Ulima Nitra (Indonesia) Alpha and Beta Analysis
| UNIQ Stock | IDR 630.00 10.00 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ulima Nitra PT. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ulima Nitra over a specified time horizon. Remember, high Ulima Nitra'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 Ulima Nitra's market risk premium analysis include:
Beta (0.15) | Alpha (0.08) | Risk 3.03 | Sharpe Ratio 0.19 | Expected Return 0.59 |
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.
Ulima |
Ulima Nitra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ulima Nitra market risk premium is the additional return an investor will receive from holding Ulima Nitra 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 Ulima Nitra. 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 Ulima Nitra's performance over market.| α | -0.08 | β | -0.15 |
Ulima Nitra 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 Ulima Nitra's Buy-and-hold return. Our buy-and-hold chart shows how Ulima Nitra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ulima Nitra Market Price Analysis
Market price analysis indicators help investors to evaluate how Ulima Nitra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ulima Nitra shares will generate the highest return on investment. By understating and applying Ulima Nitra stock market price indicators, traders can identify Ulima Nitra position entry and exit signals to maximize returns.
Ulima Nitra Return and Market Media
The median price of Ulima Nitra for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 530.0 with a coefficient of variation of 11.44. The daily time series for the period is distributed with a sample standard deviation of 61.65, arithmetic mean of 538.94, and mean deviation of 45.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ulima Nitra 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 Ulima or other stocks. Alpha measures the amount that position in Ulima Nitra PT 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 Ulima Nitra 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, Ulima Nitra's short interest history, or implied volatility extrapolated from Ulima Nitra options trading.
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Other Information on Investing in Ulima Stock
Ulima Nitra financial ratios help investors to determine whether Ulima 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 Ulima with respect to the benefits of owning Ulima Nitra security.