Dunia Virtual (Indonesia) Performance
| AREA Stock | 194.00 4.00 2.11% |
The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dunia Virtual are expected to decrease at a much lower rate. During the bear market, Dunia Virtual is likely to outperform the market. At this point, Dunia Virtual Online has a negative expected return of -0.24%. Please make sure to confirm Dunia Virtual's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Dunia Virtual Online 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 Dunia Virtual Online 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 forward-looking signals remain quite persistent which may send shares a bit higher in February 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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Dunia Virtual Relative Risk vs. Return Landscape
If you would invest 23,000 in Dunia Virtual Online on October 24, 2024 and sell it today you would lose (3,600) from holding Dunia Virtual Online or give up 15.65% of portfolio value over 90 days. Dunia Virtual Online is generating negative expected returns and assumes 3.1629% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Dunia, 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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Dunia Virtual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dunia Virtual's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Dunia Virtual Online, and traders can use it to determine the average amount a Dunia Virtual'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 = -0.0754
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| Negative Returns | AREA |
Estimated Market Risk
| 3.16 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.24 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 Dunia Virtual 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 Dunia Virtual by adding Dunia Virtual to a well-diversified portfolio.
Things to note about Dunia Virtual Online performance evaluation
Checking the ongoing alerts about Dunia Virtual for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Dunia Virtual Online help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dunia Virtual Online generated a negative expected return over the last 90 days | |
| Dunia Virtual Online has high historical volatility and very poor performance |
- Analyzing Dunia Virtual'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 Dunia Virtual's stock is overvalued or undervalued compared to its peers.
- Examining Dunia Virtual'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 Dunia Virtual's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dunia Virtual's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Dunia Virtual's stock. These opinions can provide insight into Dunia Virtual's potential for growth and whether the stock is currently undervalued or overvalued.