Indofood Sukses Makmur Stock Alpha and Beta Analysis
| PIFMY Stock | USD 24.89 1.22 5.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indofood Sukses Makmur. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indofood Sukses over a specified time horizon. Remember, high Indofood Sukses' 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 Indofood Sukses' market risk premium analysis include:
Beta (1.01) | Alpha 0.35 | Risk 3.36 | Sharpe Ratio 0.0786 | Expected Return 0.26 |
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.
Indofood |
Indofood Sukses Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indofood Sukses market risk premium is the additional return an investor will receive from holding Indofood Sukses 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 Indofood Sukses. 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 Indofood Sukses' performance over market.| α | 0.35 | β | -1.01 |
Indofood Sukses 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 Indofood Sukses' Buy-and-hold return. Our buy-and-hold chart shows how Indofood Sukses performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indofood Sukses Market Price Analysis
Market price analysis indicators help investors to evaluate how Indofood Sukses pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indofood Sukses shares will generate the highest return on investment. By understating and applying Indofood Sukses pink sheet market price indicators, traders can identify Indofood Sukses position entry and exit signals to maximize returns.
Indofood Sukses Return and Market Media
The median price of Indofood Sukses for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 23.25 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 23.36, and mean deviation of 0.79. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Indofood Sukses 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 Indofood or other pink sheets. Alpha measures the amount that position in Indofood Sukses Makmur 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 Indofood Sukses 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, Indofood Sukses' short interest history, or implied volatility extrapolated from Indofood Sukses options trading.
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Additional Tools for Indofood Pink Sheet Analysis
When running Indofood Sukses' price analysis, check to measure Indofood Sukses' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Indofood Sukses is operating at the current time. Most of Indofood Sukses' value examination focuses on studying past and present price action to predict the probability of Indofood Sukses' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indofood Sukses' price. Additionally, you may evaluate how the addition of Indofood Sukses to your portfolios can decrease your overall portfolio volatility.