Indonesia Energy Stock Alpha and Beta Analysis
| INDO Stock | USD 3.09 0.03 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indonesia Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indonesia Energy over a specified time horizon. Remember, high Indonesia Energy'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 Indonesia Energy's market risk premium analysis include:
Beta (6.79) | Alpha 1.34 | Risk 13.08 | Sharpe Ratio 0.0864 | Expected Return 1.13 |
Enterprise Value |
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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.
Indonesia |
Indonesia Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indonesia Energy market risk premium is the additional return an investor will receive from holding Indonesia Energy 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 Indonesia Energy. 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 Indonesia Energy's performance over market.| α | 1.34 | β | -6.79 |
Indonesia Energy 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 Indonesia Energy's Buy-and-hold return. Our buy-and-hold chart shows how Indonesia Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indonesia Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Indonesia Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indonesia Energy shares will generate the highest return on investment. By understating and applying Indonesia Energy stock market price indicators, traders can identify Indonesia Energy position entry and exit signals to maximize returns.
Indonesia Energy Return and Market Media
The median price of Indonesia Energy for the period between Sun, Mar 3, 2024 and Sat, Jun 1, 2024 is 3.08 with a coefficient of variation of 29.49. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 3.24, and mean deviation of 0.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | PT Adaro Energy Indonesia Tbk Short Interest Up 100.0 percent in February - Defense World | 03/13/2024 |
2 | Contrasting California Resources and Indonesia Energy - Defense World | 03/28/2024 |
3 | Why Is Indonesia Energy Stock Up 100 percent Today - InvestorPlace | 04/12/2024 |
4 | Indonesia Energy Shares Down 0.5 percent - Defense World | 05/09/2024 |
5 | - Analyzing Indonesia Energy Corps Short Interest - Indonesia Energy Corp - Benzinga | 05/17/2024 |
About Indonesia Energy 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 Indonesia or other stocks. Alpha measures the amount that position in Indonesia Energy 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 2.06 | 5.69 | 4.85 | 3.7 | Days Of Inventory On Hand | 15.1 | 10.86 | 14.83 | 25.3 |
Indonesia Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Indonesia Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Indonesia Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Indonesia Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Indonesia Energy. Please utilize our Beneish M Score to check the likelihood of Indonesia Energy's management manipulating its earnings.
| 6th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of September 2023 Last Quarter Report | View |
Build Portfolio with Indonesia Energy
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Align your risk with return expectations
Check out Indonesia Energy Backtesting, Indonesia Energy Valuation, Indonesia Energy Correlation, Indonesia Energy Hype Analysis, Indonesia Energy Volatility, Indonesia Energy History and analyze Indonesia Energy Performance. To learn how to invest in Indonesia Stock, please use our How to Invest in Indonesia Energy guide.Note that the Indonesia Energy information on this page should be used as a complementary analysis to other Indonesia Energy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Indonesia Stock analysis
When running Indonesia Energy's price analysis, check to measure Indonesia Energy's 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 Indonesia Energy is operating at the current time. Most of Indonesia Energy's value examination focuses on studying past and present price action to predict the probability of Indonesia Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indonesia Energy's price. Additionally, you may evaluate how the addition of Indonesia Energy to your portfolios can decrease your overall portfolio volatility.
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Indonesia Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.