Citra Marga (Indonesia) Alpha and Beta Analysis
| CMNP Stock | IDR 1,550 10.00 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citra Marga Nusaphala. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citra Marga over a specified time horizon. Remember, high Citra Marga'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 Citra Marga's market risk premium analysis include:
Beta (0.37) | Alpha 0.065 | Risk 1.11 | Sharpe Ratio 0.0386 | Expected Return 0.043 |
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.
Citra |
Citra Marga Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citra Marga market risk premium is the additional return an investor will receive from holding Citra Marga 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 Citra Marga. 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 Citra Marga's performance over market.| α | 0.06 | β | -0.37 |
Citra Marga 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 Citra Marga's Buy-and-hold return. Our buy-and-hold chart shows how Citra Marga performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citra Marga Market Price Analysis
Market price analysis indicators help investors to evaluate how Citra Marga stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citra Marga shares will generate the highest return on investment. By understating and applying Citra Marga stock market price indicators, traders can identify Citra Marga position entry and exit signals to maximize returns.
Citra Marga Return and Market Media
The median price of Citra Marga for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 1540.0 with a coefficient of variation of 2.29. The daily time series for the period is distributed with a sample standard deviation of 35.3, arithmetic mean of 1544.02, and mean deviation of 29.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Citra Marga 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 Citra or other stocks. Alpha measures the amount that position in Citra Marga Nusaphala 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 Citra Marga 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, Citra Marga's short interest history, or implied volatility extrapolated from Citra Marga options trading.
Build Portfolio with Citra Marga
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
Check out Citra Marga Backtesting, Citra Marga Valuation, Citra Marga Correlation, Citra Marga Hype Analysis, Citra Marga Volatility, Citra Marga History and analyze Citra Marga Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for Citra Stock analysis
When running Citra Marga's price analysis, check to measure Citra Marga'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 Citra Marga is operating at the current time. Most of Citra Marga's value examination focuses on studying past and present price action to predict the probability of Citra Marga's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citra Marga's price. Additionally, you may evaluate how the addition of Citra Marga to your portfolios can decrease your overall portfolio volatility.
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Citra Marga 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.