Edaran Bhd (Malaysia) Performance
| 5036 Stock | 1.29 0.01 0.77% |
The firm shows a Beta (market volatility) of -0.024, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Edaran Bhd are expected to decrease at a much lower rate. During the bear market, Edaran Bhd is likely to outperform the market. At this point, Edaran Bhd has a negative expected return of -0.38%. Please make sure to confirm Edaran Bhd's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Edaran 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 Edaran 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
Edaran |
Edaran Bhd Relative Risk vs. Return Landscape
If you would invest 166.00 in Edaran Bhd on December 21, 2024 and sell it today you would lose (37.00) from holding Edaran Bhd or give up 22.29% of portfolio value over 90 days. Edaran Bhd is generating negative expected returns and assumes 3.3081% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Edaran, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Edaran Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Edaran Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Edaran Bhd, and traders can use it to determine the average amount a Edaran 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 = -0.1152
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 5036 |
Estimated Market Risk
| 3.31 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.38 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 Edaran 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 Edaran Bhd by adding Edaran Bhd to a well-diversified portfolio.
Things to note about Edaran Bhd performance evaluation
Checking the ongoing alerts about Edaran Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Edaran Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Edaran Bhd generated a negative expected return over the last 90 days | |
| Edaran Bhd may become a speculative penny stock | |
| Edaran Bhd has high historical volatility and very poor performance |
- Analyzing Edaran 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 Edaran Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Edaran 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 Edaran Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Edaran Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Edaran Bhd's stock. These opinions can provide insight into Edaran Bhd's potential for growth and whether the stock is currently undervalued or overvalued.