Sapura Energy (Malaysia) Performance
| 5218 Stock | 0.04 0.01 16.67% |
On a scale of 0 to 100, Sapura Energy holds a performance score of 4. The entity has a beta of -0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sapura Energy are expected to decrease at a much lower rate. During the bear market, Sapura Energy is likely to outperform the market. Please check Sapura Energy's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Sapura Energy's existing price patterns will revert.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Sapura Energy Bhd are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Sapura Energy disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Sapura |
Sapura Energy Relative Risk vs. Return Landscape
If you would invest 3.50 in Sapura Energy Bhd on October 21, 2024 and sell it today you would earn a total of 0.00 from holding Sapura Energy Bhd or generate 0.0% return on investment over 90 days. Sapura Energy Bhd is generating 0.737% of daily returns and assumes 12.3207% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Sapura on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sapura Energy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapura Energy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sapura Energy Bhd, and traders can use it to determine the average amount a Sapura Energy'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 = 0.0598
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| Small Returns | 5218 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 12.32 actual daily | 96 96% of assets are less volatile |
Expected Return
| 0.74 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Sapura Energy is performing at about 4% 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 Sapura Energy by adding it to a well-diversified portfolio.
Things to note about Sapura Energy Bhd performance evaluation
Checking the ongoing alerts about Sapura Energy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sapura Energy Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sapura Energy Bhd is way too risky over 90 days horizon | |
| Sapura Energy Bhd has some characteristics of a very speculative penny stock | |
| Sapura Energy Bhd appears to be risky and price may revert if volatility continues |
- Analyzing Sapura Energy'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 Sapura Energy's stock is overvalued or undervalued compared to its peers.
- Examining Sapura Energy'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 Sapura Energy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sapura Energy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sapura Energy's stock. These opinions can provide insight into Sapura Energy's potential for growth and whether the stock is currently undervalued or overvalued.