Semen Indonesia (Indonesia) Alpha and Beta Analysis
| SMGR Stock | IDR 2,310 280.00 10.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Semen Indonesia Persero. It also helps investors analyze the systematic and unsystematic risks associated with investing in Semen Indonesia over a specified time horizon. Remember, high Semen 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 Semen Indonesia's market risk premium analysis include:
Beta (1.02) | Alpha (0.67) | Risk 2.77 | Sharpe Ratio (0.23) | Expected Return (0.64) |
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.
Semen |
Semen Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Semen Indonesia market risk premium is the additional return an investor will receive from holding Semen 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 Semen 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 Semen Indonesia's performance over market.| α | -0.67 | β | -1.02 |
Semen 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 Semen Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how Semen Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Semen Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how Semen 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 Semen Indonesia shares will generate the highest return on investment. By understating and applying Semen Indonesia stock market price indicators, traders can identify Semen Indonesia position entry and exit signals to maximize returns.
Semen Indonesia Return and Market Media
The median price of Semen Indonesia for the period between Sun, Dec 1, 2024 and Sat, Mar 1, 2025 is 2950.0 with a coefficient of variation of 9.41. The daily time series for the period is distributed with a sample standard deviation of 283.14, arithmetic mean of 3007.93, and mean deviation of 248.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Semen 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 Semen or other stocks. Alpha measures the amount that position in Semen Indonesia Persero 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 Semen 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, Semen Indonesia's short interest history, or implied volatility extrapolated from Semen Indonesia options trading.
Build Portfolio with Semen 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
Other Information on Investing in Semen Stock
Semen Indonesia financial ratios help investors to determine whether Semen 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 Semen with respect to the benefits of owning Semen Indonesia security.