Mesiniaga Bhd (Malaysia) Performance
| 5011 Stock | 1.53 0.12 7.27% |
The company secures a Beta (Market Risk) of 0.0328, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mesiniaga Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mesiniaga Bhd is expected to be smaller as well. At this point, Mesiniaga Bhd has a negative expected return of -0.0035%. Please make sure to verify Mesiniaga Bhd's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Mesiniaga Bhd performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Mesiniaga Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Mesiniaga Bhd is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Mesiniaga |
Mesiniaga Bhd Relative Risk vs. Return Landscape
If you would invest 155.00 in Mesiniaga Bhd on October 18, 2024 and sell it today you would lose (2.00) from holding Mesiniaga Bhd or give up 1.29% of portfolio value over 90 days. Mesiniaga Bhd is generating negative expected returns and assumes 1.8908% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Mesiniaga, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mesiniaga Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mesiniaga Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mesiniaga Bhd, and traders can use it to determine the average amount a Mesiniaga 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 = -0.0019
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 5011 |
Estimated Market Risk
| 1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mesiniaga Bhd 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 Mesiniaga Bhd by adding Mesiniaga Bhd to a well-diversified portfolio.
Things to note about Mesiniaga Bhd performance evaluation
Checking the ongoing alerts about Mesiniaga Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mesiniaga Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mesiniaga Bhd generated a negative expected return over the last 90 days | |
| Mesiniaga Bhd may become a speculative penny stock |
- Analyzing Mesiniaga 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 Mesiniaga Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Mesiniaga 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 Mesiniaga Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mesiniaga Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mesiniaga Bhd's stock. These opinions can provide insight into Mesiniaga Bhd's potential for growth and whether the stock is currently undervalued or overvalued.