 Mitra Keluarga's Buy-and-hold return. Our buy-and-hold chart shows how Mitra Keluarga performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mitra Keluarga Market Price Analysis
Market price analysis indicators help investors to evaluate how Mitra Keluarga stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mitra Keluarga shares will generate the highest return on investment. By understating and applying Mitra Keluarga stock market price indicators, traders can identify Mitra Keluarga position entry and exit signals to maximize returns.
Mitra Keluarga Return and Market Media
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About Mitra Keluarga 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 Mitra or other stocks. Alpha measures the amount that position in Mitra Keluarga Karyasehat 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 Mitra Keluarga 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, Mitra Keluarga's short interest history, or implied volatility extrapolated from Mitra Keluarga options trading.
Build Portfolio with Mitra Keluarga
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 Mitra Stock
Mitra Keluarga financial ratios help investors to determine whether Mitra 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 Mitra with respect to the benefits of owning Mitra Keluarga security.