Multi Makmur (Indonesia) Performance
| PIPA Stock | 17.00 1.00 5.56% |
On a scale of 0 to 100, Multi Makmur holds a performance score of 9. The company secures a Beta (Market Risk) of -1.07, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Multi Makmur are expected to decrease slowly. On the other hand, during market turmoil, Multi Makmur is expected to outperform it slightly. Please check Multi Makmur's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Multi Makmur's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Multi Makmur Lemindo are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting forward-looking signals, Multi Makmur disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
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Multi Makmur Relative Risk vs. Return Landscape
If you would invest 1,200 in Multi Makmur Lemindo on December 25, 2024 and sell it today you would earn a total of 500.00 from holding Multi Makmur Lemindo or generate 41.67% return on investment over 90 days. Multi Makmur Lemindo is generating 0.8333% of daily returns and assumes 6.6738% volatility on return distribution over the 90 days horizon. Simply put, 59% of stocks are less volatile than Multi, and 84% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Multi Makmur Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi Makmur's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Multi Makmur Lemindo, and traders can use it to determine the average amount a Multi Makmur'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 = 0.1249
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Estimated Market Risk
| 6.67 actual daily | 59 59% of assets are less volatile |
Expected Return
| 0.83 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Multi Makmur is performing at about 9% of its full potential. 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 Multi Makmur by adding it to a well-diversified portfolio.
Things to note about Multi Makmur Lemindo performance evaluation
Checking the ongoing alerts about Multi Makmur for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Multi Makmur Lemindo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Multi Makmur Lemindo is way too risky over 90 days horizon | |
| Multi Makmur Lemindo appears to be risky and price may revert if volatility continues |
- Analyzing Multi Makmur'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 Multi Makmur's stock is overvalued or undervalued compared to its peers.
- Examining Multi Makmur'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 Multi Makmur's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Multi Makmur's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Multi Makmur's stock. These opinions can provide insight into Multi Makmur's potential for growth and whether the stock is currently undervalued or overvalued.