Indorama Ventures (Thailand) Performance
| IVL Stock | THB 19.30 0.90 4.46% |
The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indorama Ventures' returns are expected to increase less than the market. However, during the bear market, the loss of holding Indorama Ventures is expected to be smaller as well. At this point, Indorama Ventures PCL has a negative expected return of -0.4%. Please make sure to check out Indorama Ventures' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Indorama Ventures PCL 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 Indorama Ventures PCL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's essential indicators 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
| Begin Period Cash Flow | 18.9 B | |
| Total Cashflows From Investing Activities | -25.8 B | |
| Free Cash Flow | 10.6 B |
Indorama |
Indorama Ventures Relative Risk vs. Return Landscape
If you would invest 2,500 in Indorama Ventures PCL on November 29, 2024 and sell it today you would lose (570.00) from holding Indorama Ventures PCL or give up 22.8% of portfolio value over 90 days. Indorama Ventures PCL is producing return of less than zero assuming 2.4092% volatility of returns over the 90 days investment horizon. Simply put, 21% of all stocks have less volatile historical return distribution than Indorama Ventures, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Indorama Ventures Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indorama Ventures' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Indorama Ventures PCL, and traders can use it to determine the average amount a Indorama Ventures' 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 = -0.1666
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IVL |
Estimated Market Risk
| 2.41 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.4 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 Indorama Ventures 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 Indorama Ventures by adding Indorama Ventures to a well-diversified portfolio.
Indorama Ventures Fundamentals Growth
Indorama Stock prices reflect investors' perceptions of the future prospects and financial health of Indorama Ventures, and Indorama Ventures 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 Indorama Stock performance.
| Return On Equity | 0.26 | |||
| Return On Asset | 0.0668 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.10 % | |||
| Current Valuation | 478.05 B | |||
| Shares Outstanding | 5.61 B | |||
| Price To Earning | 9.71 X | |||
| Price To Book | 1.08 X | |||
| Price To Sales | 0.35 X | |||
| Revenue | 468.11 B | |||
| EBITDA | 63.81 B | |||
| Cash And Equivalents | 7.09 B | |||
| Cash Per Share | 1.26 X | |||
| Total Debt | 169.89 B | |||
| Debt To Equity | 95.80 % | |||
| Book Value Per Share | 37.70 X | |||
| Cash Flow From Operations | 33.77 B | |||
| Earnings Per Share | 8.40 X | |||
| Total Asset | 541.83 B | |||
| Retained Earnings | 34.13 B | |||
| Current Asset | 78.85 B | |||
| Current Liabilities | 71.76 B | |||
About Indorama Ventures Performance
By examining Indorama Ventures' fundamental ratios, stakeholders can obtain critical insights into Indorama Ventures' 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 Indorama Ventures 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.
Indorama Ventures Public Company Limited produces and distributes polyethylene terephthalate , purified terephthalic acid , paraxylene, isophthalic acid, ethylene oxide and ethylene glycol, polyester fibers and yarns, and wool products. Indorama Ventures Public Company Limited is a subsidiary of Indorama Resources Limited. INDORAMA VENTURES operates under Chemicals classification in Thailand and is traded on Stock Exchange of Thailand.Things to note about Indorama Ventures PCL performance evaluation
Checking the ongoing alerts about Indorama Ventures for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Indorama Ventures PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Indorama Ventures generated a negative expected return over the last 90 days | |
| Indorama Ventures has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 67.0% of the company shares are held by company insiders |
- Analyzing Indorama Ventures' 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 Indorama Ventures' stock is overvalued or undervalued compared to its peers.
- Examining Indorama Ventures' 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 Indorama Ventures' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Indorama Ventures' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Indorama Ventures' stock. These opinions can provide insight into Indorama Ventures' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Indorama Stock
Indorama Ventures financial ratios help investors to determine whether Indorama 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 Indorama with respect to the benefits of owning Indorama Ventures security.