PT Intiland (Germany) Alpha and Beta Analysis
| DIIA Stock | EUR 0 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PT Intiland Development. It also helps investors analyze the systematic and unsystematic risks associated with investing in PT Intiland over a specified time horizon. Remember, high PT Intiland'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 PT Intiland's market risk premium analysis include:
Beta 0.7 | Alpha 0.005136 | Risk 3.13 | Sharpe Ratio 0.0884 | Expected Return 0.28 |
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.
DIIA |
PT Intiland Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PT Intiland market risk premium is the additional return an investor will receive from holding PT Intiland 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 PT Intiland. 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 PT Intiland's performance over market.| α | 0.01 | β | 0.70 |
PT Intiland 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 PT Intiland's Buy-and-hold return. Our buy-and-hold chart shows how PT Intiland performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PT Intiland Market Price Analysis
Market price analysis indicators help investors to evaluate how PT Intiland stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PT Intiland shares will generate the highest return on investment. By understating and applying PT Intiland stock market price indicators, traders can identify PT Intiland position entry and exit signals to maximize returns.
PT Intiland Return and Market Media
The median price of PT Intiland for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 0.004 with a coefficient of variation of 7.89. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PT Intiland 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 DIIA or other stocks. Alpha measures the amount that position in PT Intiland Development 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 PT Intiland 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, PT Intiland's short interest history, or implied volatility extrapolated from PT Intiland options trading.
Build Portfolio with PT Intiland
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 PT Intiland Backtesting, PT Intiland Valuation, PT Intiland Correlation, PT Intiland Hype Analysis, PT Intiland Volatility, PT Intiland History and analyze PT Intiland Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for DIIA Stock analysis
When running PT Intiland's price analysis, check to measure PT Intiland'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 PT Intiland is operating at the current time. Most of PT Intiland's value examination focuses on studying past and present price action to predict the probability of PT Intiland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PT Intiland's price. Additionally, you may evaluate how the addition of PT Intiland to your portfolios can decrease your overall portfolio volatility.
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PT Intiland 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.