PT Homeco (Indonesia) Performance
| LIVE Stock | 147.00 13.00 8.12% |
The company owns a Beta (Systematic Risk) of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Homeco's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Homeco is expected to be smaller as well. PT Homeco Victoria at this moment owns a risk of 8.46%. Please check PT Homeco Victoria mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if PT Homeco Victoria will be following its current price history.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days PT Homeco Victoria has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent forward-looking signals, PT Homeco is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
LIVE |
PT Homeco Relative Risk vs. Return Landscape
If you would invest 17,500 in PT Homeco Victoria on December 24, 2024 and sell it today you would lose (2,800) from holding PT Homeco Victoria or give up 16.0% of portfolio value over 90 days. PT Homeco Victoria is generating 0.059% of daily returns and assumes 8.4634% volatility on return distribution over the 90 days horizon. Simply put, 75% of stocks are less volatile than LIVE, 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 Homeco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Homeco's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PT Homeco Victoria, and traders can use it to determine the average amount a PT Homeco'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 = 0.007
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | LIVE |
| Negative Returns |
Estimated Market Risk
| 8.46 actual daily | 75 75% of assets are less volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PT Homeco 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 Homeco by adding PT Homeco to a well-diversified portfolio.
Things to note about PT Homeco Victoria performance evaluation
Checking the ongoing alerts about PT Homeco for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PT Homeco Victoria help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PT Homeco Victoria had very high historical volatility over the last 90 days |
- Analyzing PT Homeco'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 Homeco's stock is overvalued or undervalued compared to its peers.
- Examining PT Homeco'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 Homeco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PT Homeco's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PT Homeco's stock. These opinions can provide insight into PT Homeco's potential for growth and whether the stock is currently undervalued or overvalued.