PT Multitrend (Indonesia) Performance
| BABY Stock | 222.00 6.00 1.31% |
On a scale of 0 to 100, PT Multitrend holds a performance score of 10. The company owns a Beta (Systematic Risk) of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Multitrend's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Multitrend is expected to be smaller as well. Please check PT Multitrend's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Multitrend's current price history will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in PT Multitrend Indo are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting forward-looking signals, PT Multitrend disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
BABY |
PT Multitrend Relative Risk vs. Return Landscape
If you would invest 21,000 in PT Multitrend Indo on August 26, 2024 and sell it today you would earn a total of 9,000 from holding PT Multitrend Indo or generate 42.86% return on investment over 90 days. PT Multitrend Indo is generating 0.6665% of daily returns and assumes 4.9288% volatility on return distribution over the 90 days horizon. Simply put, 43% of stocks are less volatile than BABY, and 87% 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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PT Multitrend Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Multitrend's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PT Multitrend Indo, and traders can use it to determine the average amount a PT Multitrend'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 = 0.1352
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 4.93 actual daily | 43 57% of assets are more volatile |
Expected Return
| 0.67 actual daily | 13 87% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average PT Multitrend is performing at about 10% 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 PT Multitrend by adding it to a well-diversified portfolio.
Things to note about PT Multitrend Indo performance evaluation
Checking the ongoing alerts about PT Multitrend for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PT Multitrend Indo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PT Multitrend Indo appears to be risky and price may revert if volatility continues |
- Analyzing PT Multitrend'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 PT Multitrend's stock is overvalued or undervalued compared to its peers.
- Examining PT Multitrend'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 PT Multitrend's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PT Multitrend's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PT Multitrend's stock. These opinions can provide insight into PT Multitrend's potential for growth and whether the stock is currently undervalued or overvalued.