Sime Darby (Malaysia) Performance
| 4197 Stock | 2.30 0.01 0.43% |
The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sime Darby are expected to decrease at a much lower rate. During the bear market, Sime Darby is likely to outperform the market. At this point, Sime Darby Bhd has a negative expected return of -0.0803%. Please make sure to validate Sime Darby's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Sime Darby Bhd 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 Sime Darby Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Sime Darby is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
| Begin Period Cash Flow | 2.4 B | |
| Total Cashflows From Investing Activities | -889 M |
Sime |
Sime Darby Relative Risk vs. Return Landscape
If you would invest 244.00 in Sime Darby Bhd on September 27, 2024 and sell it today you would lose (14.00) from holding Sime Darby Bhd or give up 5.74% of portfolio value over 90 days. Sime Darby Bhd is generating negative expected returns and assumes 1.6489% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Sime, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sime Darby Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sime Darby's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sime Darby Bhd, and traders can use it to determine the average amount a Sime Darby'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 = -0.0487
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 4197 |
Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.08 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 Sime Darby 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 Sime Darby by adding Sime Darby to a well-diversified portfolio.
Sime Darby Fundamentals Growth
Sime Stock prices reflect investors' perceptions of the future prospects and financial health of Sime Darby, and Sime Darby 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 Sime Stock performance.
| Return On Equity | 7.46 | |||
| Current Valuation | 19.11 B | |||
| Price To Book | 0.97 X | |||
| Price To Sales | 0.35 X | |||
| Revenue | 42.5 B | |||
| EBITDA | 2.84 B | |||
| Total Debt | 2.03 B | |||
| Cash Flow From Operations | 816 M | |||
| Total Asset | 30.23 B | |||
About Sime Darby Performance
By examining Sime Darby's fundamental ratios, stakeholders can obtain critical insights into Sime Darby'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 Sime Darby 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 Sime Darby Bhd performance evaluation
Checking the ongoing alerts about Sime Darby for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sime Darby Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sime Darby Bhd generated a negative expected return over the last 90 days |
- Analyzing Sime Darby'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 Sime Darby's stock is overvalued or undervalued compared to its peers.
- Examining Sime Darby'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 Sime Darby's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sime Darby's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sime Darby's stock. These opinions can provide insight into Sime Darby's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sime Stock
Sime Darby financial ratios help investors to determine whether Sime 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 Sime with respect to the benefits of owning Sime Darby security.