Hoffmen Cleanindo (Indonesia) Performance
| KING Stock | 155.00 6.00 3.73% |
The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hoffmen Cleanindo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hoffmen Cleanindo is expected to be smaller as well. At this point, Hoffmen Cleanindo has a negative expected return of -0.14%. Please make sure to check out Hoffmen Cleanindo's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Hoffmen Cleanindo performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Hoffmen Cleanindo has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting performance, the Stock's forward-looking signals remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the company institutional investors. ...more
Hoffmen |
Hoffmen Cleanindo Relative Risk vs. Return Landscape
If you would invest 17,200 in Hoffmen Cleanindo on September 3, 2024 and sell it today you would lose (1,700) from holding Hoffmen Cleanindo or give up 9.88% of portfolio value over 90 days. Hoffmen Cleanindo is generating negative expected returns and assumes 2.1093% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Hoffmen, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hoffmen Cleanindo Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hoffmen Cleanindo's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hoffmen Cleanindo, and traders can use it to determine the average amount a Hoffmen Cleanindo'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 = -0.0678
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KING |
Estimated Market Risk
| 2.11 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.14 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 Hoffmen Cleanindo 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 Hoffmen Cleanindo by adding Hoffmen Cleanindo to a well-diversified portfolio.
Things to note about Hoffmen Cleanindo performance evaluation
Checking the ongoing alerts about Hoffmen Cleanindo for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hoffmen Cleanindo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hoffmen Cleanindo generated a negative expected return over the last 90 days |
- Analyzing Hoffmen Cleanindo'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 Hoffmen Cleanindo's stock is overvalued or undervalued compared to its peers.
- Examining Hoffmen Cleanindo'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 Hoffmen Cleanindo's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hoffmen Cleanindo's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hoffmen Cleanindo's stock. These opinions can provide insight into Hoffmen Cleanindo's potential for growth and whether the stock is currently undervalued or overvalued.