CPE Technology (Malaysia) Performance
| 5317 Stock | 0.90 0.04 4.26% |
The firm shows a Beta (market volatility) of 0.054, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CPE Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding CPE Technology is expected to be smaller as well. At this point, CPE Technology Berhad has a negative expected return of -0.25%. Please make sure to confirm CPE Technology's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if CPE Technology Berhad performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days CPE Technology Berhad 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 basic indicators remain quite persistent which may send shares a bit higher in December 2024. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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CPE Technology Relative Risk vs. Return Landscape
If you would invest 108.00 in CPE Technology Berhad on August 28, 2024 and sell it today you would lose (18.00) from holding CPE Technology Berhad or give up 16.67% of portfolio value over 90 days. CPE Technology Berhad is generating negative expected returns and assumes 3.0241% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than CPE, 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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CPE Technology Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPE Technology's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CPE Technology Berhad, and traders can use it to determine the average amount a CPE Technology'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 = -0.0823
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| Negative Returns | 5317 |
Estimated Market Risk
| 3.02 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CPE Technology 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 CPE Technology by adding CPE Technology to a well-diversified portfolio.
Things to note about CPE Technology Berhad performance evaluation
Checking the ongoing alerts about CPE Technology for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CPE Technology Berhad help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CPE Technology generated a negative expected return over the last 90 days | |
| CPE Technology has some characteristics of a very speculative penny stock | |
| CPE Technology has high historical volatility and very poor performance |
- Analyzing CPE Technology'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 CPE Technology's stock is overvalued or undervalued compared to its peers.
- Examining CPE Technology'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 CPE Technology's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CPE Technology's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CPE Technology's stock. These opinions can provide insight into CPE Technology's potential for growth and whether the stock is currently undervalued or overvalued.