Tambun Indah (Malaysia) Performance
| 5191 Stock | 0.89 0.01 1.11% |
The entity has a beta of -0.0909, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tambun Indah are expected to decrease at a much lower rate. During the bear market, Tambun Indah is likely to outperform the market. At this point, Tambun Indah Land has a negative expected return of -0.14%. Please make sure to validate Tambun Indah's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Tambun Indah Land 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 Tambun Indah Land 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
Tambun |
Tambun Indah Relative Risk vs. Return Landscape
If you would invest 98.00 in Tambun Indah Land on September 4, 2024 and sell it today you would lose (9.00) from holding Tambun Indah Land or give up 9.18% of portfolio value over 90 days. Tambun Indah Land is generating negative expected returns and assumes 1.2737% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Tambun, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Tambun Indah Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tambun Indah's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Tambun Indah Land, and traders can use it to determine the average amount a Tambun Indah'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 = -0.1136
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 5191 |
Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.14 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 Tambun Indah 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 Tambun Indah by adding Tambun Indah to a well-diversified portfolio.
Things to note about Tambun Indah Land performance evaluation
Checking the ongoing alerts about Tambun Indah for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Tambun Indah Land help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Tambun Indah Land generated a negative expected return over the last 90 days | |
| Tambun Indah Land has some characteristics of a very speculative penny stock |
- Analyzing Tambun Indah'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 Tambun Indah's stock is overvalued or undervalued compared to its peers.
- Examining Tambun Indah'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 Tambun Indah's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Tambun Indah's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Tambun Indah's stock. These opinions can provide insight into Tambun Indah's potential for growth and whether the stock is currently undervalued or overvalued.