Radiant Utama (Indonesia) Alpha and Beta Analysis
| RUIS Stock | IDR 171.00 2.00 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Radiant Utama Interinsco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Radiant Utama over a specified time horizon. Remember, high Radiant Utama'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 Radiant Utama's market risk premium analysis include:
Beta (0.36) | Alpha (0.21) | Risk 1.75 | Sharpe Ratio (0.13) | Expected Return (0.22) |
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.
Radiant |
Radiant Utama Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Radiant Utama market risk premium is the additional return an investor will receive from holding Radiant Utama 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 Radiant Utama. 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 Radiant Utama's performance over market.| α | -0.21 | β | -0.36 |
Radiant Utama 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 Radiant Utama's Buy-and-hold return. Our buy-and-hold chart shows how Radiant Utama performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Radiant Utama Market Price Analysis
Market price analysis indicators help investors to evaluate how Radiant Utama stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Radiant Utama shares will generate the highest return on investment. By understating and applying Radiant Utama stock market price indicators, traders can identify Radiant Utama position entry and exit signals to maximize returns.
Radiant Utama Return and Market Media
The median price of Radiant Utama for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 187.0 with a coefficient of variation of 4.65. The daily time series for the period is distributed with a sample standard deviation of 8.6, arithmetic mean of 184.96, and mean deviation of 7.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Radiant Utama 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 Radiant or other stocks. Alpha measures the amount that position in Radiant Utama Interinsco 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 Radiant Utama 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, Radiant Utama's short interest history, or implied volatility extrapolated from Radiant Utama options trading.
Build Portfolio with Radiant Utama
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 Radiant Utama Backtesting, Radiant Utama Valuation, Radiant Utama Correlation, Radiant Utama Hype Analysis, Radiant Utama Volatility, Radiant Utama History and analyze Radiant Utama Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Radiant Stock analysis
When running Radiant Utama's price analysis, check to measure Radiant Utama'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 Radiant Utama is operating at the current time. Most of Radiant Utama's value examination focuses on studying past and present price action to predict the probability of Radiant Utama's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Radiant Utama's price. Additionally, you may evaluate how the addition of Radiant Utama to your portfolios can decrease your overall portfolio volatility.
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Radiant Utama 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.