PT Multi (Indonesia) Performance
| FOLK Stock | 50.00 0.00 0.00% |
The company owns a Beta (Systematic Risk) of -0.86, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning PT Multi are expected to decrease slowly. On the other hand, during market turmoil, PT Multi is expected to outperform it slightly. PT Multi Garam at this moment owns a risk of 5.26%. Please check PT Multi Garam market risk adjusted performance, semi deviation, variance, as well as the relationship between the mean deviation and downside deviation , to decide if PT Multi Garam will be following its current price history.
Risk-Adjusted Performance
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Over the last 90 days PT Multi Garam has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent forward-looking signals, PT Multi is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
FOLK |
PT Multi Relative Risk vs. Return Landscape
If you would invest 5,300 in PT Multi Garam on September 12, 2024 and sell it today you would lose (300.00) from holding PT Multi Garam or give up 5.66% of portfolio value over 90 days. PT Multi Garam is generating 0.0275% of daily returns and assumes 5.2647% volatility on return distribution over the 90 days horizon. Simply put, 46% of stocks are less volatile than FOLK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PT Multi Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Multi's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PT Multi Garam, and traders can use it to determine the average amount a PT Multi'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 = 0.0052
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| Negative Returns | FOLK |
Estimated Market Risk
| 5.26 actual daily | 46 54% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PT Multi 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 PT Multi by adding PT Multi to a well-diversified portfolio.
Things to note about PT Multi Garam performance evaluation
Checking the ongoing alerts about PT Multi for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PT Multi Garam help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PT Multi Garam had very high historical volatility over the last 90 days |
- Analyzing PT Multi'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 PT Multi's stock is overvalued or undervalued compared to its peers.
- Examining PT Multi'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 PT Multi's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PT Multi's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PT Multi's stock. These opinions can provide insight into PT Multi's potential for growth and whether the stock is currently undervalued or overvalued.