Buana Finance (Indonesia) Alpha and Beta Analysis
| BBLD Stock | IDR 575.00 5.00 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Buana Finance Tbk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Buana Finance over a specified time horizon. Remember, high Buana Finance'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 Buana Finance's market risk premium analysis include:
Beta (0.15) | Alpha (0.15) | Risk 4.23 | Sharpe Ratio 0.0168 | Expected Return 0.0712 |
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.
Buana |
Buana Finance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Buana Finance market risk premium is the additional return an investor will receive from holding Buana Finance 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 Buana Finance. 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 Buana Finance's performance over market.| α | -0.15 | β | -0.15 |
Buana Finance 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 Buana Finance's Buy-and-hold return. Our buy-and-hold chart shows how Buana Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Buana Finance Market Price Analysis
Market price analysis indicators help investors to evaluate how Buana Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Buana Finance shares will generate the highest return on investment. By understating and applying Buana Finance stock market price indicators, traders can identify Buana Finance position entry and exit signals to maximize returns.
Buana Finance Return and Market Media
The median price of Buana Finance for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 570.0 with a coefficient of variation of 7.56. The daily time series for the period is distributed with a sample standard deviation of 43.0, arithmetic mean of 569.02, and mean deviation of 32.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Buana Finance 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 Buana or other stocks. Alpha measures the amount that position in Buana Finance Tbk 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 Buana Finance 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, Buana Finance's short interest history, or implied volatility extrapolated from Buana Finance options trading.
Build Portfolio with Buana Finance
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 Buana Finance Backtesting, Buana Finance Valuation, Buana Finance Correlation, Buana Finance Hype Analysis, Buana Finance Volatility, Buana Finance History and analyze Buana Finance Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Buana Stock analysis
When running Buana Finance's price analysis, check to measure Buana Finance'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 Buana Finance is operating at the current time. Most of Buana Finance's value examination focuses on studying past and present price action to predict the probability of Buana Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Buana Finance's price. Additionally, you may evaluate how the addition of Buana Finance to your portfolios can decrease your overall portfolio volatility.
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Buana Finance 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.