Pelayaran Kurnia (Indonesia) Performance
| KLAS Stock | 103.00 6.00 5.50% |
The company holds a Beta of -0.98, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Pelayaran Kurnia are expected to decrease slowly. On the other hand, during market turmoil, Pelayaran Kurnia is expected to outperform it slightly. At this point, Pelayaran Kurnia Lautan has a negative expected return of -0.0697%. Please make sure to check Pelayaran Kurnia's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Pelayaran Kurnia Lautan performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Pelayaran Kurnia Lautan has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent forward-looking signals, Pelayaran Kurnia is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Pelayaran |
Pelayaran Kurnia Relative Risk vs. Return Landscape
If you would invest 12,115 in Pelayaran Kurnia Lautan on September 26, 2024 and sell it today you would lose (1,815) from holding Pelayaran Kurnia Lautan or give up 14.98% of portfolio value over 90 days. Pelayaran Kurnia Lautan is generating negative expected returns and assumes 6.0261% volatility on return distribution over the 90 days horizon. Simply put, 53% of stocks are less volatile than Pelayaran, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pelayaran Kurnia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pelayaran Kurnia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pelayaran Kurnia Lautan, and traders can use it to determine the average amount a Pelayaran Kurnia'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 = -0.0116
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| Negative Returns | KLAS |
Estimated Market Risk
| 6.03 actual daily | 53 53% of assets are less volatile |
Expected Return
| -0.07 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 Pelayaran Kurnia 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 Pelayaran Kurnia by adding Pelayaran Kurnia to a well-diversified portfolio.
Things to note about Pelayaran Kurnia Lautan performance evaluation
Checking the ongoing alerts about Pelayaran Kurnia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pelayaran Kurnia Lautan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pelayaran Kurnia generated a negative expected return over the last 90 days | |
| Pelayaran Kurnia has high historical volatility and very poor performance |
- Analyzing Pelayaran Kurnia'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 Pelayaran Kurnia's stock is overvalued or undervalued compared to its peers.
- Examining Pelayaran Kurnia'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 Pelayaran Kurnia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pelayaran Kurnia's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pelayaran Kurnia's stock. These opinions can provide insight into Pelayaran Kurnia's potential for growth and whether the stock is currently undervalued or overvalued.