San Miguel (Philippines) Performance
| SMC2I Stock | 72.80 0.70 0.97% |
San Miguel has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.0181, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning San Miguel are expected to decrease at a much lower rate. During the bear market, San Miguel is likely to outperform the market. San Miguel Corp right now has a risk of 0.87%. Please validate San Miguel potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if San Miguel will be following its existing price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in San Miguel Corp are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental indicators, San Miguel is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
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San Miguel Relative Risk vs. Return Landscape
If you would invest 6,955 in San Miguel Corp on October 23, 2024 and sell it today you would earn a total of 315.00 from holding San Miguel Corp or generate 4.53% return on investment over 90 days. San Miguel Corp is generating 0.0906% of daily returns and assumes 0.8663% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than San, and 99% 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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San Miguel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for San Miguel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as San Miguel Corp, and traders can use it to determine the average amount a San Miguel'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 = 0.1045
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average San Miguel is performing at about 8% 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 San Miguel by adding it to a well-diversified portfolio.
Things to note about San Miguel Corp performance evaluation
Checking the ongoing alerts about San Miguel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for San Miguel Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating San Miguel's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate San Miguel's stock performance include:- Analyzing San Miguel'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 San Miguel's stock is overvalued or undervalued compared to its peers.
- Examining San Miguel'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 San Miguel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of San Miguel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of San Miguel's stock. These opinions can provide insight into San Miguel's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for San Stock Analysis
When running San Miguel's price analysis, check to measure San Miguel's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy San Miguel is operating at the current time. Most of San Miguel's value examination focuses on studying past and present price action to predict the probability of San Miguel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Miguel's price. Additionally, you may evaluate how the addition of San Miguel to your portfolios can decrease your overall portfolio volatility.