Sunway Bhd (Malaysia) Performance
| 5211 Stock | 4.85 0.05 1.02% |
On a scale of 0 to 100, Sunway Bhd holds a performance score of 13. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sunway Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sunway Bhd is expected to be smaller as well. Please check Sunway Bhd's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Sunway Bhd's existing price patterns will revert.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Sunway Bhd are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Sunway Bhd disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Sunway |
Sunway Bhd Relative Risk vs. Return Landscape
If you would invest 411.00 in Sunway Bhd on September 2, 2024 and sell it today you would earn a total of 74.00 from holding Sunway Bhd or generate 18.0% return on investment over 90 days. Sunway Bhd is generating 0.2767% of daily returns and assumes 1.6655% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Sunway, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sunway Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunway Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sunway Bhd, and traders can use it to determine the average amount a Sunway Bhd'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 = 0.1662
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 5211 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Sunway Bhd is performing at about 13% 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 Sunway Bhd by adding it to a well-diversified portfolio.
Things to note about Sunway Bhd performance evaluation
Checking the ongoing alerts about Sunway Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sunway Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sunway Bhd's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sunway Bhd's stock performance include:- Analyzing Sunway Bhd'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 Sunway Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Sunway Bhd'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 Sunway Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sunway Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sunway Bhd's stock. These opinions can provide insight into Sunway Bhd's potential for growth and whether the stock is currently undervalued or overvalued.