Transcoal Pacific (Indonesia) Performance
| TCPI Stock | 5,675 75.00 1.30% |
The entity has a beta of 0.0415, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transcoal Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transcoal Pacific is expected to be smaller as well. At this point, Transcoal Pacific Tbk has a negative expected return of -0.23%. Please make sure to validate Transcoal Pacific's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Transcoal Pacific Tbk performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Transcoal Pacific Tbk has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's forward-looking signals remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
| Begin Period Cash Flow | 34.1 B | |
| Total Cashflows From Investing Activities | -312.6 B |
Transcoal |
Transcoal Pacific Relative Risk vs. Return Landscape
If you would invest 655,000 in Transcoal Pacific Tbk on December 25, 2024 and sell it today you would lose (87,500) from holding Transcoal Pacific Tbk or give up 13.36% of portfolio value over 90 days. Transcoal Pacific Tbk is generating negative expected returns and assumes 1.809% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Transcoal, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Transcoal Pacific Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transcoal Pacific's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Transcoal Pacific Tbk, and traders can use it to determine the average amount a Transcoal Pacific'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 = -0.1299
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TCPI |
Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Transcoal Pacific 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 Transcoal Pacific by adding Transcoal Pacific to a well-diversified portfolio.
Transcoal Pacific Fundamentals Growth
Transcoal Stock prices reflect investors' perceptions of the future prospects and financial health of Transcoal Pacific, and Transcoal Pacific fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Transcoal Stock performance.
| Return On Equity | 0.0686 | |||
| Return On Asset | 0.0462 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 45.61 T | |||
| Shares Outstanding | 5 B | |||
| Price To Book | 29.84 X | |||
| Price To Sales | 23.94 X | |||
| Revenue | 1.67 T | |||
| EBITDA | 178.21 B | |||
| Total Debt | 251.41 B | |||
| Book Value Per Share | 300.75 X | |||
| Cash Flow From Operations | 452.68 B | |||
| Earnings Per Share | 20.00 X | |||
| Total Asset | 2.85 T | |||
About Transcoal Pacific Performance
By examining Transcoal Pacific's fundamental ratios, stakeholders can obtain critical insights into Transcoal Pacific's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Transcoal Pacific is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Transcoal Pacific Tbk performance evaluation
Checking the ongoing alerts about Transcoal Pacific for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Transcoal Pacific Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transcoal Pacific generated a negative expected return over the last 90 days |
- Analyzing Transcoal Pacific'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 Transcoal Pacific's stock is overvalued or undervalued compared to its peers.
- Examining Transcoal Pacific'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 Transcoal Pacific's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transcoal Pacific's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Transcoal Pacific's stock. These opinions can provide insight into Transcoal Pacific's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Transcoal Stock
Transcoal Pacific financial ratios help investors to determine whether Transcoal Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Transcoal with respect to the benefits of owning Transcoal Pacific security.