Farm Price (Malaysia) Performance
| 0304 Stock | 0.54 0.01 1.82% |
The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Farm Price's returns are expected to increase less than the market. However, during the bear market, the loss of holding Farm Price is expected to be smaller as well. At this point, Farm Price Holdings has a negative expected return of -0.0967%. Please make sure to confirm Farm Price's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Farm Price Holdings 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 Farm Price Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Farm Price is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Farm |
Farm Price Relative Risk vs. Return Landscape
If you would invest 58.00 in Farm Price Holdings on September 1, 2024 and sell it today you would lose (4.00) from holding Farm Price Holdings or give up 6.9% of portfolio value over 90 days. Farm Price Holdings is generating negative expected returns and assumes 1.8468% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Farm, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Farm Price Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farm Price's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Farm Price Holdings, and traders can use it to determine the average amount a Farm Price'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 = -0.0524
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| Negative Returns | 0304 |
Estimated Market Risk
| 1.85 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.1 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 Farm Price 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 Farm Price by adding Farm Price to a well-diversified portfolio.
Things to note about Farm Price Holdings performance evaluation
Checking the ongoing alerts about Farm Price for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Farm Price Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Farm Price Holdings generated a negative expected return over the last 90 days | |
| Farm Price Holdings has some characteristics of a very speculative penny stock |
- Analyzing Farm Price'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 Farm Price's stock is overvalued or undervalued compared to its peers.
- Examining Farm Price'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 Farm Price's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Farm Price's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Farm Price's stock. These opinions can provide insight into Farm Price's potential for growth and whether the stock is currently undervalued or overvalued.