San Miguel (Philippines) Performance
| SMC2I Stock | 71.85 0.65 0.90% |
The entity has a beta of 0.08, which indicates not very significant fluctuations relative to the market. As returns on the market increase, San Miguel's returns are expected to increase less than the market. However, during the bear market, the loss of holding San Miguel is expected to be smaller as well. At this point, San Miguel Corp has a negative expected return of -0.0106%. Please make sure to validate San Miguel's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if San Miguel Corp performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Weak
Weak | Strong |
Over the last 90 days San Miguel Corp has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable fundamental indicators, San Miguel is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
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San Miguel Relative Risk vs. Return Landscape
If you would invest 7,250 in San Miguel Corp on December 13, 2024 and sell it today you would lose (65.00) from holding San Miguel Corp or give up 0.9% of portfolio value over 90 days. San Miguel Corp is generating negative expected returns and assumes 1.0266% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than San, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
San Miguel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for San Miguel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as San Miguel Corp, and traders can use it to determine the average amount a San Miguel'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 = -0.0104
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| Negative Returns | SMC2I |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average San Miguel 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 San Miguel by adding San Miguel to a well-diversified portfolio.
Things to note about San Miguel Corp performance evaluation
Checking the ongoing alerts about San Miguel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for San Miguel Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| San Miguel Corp generated a negative expected return over the last 90 days |
- Analyzing San Miguel'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 San Miguel's stock is overvalued or undervalued compared to its peers.
- Examining San Miguel'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 San Miguel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of San Miguel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of San Miguel's stock. These opinions can provide insight into San Miguel's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for San Stock Analysis
When running San Miguel's price analysis, check to measure San Miguel'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 San Miguel is operating at the current time. Most of San Miguel's value examination focuses on studying past and present price action to predict the probability of San Miguel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Miguel's price. Additionally, you may evaluate how the addition of San Miguel to your portfolios can decrease your overall portfolio volatility.