PBA Holdings (Malaysia) Performance
| 5041 Stock | 2.15 0.01 0.46% |
The firm owns a Beta (Systematic Risk) of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, PBA Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding PBA Holdings is expected to be smaller as well. At this point, PBA Holdings Bhd has a negative expected return of -0.23%. Please make sure to check PBA Holdings' mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if PBA Holdings Bhd performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days PBA Holdings Bhd 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
PBA |
PBA Holdings Relative Risk vs. Return Landscape
If you would invest 255.00 in PBA Holdings Bhd on August 30, 2024 and sell it today you would lose (38.00) from holding PBA Holdings Bhd or give up 14.9% of portfolio value over 90 days. PBA Holdings Bhd is generating negative expected returns and assumes 2.7048% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than PBA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PBA Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PBA Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PBA Holdings Bhd, and traders can use it to determine the average amount a PBA Holdings' 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 = -0.0845
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 5041 |
Estimated Market Risk
| 2.7 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.23 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 PBA Holdings 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 PBA Holdings by adding PBA Holdings to a well-diversified portfolio.
Things to note about PBA Holdings Bhd performance evaluation
Checking the ongoing alerts about PBA Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PBA Holdings Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PBA Holdings Bhd generated a negative expected return over the last 90 days |
- Analyzing PBA Holdings' 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 PBA Holdings' stock is overvalued or undervalued compared to its peers.
- Examining PBA Holdings' 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 PBA Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of PBA Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PBA Holdings' stock. These opinions can provide insight into PBA Holdings' potential for growth and whether the stock is currently undervalued or overvalued.