Kokoh Inti (Indonesia) Alpha and Beta Analysis
| KOIN Stock | IDR 70.00 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 Kokoh Inti Arebama. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kokoh Inti over a specified time horizon. Remember, high Kokoh Inti'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 Kokoh Inti's market risk premium analysis include:
Beta 0.6 | Alpha (0.13) | Risk 3.06 | Sharpe Ratio (0.03) | Expected Return (0.09) |
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.
Kokoh |
Kokoh Inti Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kokoh Inti market risk premium is the additional return an investor will receive from holding Kokoh Inti 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 Kokoh Inti. 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 Kokoh Inti's performance over market.| α | -0.13 | β | 0.60 |
Kokoh Inti 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 Kokoh Inti's Buy-and-hold return. Our buy-and-hold chart shows how Kokoh Inti performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kokoh Inti Market Price Analysis
Market price analysis indicators help investors to evaluate how Kokoh Inti stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kokoh Inti shares will generate the highest return on investment. By understating and applying Kokoh Inti stock market price indicators, traders can identify Kokoh Inti position entry and exit signals to maximize returns.
Kokoh Inti Return and Market Media
The median price of Kokoh Inti for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 74.0 with a coefficient of variation of 4.13. The daily time series for the period is distributed with a sample standard deviation of 3.06, arithmetic mean of 74.09, and mean deviation of 2.42. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kokoh Inti 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 Kokoh or other stocks. Alpha measures the amount that position in Kokoh Inti Arebama 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 Kokoh Inti 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, Kokoh Inti's short interest history, or implied volatility extrapolated from Kokoh Inti options trading.
Build Portfolio with Kokoh Inti
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 Kokoh Inti Backtesting, Kokoh Inti Valuation, Kokoh Inti Correlation, Kokoh Inti Hype Analysis, Kokoh Inti Volatility, Kokoh Inti History and analyze Kokoh Inti Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Complementary Tools for Kokoh Stock analysis
When running Kokoh Inti's price analysis, check to measure Kokoh Inti'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 Kokoh Inti is operating at the current time. Most of Kokoh Inti's value examination focuses on studying past and present price action to predict the probability of Kokoh Inti's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kokoh Inti's price. Additionally, you may evaluate how the addition of Kokoh Inti to your portfolios can decrease your overall portfolio volatility.
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