Fraser Neave (Malaysia) Performance
| 3689 Stock | 23.42 0.04 0.17% |
The firm shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, Fraser Neave's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fraser Neave is expected to be smaller as well. At this point, Fraser Neave Holdings has a negative expected return of -0.27%. Please make sure to confirm Fraser Neave's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Fraser Neave Holdings 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 Fraser Neave Holdings 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
| Begin Period Cash Flow | 555.4 M | |
| Total Cashflows From Investing Activities | -195.1 M |
Fraser |
Fraser Neave Relative Risk vs. Return Landscape
If you would invest 2,765 in Fraser Neave Holdings on December 26, 2024 and sell it today you would lose (423.00) from holding Fraser Neave Holdings or give up 15.3% of portfolio value over 90 days. Fraser Neave Holdings is generating negative expected returns and assumes 1.3742% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Fraser, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fraser Neave Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fraser Neave's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fraser Neave Holdings, and traders can use it to determine the average amount a Fraser Neave'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 = -0.1977
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3689 |
Estimated Market Risk
| 1.37 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fraser Neave 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 Fraser Neave by adding Fraser Neave to a well-diversified portfolio.
Fraser Neave Fundamentals Growth
Fraser Stock prices reflect investors' perceptions of the future prospects and financial health of Fraser Neave, and Fraser Neave fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fraser Stock performance.
| Return On Equity | 13.21 | |||
| Current Valuation | 7.61 B | |||
| Price To Book | 2.69 X | |||
| Price To Sales | 1.85 X | |||
| Revenue | 4.47 B | |||
| EBITDA | 586.68 M | |||
| Cash And Equivalents | 461.89 M | |||
| Total Debt | 263.02 M | |||
| Cash Flow From Operations | 107.01 M | |||
| Total Asset | 4.19 B | |||
About Fraser Neave Performance
By examining Fraser Neave's fundamental ratios, stakeholders can obtain critical insights into Fraser Neave's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Fraser Neave is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Fraser Neave Holdings performance evaluation
Checking the ongoing alerts about Fraser Neave for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fraser Neave Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fraser Neave generated a negative expected return over the last 90 days |
- Analyzing Fraser Neave'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 Fraser Neave's stock is overvalued or undervalued compared to its peers.
- Examining Fraser Neave'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 Fraser Neave's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fraser Neave's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fraser Neave's stock. These opinions can provide insight into Fraser Neave's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fraser Stock
Fraser Neave financial ratios help investors to determine whether Fraser Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fraser with respect to the benefits of owning Fraser Neave security.