Sampoerna Agro (Indonesia) Performance
| SGRO Stock | IDR 2,070 20.00 0.98% |
Sampoerna Agro has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.0996, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sampoerna Agro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sampoerna Agro is expected to be smaller as well. Sampoerna Agro Tbk right now has a risk of 0.97%. Please validate Sampoerna Agro jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Sampoerna Agro will be following its existing price patterns.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Sampoerna Agro Tbk are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent forward-looking signals, Sampoerna Agro is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
| Begin Period Cash Flow | 249.6 B | |
| Total Cashflows From Investing Activities | -347.9 B |
Sampoerna |
Sampoerna Agro Relative Risk vs. Return Landscape
If you would invest 199,000 in Sampoerna Agro Tbk on September 3, 2024 and sell it today you would earn a total of 8,000 from holding Sampoerna Agro Tbk or generate 4.02% return on investment over 90 days. Sampoerna Agro Tbk is generating 0.0672% of daily returns and assumes 0.9697% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Sampoerna, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sampoerna Agro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sampoerna Agro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sampoerna Agro Tbk, and traders can use it to determine the average amount a Sampoerna Agro'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 = 0.0693
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Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Sampoerna Agro is performing at about 5% 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 Fundamentals Growth
Sampoerna Stock prices reflect investors' perceptions of the future prospects and financial health of Sampoerna Agro, and Sampoerna Agro 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 Sampoerna Stock performance.
| Return On Equity | 0.23 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.33 % | |||
| Current Valuation | 6.59 T | |||
| Shares Outstanding | 1.82 B | |||
| Price To Book | 0.77 X | |||
| Price To Sales | 0.73 X | |||
| Revenue | 5.22 T | |||
| EBITDA | 1.47 T | |||
| Cash And Equivalents | 496.31 B | |||
| Total Debt | 2.87 T | |||
| Book Value Per Share | 2,753 X | |||
| Cash Flow From Operations | 1.77 T | |||
| Earnings Per Share | 604.00 X | |||
| Total Asset | 9.75 T | |||
About Sampoerna Agro Performance
By examining Sampoerna Agro's fundamental ratios, stakeholders can obtain critical insights into Sampoerna Agro'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 Sampoerna Agro 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 Sampoerna Agro Tbk performance evaluation
Checking the ongoing alerts about Sampoerna Agro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sampoerna Agro Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 87.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Sampoerna Agro'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 Sampoerna Agro's stock is overvalued or undervalued compared to its peers.
- Examining Sampoerna Agro'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 Sampoerna Agro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sampoerna Agro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sampoerna Agro's stock. These opinions can provide insight into Sampoerna Agro's potential for growth and whether the stock is currently undervalued or overvalued.
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.