CTOS Digital (Malaysia) Performance
| 5301 Stock | 1.11 0.02 1.83% |
The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CTOS Digital's returns are expected to increase less than the market. However, during the bear market, the loss of holding CTOS Digital is expected to be smaller as well. At this point, CTOS Digital Bhd has a negative expected return of -0.11%. Please make sure to confirm CTOS Digital's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if CTOS Digital Bhd performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CTOS Digital 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
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CTOS Digital Relative Risk vs. Return Landscape
If you would invest 119.00 in CTOS Digital Bhd on December 24, 2024 and sell it today you would lose (8.00) from holding CTOS Digital Bhd or give up 6.72% of portfolio value over 90 days. CTOS Digital Bhd is generating negative expected returns and assumes 1.2514% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than CTOS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CTOS Digital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTOS Digital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CTOS Digital Bhd, and traders can use it to determine the average amount a CTOS Digital'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 = -0.088
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| Negative Returns | 5301 |
Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CTOS Digital 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 CTOS Digital by adding CTOS Digital to a well-diversified portfolio.
Things to note about CTOS Digital Bhd performance evaluation
Checking the ongoing alerts about CTOS Digital for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CTOS Digital Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CTOS Digital Bhd generated a negative expected return over the last 90 days | |
| CTOS Digital Bhd may become a speculative penny stock |
- Analyzing CTOS Digital'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 CTOS Digital's stock is overvalued or undervalued compared to its peers.
- Examining CTOS Digital'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 CTOS Digital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CTOS Digital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CTOS Digital's stock. These opinions can provide insight into CTOS Digital's potential for growth and whether the stock is currently undervalued or overvalued.