ATA IMS (Malaysia) Performance
| 8176 Stock | 0.28 0.01 3.45% |
The firm owns a Beta (Systematic Risk) of -0.09, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ATA IMS are expected to decrease at a much lower rate. During the bear market, ATA IMS is likely to outperform the market. At this point, ATA IMS Bhd has a negative expected return of -0.43%. Please make sure to confirm ATA IMS's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if ATA IMS Bhd performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ATA IMS 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
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ATA IMS Relative Risk vs. Return Landscape
If you would invest 38.00 in ATA IMS Bhd on September 1, 2024 and sell it today you would lose (10.00) from holding ATA IMS Bhd or give up 26.32% of portfolio value over 90 days. ATA IMS Bhd is generating negative expected returns and assumes 3.0819% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than ATA, 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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ATA IMS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATA IMS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ATA IMS Bhd, and traders can use it to determine the average amount a ATA IMS'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 = -0.1394
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| Negative Returns | 8176 |
Estimated Market Risk
| 3.08 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.43 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ATA IMS 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 ATA IMS by adding ATA IMS to a well-diversified portfolio.
Things to note about ATA IMS Bhd performance evaluation
Checking the ongoing alerts about ATA IMS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ATA IMS Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ATA IMS Bhd generated a negative expected return over the last 90 days | |
| ATA IMS Bhd has some characteristics of a very speculative penny stock | |
| ATA IMS Bhd has high historical volatility and very poor performance |
- Analyzing ATA IMS'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 ATA IMS's stock is overvalued or undervalued compared to its peers.
- Examining ATA IMS'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 ATA IMS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ATA IMS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ATA IMS's stock. These opinions can provide insight into ATA IMS's potential for growth and whether the stock is currently undervalued or overvalued.