LBI Capital (Malaysia) Performance

8494 Stock   0.43  0.05  10.42%   
The firm secures a Beta (Market Risk) of 1.48, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, LBI Capital will likely underperform. At this point, LBI Capital Bhd has a negative expected return of -0.0328%. Please make sure to verify LBI Capital's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if LBI Capital Bhd performance from the past will be repeated in the future.

Risk-Adjusted Performance

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Over the last 90 days LBI Capital Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, LBI Capital is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
  

LBI Capital Relative Risk vs. Return Landscape

If you would invest  46.00  in LBI Capital Bhd on August 26, 2024 and sell it today you would lose (3.00) from holding LBI Capital Bhd or give up 6.52% of portfolio value over 90 days. LBI Capital Bhd is generating negative expected returns and assumes 3.8788% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than LBI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon LBI Capital is expected to under-perform the market. In addition to that, the company is 5.09 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.15 per unit of volatility.

LBI Capital Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for LBI Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as LBI Capital Bhd, and traders can use it to determine the average amount a LBI Capital'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 = -0.0085

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Negative Returns8494

Estimated Market Risk

 3.88
  actual daily
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66% of assets are more volatile

Expected Return

 -0.03
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.01
  actual daily
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Most of other assets perform better
Based on monthly moving average LBI Capital 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 LBI Capital by adding LBI Capital to a well-diversified portfolio.

Things to note about LBI Capital Bhd performance evaluation

Checking the ongoing alerts about LBI Capital for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for LBI Capital Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
LBI Capital Bhd generated a negative expected return over the last 90 days
LBI Capital Bhd has some characteristics of a very speculative penny stock
LBI Capital Bhd has high historical volatility and very poor performance
Evaluating LBI Capital's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate LBI Capital's stock performance include:
  • Analyzing LBI Capital'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 LBI Capital's stock is overvalued or undervalued compared to its peers.
  • Examining LBI Capital'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 LBI Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of LBI Capital's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of LBI Capital's stock. These opinions can provide insight into LBI Capital's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating LBI Capital's stock performance is not an exact science, and many factors can impact LBI Capital's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.