Indonesia Stock Alpha and Beta Analysis

INDO -  USA Stock  

USD 4.23  0.02  0.47%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indonesia Energy Corp. 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.
Please see Indonesia Energy Backtesting, Indonesia Energy Valuation, Indonesia Energy Correlation, Indonesia Energy Hype Analysis, Indonesia Energy Volatility, Indonesia Energy History and analyze Indonesia Energy Performance.

Indonesia Beta 

 
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Please note that although Indonesia Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Indonesia Energy did 0.31  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Indonesia Energy Corp stock's relative risk over its benchmark. Indonesia Energy Corp has a beta of 0.20  . Let's try to break down what Indonesia's beta means in this case. As returns on the market increase, Indonesia Energy returns are expected to increase less than the market. However, during the bear market, the loss on holding Indonesia Energy will be expected to be smaller as well.
Indonesia Energy Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 1.80. Price to Book Value is expected to rise to 4.63 this year, although Enterprise Value over EBIT will most likely fall to (6.47) .
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 Energy Quarterly Book Value per Share

1.393Share

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-0.31   β0.20
90 days against DJI

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, Jul 25, 2021 and Sat, Oct 23, 2021 is 4.9 with a coefficient of variation of 7.41. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 4.83, and mean deviation of 0.29. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Engie Weighs Sale of Indonesia Geothermal Portfolio - Yahoo ...08/19/2021
2
NA Proactive news snapshot Green Battery Minerals, i-80 Gold...09/09/2021
3
Indonesia considers export tax for products with less than 7...09/17/2021
4
Is Royal Dutch Shell plc ADR Class A The Right Choice in Oil...09/22/2021
5
Petrochemical shares boost Saudi stock market - Arab News09/27/2021
6
Other09/30/2021
7
Indonesian and Indian coal miners rally amid China energy cr...10/12/2021
8
Indonesia stocks, rupiah fall as China coal prices tumble - ...10/20/2021

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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Indonesia Energy Corp 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.

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.
Upcoming Quarterly Report16th of August 2021
Next Fiscal Quarter End31st of March 2021
Next Fiscal Year End16th of May 2022
Last Quarter Report31st of December 2020
Last Earning Announcement31st of March 2020

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Please see Indonesia Energy Backtesting, Indonesia Energy Valuation, Indonesia Energy Correlation, Indonesia Energy Hype Analysis, Indonesia Energy Volatility, Indonesia Energy History and analyze Indonesia Energy Performance. Note that the Indonesia Energy Corp 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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Indonesia Stock analysis

When running Indonesia Energy Corp 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 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.
A focus of Indonesia Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Indonesia Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...