Indonesian Tobacco (Indonesia) Performance
| ITIC Stock | 220.00 6.00 2.80% |
The company retains a Market Volatility (i.e., Beta) of 0.0896, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Indonesian Tobacco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indonesian Tobacco is expected to be smaller as well. At this point, Indonesian Tobacco Tbk has a negative expected return of -0.31%. Please make sure to check out Indonesian Tobacco's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Indonesian Tobacco Tbk performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Indonesian Tobacco Tbk has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's forward-looking signals remain quite persistent which may send shares a bit higher in March 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
| Total Cashflows From Investing Activities | -4.5 B |
Indonesian |
Indonesian Tobacco Relative Risk vs. Return Landscape
If you would invest 26,600 in Indonesian Tobacco Tbk on November 29, 2024 and sell it today you would lose (4,600) from holding Indonesian Tobacco Tbk or give up 17.29% of portfolio value over 90 days. Indonesian Tobacco Tbk is generating negative expected returns and assumes 1.7845% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Indonesian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Indonesian Tobacco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indonesian Tobacco's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Indonesian Tobacco Tbk, and traders can use it to determine the average amount a Indonesian Tobacco'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 = -0.1742
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ITIC |
Estimated Market Risk
| 1.78 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Indonesian Tobacco 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 Indonesian Tobacco by adding Indonesian Tobacco to a well-diversified portfolio.
Indonesian Tobacco Fundamentals Growth
Indonesian Stock prices reflect investors' perceptions of the future prospects and financial health of Indonesian Tobacco, and Indonesian Tobacco 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 Indonesian Stock performance.
| Return On Equity | 0.0685 | |||
| Return On Asset | 0.0548 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.19 % | |||
| Current Valuation | 473.65 B | |||
| Shares Outstanding | 940.72 M | |||
| Price To Sales | 0.92 X | |||
| Revenue | 238.4 B | |||
| EBITDA | 52.7 B | |||
| Total Debt | 37.13 B | |||
| Book Value Per Share | 365.85 X | |||
| Cash Flow From Operations | 45.58 B | |||
| Earnings Per Share | 21.48 X | |||
| Total Asset | 526.7 B | |||
About Indonesian Tobacco Performance
By examining Indonesian Tobacco's fundamental ratios, stakeholders can obtain critical insights into Indonesian Tobacco's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Indonesian Tobacco is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Indonesian Tobacco Tbk performance evaluation
Checking the ongoing alerts about Indonesian Tobacco for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Indonesian Tobacco Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Indonesian Tobacco generated a negative expected return over the last 90 days | |
| About 71.0% of the company shares are held by company insiders |
- Analyzing Indonesian Tobacco'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 Indonesian Tobacco's stock is overvalued or undervalued compared to its peers.
- Examining Indonesian Tobacco'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 Indonesian Tobacco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Indonesian Tobacco's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Indonesian Tobacco's stock. These opinions can provide insight into Indonesian Tobacco's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Indonesian Stock
Indonesian Tobacco financial ratios help investors to determine whether Indonesian Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Indonesian with respect to the benefits of owning Indonesian Tobacco security.