Frontken Bhd (Malaysia) Performance
| 0128 Stock | 3.66 0.10 2.81% |
The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Frontken Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontken Bhd is expected to be smaller as well. At this point, Frontken Bhd has a negative expected return of -0.3%. Please make sure to confirm Frontken Bhd's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Frontken Bhd performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Frontken Bhd 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 basic indicators remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Frontken |
Frontken Bhd Relative Risk vs. Return Landscape
If you would invest 446.00 in Frontken Bhd on December 19, 2024 and sell it today you would lose (80.00) from holding Frontken Bhd or give up 17.94% of portfolio value over 90 days. Frontken Bhd is generating negative expected returns and assumes 2.5235% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Frontken, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Frontken Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontken Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Frontken Bhd, and traders can use it to determine the average amount a Frontken 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 = -0.1203
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0128 |
Estimated Market Risk
| 2.52 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Frontken 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 Frontken Bhd by adding Frontken Bhd to a well-diversified portfolio.
Things to note about Frontken Bhd performance evaluation
Checking the ongoing alerts about Frontken Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Frontken Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Frontken Bhd generated a negative expected return over the last 90 days |
- Analyzing Frontken 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 Frontken Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Frontken 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 Frontken Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Frontken Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Frontken Bhd's stock. These opinions can provide insight into Frontken Bhd's potential for growth and whether the stock is currently undervalued or overvalued.