Genting Bhd (Malaysia) Performance
| 3182 Stock | 3.87 0.03 0.78% |
The company retains a Market Volatility (i.e., Beta) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Genting Bhd are expected to decrease at a much lower rate. During the bear market, Genting Bhd is likely to outperform the market. At this point, Genting Bhd has a negative expected return of -0.094%. Please make sure to check out Genting Bhd's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Genting Bhd performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Genting Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Genting Bhd is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Genting |
Genting Bhd Relative Risk vs. Return Landscape
If you would invest 412.00 in Genting Bhd on October 9, 2024 and sell it today you would lose (25.00) from holding Genting Bhd or give up 6.07% of portfolio value over 90 days. Genting Bhd is generating negative expected returns and assumes 1.1894% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Genting, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Genting Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genting Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Genting Bhd, and traders can use it to determine the average amount a Genting Bhd's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.079
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3182 |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Genting Bhd is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Genting Bhd by adding Genting Bhd to a well-diversified portfolio.
Things to note about Genting Bhd performance evaluation
Checking the ongoing alerts about Genting Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Genting Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Genting Bhd generated a negative expected return over the last 90 days |
- Analyzing Genting Bhd's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Genting Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Genting Bhd's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Genting Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Genting Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Genting Bhd's stock. These opinions can provide insight into Genting Bhd's potential for growth and whether the stock is currently undervalued or overvalued.