Sampoerna Agro (Indonesia) Price on November 3, 2023
| SGRO Stock | IDR 2,020 10.00 0.49% |
If you're considering investing in Sampoerna Stock, it is important to understand the factors that can impact its price. As of today, the current price of Sampoerna Agro stands at 2,020, as last reported on the 26th of November, with the highest price reaching 2,030 and the lowest price hitting 2,020 during the day. As of now, Sampoerna Stock is very steady. Sampoerna Agro Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0254, which indicates the firm had a 0.0254% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sampoerna Agro Tbk, which you can use to evaluate the volatility of the company. Please validate Sampoerna Agro's Semi Deviation of 0.7797, coefficient of variation of 3464.68, and Risk Adjusted Performance of 0.0239 to confirm if the risk estimate we provide is consistent with the expected return of 0.0243%.
Sampoerna Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Sampoerna |
Sharpe Ratio = 0.0254
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Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Sampoerna Agro is performing at about 2% 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 Sampoerna Agro by adding it to a well-diversified portfolio.
Sampoerna Agro Valuation on November 3, 2023
It is possible to determine the worth of Sampoerna Agro on a given historical date. On November 3, 2023 Sampoerna was worth 1903.61 at the beginning of the trading date compared to the closed value of 1884.76. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Sampoerna Agro stock. Still, in general, we apply an absolute valuation method to find Sampoerna Agro's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Sampoerna Agro where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Sampoerna Agro's related companies.
| Open | High | Low | Close | Volume | |
| 1,880 | 1,913 | 1,875 | 1,904 | 58,300 | |
11/03/2023 | 1,904 | 1,904 | 1,880 | 1,885 | 37,300 |
| 1,885 | 1,894 | 1,871 | 1,885 | 46,800 |
| Backtest Sampoerna Agro | | | Sampoerna Agro History | | | Sampoerna Agro Valuation | Previous | Next |
Sampoerna Agro Trading Date Momentum on November 3, 2023
| On November 06 2023 Sampoerna Agro Tbk was traded for 1,885 at the closing time. The highest price during the trading period was 1,894 and the lowest recorded bid was listed for 1,871 . The volume for the day was 46.8 K. This history from November 6, 2023 did not result in any price rise and fall. The trading price change to the current price is 0.50% . |
Sampoerna Agro Tbk Fundamentals Correlations and Trends
By evaluating Sampoerna Agro's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Sampoerna Agro's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Sampoerna financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Sampoerna Agro Stock history
Sampoerna Agro investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Sampoerna is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sampoerna Agro Tbk will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sampoerna Agro stock prices may prove useful in developing a viable investing in Sampoerna Agro
Sampoerna Agro Stock Technical Analysis
Sampoerna Agro technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Sampoerna Agro Period Price Range
Low | November 26, 2024
| High |
0.00 | 0.00 |
Sampoerna Agro Tbk cannot be verified against its exchange. Please verify the symbol is currently traded on Jakarta Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Sampoerna Agro November 26, 2024 Market Strength
Market strength indicators help investors to evaluate how Sampoerna Agro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sampoerna Agro shares will generate the highest return on investment. By undertsting and applying Sampoerna Agro stock market strength indicators, traders can identify Sampoerna Agro Tbk entry and exit signals to maximize returns
Sampoerna Agro Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sampoerna Agro's price direction in advance. Along with the technical and fundamental analysis of Sampoerna Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sampoerna to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0239 | |||
| Jensen Alpha | 0.0439 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.07) |
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Other Information on Investing in Sampoerna Stock
Sampoerna Agro financial ratios help investors to determine whether Sampoerna 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 Sampoerna with respect to the benefits of owning Sampoerna Agro security.