Gamuda Bhd (Malaysia) Performance
| 5398 Stock | 9.61 0.01 0.10% |
On a scale of 0 to 100, Gamuda Bhd holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gamuda Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gamuda Bhd is expected to be smaller as well. Please check Gamuda Bhd's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Gamuda Bhd's current trending patterns will revert.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Gamuda Bhd are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Gamuda Bhd disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
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Gamuda Bhd Relative Risk vs. Return Landscape
If you would invest 780.00 in Gamuda Bhd on September 18, 2024 and sell it today you would earn a total of 180.00 from holding Gamuda Bhd or generate 23.08% return on investment over 90 days. Gamuda Bhd is generating 0.335% of daily returns and assumes 1.4342% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Gamuda, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Gamuda Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gamuda Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Gamuda Bhd, and traders can use it to determine the average amount a Gamuda 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 = 0.2336
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.34 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Gamuda Bhd is performing at about 18% of its full potential. 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 Gamuda Bhd by adding it to a well-diversified portfolio.
Things to note about Gamuda Bhd performance evaluation
Checking the ongoing alerts about Gamuda Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Gamuda Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Gamuda Bhd's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Gamuda Bhd's stock performance include:- Analyzing Gamuda 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 Gamuda Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Gamuda 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 Gamuda Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gamuda Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Gamuda Bhd's stock. These opinions can provide insight into Gamuda Bhd's potential for growth and whether the stock is currently undervalued or overvalued.