PT Verona (Indonesia) Performance
| VERN Stock | 160.00 4.00 2.44% |
The company owns a Beta (Systematic Risk) of 0.3, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Verona's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Verona is expected to be smaller as well. At this point, PT Verona Indah has a negative expected return of -0.55%. Please make sure to check PT Verona's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if PT Verona Indah performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days PT Verona Indah 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 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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PT Verona Relative Risk vs. Return Landscape
If you would invest 20,000 in PT Verona Indah on August 31, 2024 and sell it today you would lose (4,000) from holding PT Verona Indah or give up 20.0% of portfolio value over 90 days. PT Verona Indah is generating negative expected returns and assumes 2.5939% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than VERN, 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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PT Verona Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Verona's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PT Verona Indah, and traders can use it to determine the average amount a PT Verona'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 = -0.2129
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| Negative Returns | VERN |
Estimated Market Risk
| 2.59 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.55 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PT Verona 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 PT Verona by adding PT Verona to a well-diversified portfolio.
Things to note about PT Verona Indah performance evaluation
Checking the ongoing alerts about PT Verona for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PT Verona Indah help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PT Verona Indah generated a negative expected return over the last 90 days |
- Analyzing PT Verona'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 PT Verona's stock is overvalued or undervalued compared to its peers.
- Examining PT Verona'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 PT Verona's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PT Verona's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PT Verona's stock. These opinions can provide insight into PT Verona's potential for growth and whether the stock is currently undervalued or overvalued.