Insas Bhd (Malaysia) Performance
| 3379 Stock | 0.85 0.01 1.19% |
The company retains a Market Volatility (i.e., Beta) of 0.0946, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Insas Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insas Bhd is expected to be smaller as well. At this point, Insas Bhd has a negative expected return of -0.11%. Please make sure to check out Insas Bhd's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Insas 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 Insas Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting performance, the Stock's basic indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the company institutional investors. ...more
Insas |
Insas Bhd Relative Risk vs. Return Landscape
If you would invest 91.00 in Insas Bhd on December 20, 2024 and sell it today you would lose (6.00) from holding Insas Bhd or give up 6.59% of portfolio value over 90 days. Insas Bhd is generating negative expected returns and assumes 0.9774% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Insas, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Insas Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insas Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Insas Bhd, and traders can use it to determine the average amount a Insas 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 = -0.1134
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3379 |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Insas 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 Insas Bhd by adding Insas Bhd to a well-diversified portfolio.
Things to note about Insas Bhd performance evaluation
Checking the ongoing alerts about Insas Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Insas Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Insas Bhd generated a negative expected return over the last 90 days | |
| Insas Bhd has some characteristics of a very speculative penny stock |
- Analyzing Insas 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 Insas Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Insas 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 Insas Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Insas Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Insas Bhd's stock. These opinions can provide insight into Insas Bhd's potential for growth and whether the stock is currently undervalued or overvalued.