MSCM Holdings (Malaysia) Performance
| 0041 Stock | 0.01 0.01 100.00% |
MSCM Holdings holds a performance score of 14 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -3.72, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MSCM Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, MSCM Holdings is expected to outperform it. Use MSCM Holdings Bhd mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on MSCM Holdings Bhd.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MSCM Holdings Bhd are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, MSCM Holdings disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
MSCM |
MSCM Holdings Relative Risk vs. Return Landscape
If you would invest 1.50 in MSCM Holdings Bhd on December 25, 2024 and sell it today you would lose (0.50) from holding MSCM Holdings Bhd or give up 33.33% of portfolio value over 90 days. MSCM Holdings Bhd is generating 8.3333% of daily returns and assumes 46.6468% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than MSCM on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MSCM Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCM Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MSCM Holdings Bhd, and traders can use it to determine the average amount a MSCM Holdings' 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 = 0.1786
| Best Portfolio | Best Equity | 0041 | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 46.65 actual daily | 96 96% of assets are less volatile |
Expected Return
| 4.96 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average MSCM Holdings is performing at about 14% of its full potential. 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 MSCM Holdings by adding it to a well-diversified portfolio.
Things to note about MSCM Holdings Bhd performance evaluation
Checking the ongoing alerts about MSCM Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MSCM Holdings Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MSCM Holdings Bhd is way too risky over 90 days horizon | |
| MSCM Holdings Bhd has some characteristics of a very speculative penny stock | |
| MSCM Holdings Bhd appears to be risky and price may revert if volatility continues |
- Analyzing MSCM Holdings' 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 MSCM Holdings' stock is overvalued or undervalued compared to its peers.
- Examining MSCM Holdings' 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 MSCM Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of MSCM Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MSCM Holdings' stock. These opinions can provide insight into MSCM Holdings' potential for growth and whether the stock is currently undervalued or overvalued.