DMCI Holdings (Philippines) Performance
| DMC Stock | 10.32 0.16 1.53% |
The firm owns a Beta (Systematic Risk) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DMCI Holdings are expected to decrease at a much lower rate. During the bear market, DMCI Holdings is likely to outperform the market. At this point, DMCI Holdings has a negative expected return of -0.11%. Please make sure to confirm DMCI Holdings' coefficient of variation, treynor ratio, skewness, as well as the relationship between the jensen alpha and value at risk , to decide if DMCI Holdings performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days DMCI Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's technical and fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
| Price Earnings Ratio | 8.6357 | |
| Total Cashflows From Investing Activities | -4.5 B |
DMCI |
DMCI Holdings Relative Risk vs. Return Landscape
If you would invest 1,121 in DMCI Holdings on September 24, 2024 and sell it today you would lose (89.00) from holding DMCI Holdings or give up 7.94% of portfolio value over 90 days. DMCI Holdings is generating negative expected returns and assumes 1.6969% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than DMCI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DMCI Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DMCI Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DMCI Holdings, and traders can use it to determine the average amount a DMCI Holdings' 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 = -0.0678
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DMC |
Estimated Market Risk
| 1.7 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DMCI Holdings 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 DMCI Holdings by adding DMCI Holdings to a well-diversified portfolio.
DMCI Holdings Fundamentals Growth
DMCI Stock prices reflect investors' perceptions of the future prospects and financial health of DMCI Holdings, and DMCI Holdings 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 DMCI Stock performance.
| Revenue | 108.34 B | |||
| Cash And Equivalents | 5 B | |||
| Total Debt | 41.71 B | |||
| Cash Flow From Operations | 22.47 B | |||
| Earnings Per Share | 0.46 X | |||
| Total Asset | 215.15 B | |||
About DMCI Holdings Performance
By analyzing DMCI Holdings' fundamental ratios, stakeholders can gain valuable insights into DMCI Holdings' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DMCI Holdings has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if DMCI Holdings has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about DMCI Holdings performance evaluation
Checking the ongoing alerts about DMCI Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DMCI Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DMCI Holdings generated a negative expected return over the last 90 days |
- Analyzing DMCI Holdings' 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 DMCI Holdings' stock is overvalued or undervalued compared to its peers.
- Examining DMCI Holdings' 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 DMCI Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of DMCI Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DMCI Holdings' stock. These opinions can provide insight into DMCI Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for DMCI Stock analysis
When running DMCI Holdings' price analysis, check to measure DMCI Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DMCI Holdings is operating at the current time. Most of DMCI Holdings' value examination focuses on studying past and present price action to predict the probability of DMCI Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DMCI Holdings' price. Additionally, you may evaluate how the addition of DMCI Holdings to your portfolios can decrease your overall portfolio volatility.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |