Digital Mediatama (Indonesia) Alpha and Beta Analysis
| DMMX Stock | IDR 85.00 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 Digital Mediatama Maxima. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digital Mediatama over a specified time horizon. Remember, high Digital Mediatama'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 Digital Mediatama's market risk premium analysis include:
Beta 0.62 | Alpha (1.81) | Risk 3.84 | Sharpe Ratio (0.54) | Expected Return (2.07) |
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.
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Digital Mediatama Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digital Mediatama market risk premium is the additional return an investor will receive from holding Digital Mediatama 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 Digital Mediatama. 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 Digital Mediatama's performance over market.| α | -1.81 | β | 0.62 |
Digital Mediatama 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 Digital Mediatama's Buy-and-hold return. Our buy-and-hold chart shows how Digital Mediatama performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Digital Mediatama Market Price Analysis
Market price analysis indicators help investors to evaluate how Digital Mediatama stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Digital Mediatama shares will generate the highest return on investment. By understating and applying Digital Mediatama stock market price indicators, traders can identify Digital Mediatama position entry and exit signals to maximize returns.
Digital Mediatama Return and Market Media
The median price of Digital Mediatama for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 198.0 with a coefficient of variation of 39.74. The daily time series for the period is distributed with a sample standard deviation of 77.48, arithmetic mean of 194.94, and mean deviation of 69.85. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Digital Mediatama 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 Digital or other stocks. Alpha measures the amount that position in Digital Mediatama Maxima 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 Digital Mediatama 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, Digital Mediatama's short interest history, or implied volatility extrapolated from Digital Mediatama options trading.
Build Portfolio with Digital Mediatama
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 Digital Mediatama Backtesting, Digital Mediatama Valuation, Digital Mediatama Correlation, Digital Mediatama Hype Analysis, Digital Mediatama Volatility, Digital Mediatama History and analyze Digital Mediatama 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 Digital Stock analysis
When running Digital Mediatama's price analysis, check to measure Digital Mediatama'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 Digital Mediatama is operating at the current time. Most of Digital Mediatama's value examination focuses on studying past and present price action to predict the probability of Digital Mediatama's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digital Mediatama's price. Additionally, you may evaluate how the addition of Digital Mediatama to your portfolios can decrease your overall portfolio volatility.
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Digital Mediatama 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.