Ginting Jaya (Indonesia) Alpha and Beta Analysis
| WOWS Stock | IDR 10.00 1.00 9.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ginting Jaya Energi. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ginting Jaya over a specified time horizon. Remember, high Ginting Jaya'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 Ginting Jaya's market risk premium analysis include:
Beta 0.39 | Alpha (2.35) | Risk 4.39 | Sharpe Ratio (0.67) | Expected Return (2.95) |
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.
Ginting |
Ginting Jaya Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ginting Jaya market risk premium is the additional return an investor will receive from holding Ginting Jaya 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 Ginting Jaya. 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 Ginting Jaya's performance over market.| α | -2.35 | β | 0.39 |
Ginting Jaya 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 Ginting Jaya's Buy-and-hold return. Our buy-and-hold chart shows how Ginting Jaya performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ginting Jaya Market Price Analysis
Market price analysis indicators help investors to evaluate how Ginting Jaya stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ginting Jaya shares will generate the highest return on investment. By understating and applying Ginting Jaya stock market price indicators, traders can identify Ginting Jaya position entry and exit signals to maximize returns.
Ginting Jaya Return and Market Media
The median price of Ginting Jaya for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 50.0 with a coefficient of variation of 35.36. The daily time series for the period is distributed with a sample standard deviation of 14.5, arithmetic mean of 41.02, and mean deviation of 12.37. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ginting Jaya 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 Ginting or other stocks. Alpha measures the amount that position in Ginting Jaya Energi 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 Ginting Jaya 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, Ginting Jaya's short interest history, or implied volatility extrapolated from Ginting Jaya options trading.
Build Portfolio with Ginting Jaya
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 Ginting Jaya Backtesting, Ginting Jaya Valuation, Ginting Jaya Correlation, Ginting Jaya Hype Analysis, Ginting Jaya Volatility, Ginting Jaya History and analyze Ginting Jaya Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Ginting Stock analysis
When running Ginting Jaya's price analysis, check to measure Ginting Jaya'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 Ginting Jaya is operating at the current time. Most of Ginting Jaya's value examination focuses on studying past and present price action to predict the probability of Ginting Jaya's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ginting Jaya's price. Additionally, you may evaluate how the addition of Ginting Jaya to your portfolios can decrease your overall portfolio volatility.
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Ginting Jaya 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.