Hanjaya Mandala (Indonesia) Alpha and Beta Analysis
| HMSP Stock | IDR 835.00 10.00 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hanjaya Mandala Sampoerna. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hanjaya Mandala over a specified time horizon. Remember, high Hanjaya Mandala'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 Hanjaya Mandala's market risk premium analysis include:
Beta 0.32 | Alpha (0.09) | Risk 1.42 | Sharpe Ratio (0.05) | Expected Return (0.08) |
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.
Hanjaya |
Hanjaya Mandala Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hanjaya Mandala market risk premium is the additional return an investor will receive from holding Hanjaya Mandala 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 Hanjaya Mandala. 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 Hanjaya Mandala's performance over market.| α | -0.09 | β | 0.32 |
Hanjaya Mandala 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 Hanjaya Mandala's Buy-and-hold return. Our buy-and-hold chart shows how Hanjaya Mandala performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hanjaya Mandala Market Price Analysis
Market price analysis indicators help investors to evaluate how Hanjaya Mandala stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hanjaya Mandala shares will generate the highest return on investment. By understating and applying Hanjaya Mandala stock market price indicators, traders can identify Hanjaya Mandala position entry and exit signals to maximize returns.
Hanjaya Mandala Return and Market Media
The median price of Hanjaya Mandala for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 855.0 with a coefficient of variation of 2.16. The daily time series for the period is distributed with a sample standard deviation of 18.64, arithmetic mean of 861.89, and mean deviation of 15.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hanjaya Mandala 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 Hanjaya or other stocks. Alpha measures the amount that position in Hanjaya Mandala Sampoerna 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 Hanjaya Mandala 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, Hanjaya Mandala's short interest history, or implied volatility extrapolated from Hanjaya Mandala options trading.
Build Portfolio with Hanjaya Mandala
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 Hanjaya Mandala Backtesting, Hanjaya Mandala Valuation, Hanjaya Mandala Correlation, Hanjaya Mandala Hype Analysis, Hanjaya Mandala Volatility, Hanjaya Mandala History and analyze Hanjaya Mandala Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Hanjaya Stock analysis
When running Hanjaya Mandala's price analysis, check to measure Hanjaya Mandala'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 Hanjaya Mandala is operating at the current time. Most of Hanjaya Mandala's value examination focuses on studying past and present price action to predict the probability of Hanjaya Mandala's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanjaya Mandala's price. Additionally, you may evaluate how the addition of Hanjaya Mandala to your portfolios can decrease your overall portfolio volatility.
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |
Hanjaya Mandala 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.