Multi Makmur (Indonesia) Performance
| PIPA Stock | 9.00 1.00 10.00% |
The company secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multi Makmur are expected to decrease at a much lower rate. During the bear market, Multi Makmur is likely to outperform the market. At this point, Multi Makmur Lemindo has a negative expected return of -0.29%. Please make sure to verify Multi Makmur's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Multi Makmur Lemindo performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Multi Makmur Lemindo has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's forward-looking signals remain quite persistent which may send shares a bit higher in December 2024. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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Multi Makmur Relative Risk vs. Return Landscape
If you would invest 1,200 in Multi Makmur Lemindo on September 1, 2024 and sell it today you would lose (300.00) from holding Multi Makmur Lemindo or give up 25.0% of portfolio value over 90 days. Multi Makmur Lemindo is generating negative expected returns and assumes 5.8267% volatility on return distribution over the 90 days horizon. Simply put, 51% of stocks are less volatile than Multi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Multi Makmur Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi Makmur's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Multi Makmur Lemindo, and traders can use it to determine the average amount a Multi Makmur'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 = -0.0495
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| Negative Returns | PIPA |
Estimated Market Risk
| 5.83 actual daily | 51 51% of assets are less volatile |
Expected Return
| -0.29 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Multi Makmur 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 Multi Makmur by adding Multi Makmur to a well-diversified portfolio.
Things to note about Multi Makmur Lemindo performance evaluation
Checking the ongoing alerts about Multi Makmur for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Multi Makmur Lemindo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Multi Makmur Lemindo generated a negative expected return over the last 90 days | |
| Multi Makmur Lemindo has high historical volatility and very poor performance |
- Analyzing Multi Makmur'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 Multi Makmur's stock is overvalued or undervalued compared to its peers.
- Examining Multi Makmur'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 Multi Makmur's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Multi Makmur's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Multi Makmur's stock. These opinions can provide insight into Multi Makmur's potential for growth and whether the stock is currently undervalued or overvalued.