Ciptadana Asset (Indonesia) Alpha and Beta Analysis
| XCID Stock | IDR 59.00 3.00 4.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ciptadana Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ciptadana Asset over a specified time horizon. Remember, high Ciptadana Asset'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 Ciptadana Asset's market risk premium analysis include:
Beta (0.55) | Alpha (0.01) | Risk 2.91 | Sharpe Ratio 0.0304 | Expected Return 0.0884 |
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.
Ciptadana |
Ciptadana Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ciptadana Asset market risk premium is the additional return an investor will receive from holding Ciptadana Asset 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 Ciptadana Asset. 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 Ciptadana Asset's performance over market.| α | -0.01 | β | -0.55 |
Ciptadana Asset 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 Ciptadana Asset's Buy-and-hold return. Our buy-and-hold chart shows how Ciptadana Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ciptadana Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Ciptadana Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ciptadana Asset shares will generate the highest return on investment. By understating and applying Ciptadana Asset stock market price indicators, traders can identify Ciptadana Asset position entry and exit signals to maximize returns.
Ciptadana Asset Return and Market Media
The median price of Ciptadana Asset for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 58.38 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 58.43, and mean deviation of 1.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ciptadana Asset 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 Ciptadana or other stocks. Alpha measures the amount that position in Ciptadana Asset Mana 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 Ciptadana Asset 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, Ciptadana Asset's short interest history, or implied volatility extrapolated from Ciptadana Asset options trading.
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Other Information on Investing in Ciptadana Stock
Ciptadana Asset financial ratios help investors to determine whether Ciptadana 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 Ciptadana with respect to the benefits of owning Ciptadana Asset security.