Smartfren Telecom (Indonesia) Performance
| FREN Stock | IDR 25.00 1.00 3.85% |
The entity has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Smartfren Telecom are expected to decrease at a much lower rate. During the bear market, Smartfren Telecom is likely to outperform the market. At this point, Smartfren Telecom Tbk has a negative expected return of -0.22%. Please make sure to validate Smartfren Telecom's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Smartfren Telecom Tbk 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 Smartfren Telecom Tbk 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 December 2024. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
| Begin Period Cash Flow | 654.5 B | |
| Total Cashflows From Investing Activities | -2.7 T |
Smartfren |
Smartfren Telecom Relative Risk vs. Return Landscape
If you would invest 3,000 in Smartfren Telecom Tbk on August 23, 2024 and sell it today you would lose (500.00) from holding Smartfren Telecom Tbk or give up 16.67% of portfolio value over 90 days. Smartfren Telecom Tbk is generating negative expected returns and assumes 3.5503% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Smartfren, 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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Smartfren Telecom Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smartfren Telecom's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Smartfren Telecom Tbk, and traders can use it to determine the average amount a Smartfren Telecom'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 = -0.0625
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Estimated Market Risk
| 3.55 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Smartfren Telecom 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 Smartfren Telecom by adding Smartfren Telecom to a well-diversified portfolio.
Smartfren Telecom Fundamentals Growth
Smartfren Stock prices reflect investors' perceptions of the future prospects and financial health of Smartfren Telecom, and Smartfren Telecom fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Smartfren Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0097 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.06 % | |||
| Current Valuation | 44.37 T | |||
| Shares Outstanding | 1.01 B | |||
| Price To Book | 1.55 X | |||
| Price To Sales | 1.87 X | |||
| Revenue | 10.46 T | |||
| EBITDA | 4.25 T | |||
| Total Debt | 19.7 T | |||
| Book Value Per Share | 45.38 X | |||
| Cash Flow From Operations | 2.87 T | |||
| Earnings Per Share | 5.15 X | |||
| Total Asset | 43.36 T | |||
About Smartfren Telecom Performance
By examining Smartfren Telecom's fundamental ratios, stakeholders can obtain critical insights into Smartfren Telecom's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Smartfren Telecom is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Smartfren Telecom Tbk performance evaluation
Checking the ongoing alerts about Smartfren Telecom for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Smartfren Telecom Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Smartfren Telecom generated a negative expected return over the last 90 days | |
| Smartfren Telecom has high historical volatility and very poor performance | |
| Smartfren Telecom has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 10.46 T. Net Loss for the year was (435.33 B) with profit before overhead, payroll, taxes, and interest of 6.63 T. | |
| About 64.0% of the company shares are held by company insiders |
- Analyzing Smartfren Telecom'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 Smartfren Telecom's stock is overvalued or undervalued compared to its peers.
- Examining Smartfren Telecom'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 Smartfren Telecom's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Smartfren Telecom's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Smartfren Telecom's stock. These opinions can provide insight into Smartfren Telecom's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Smartfren Stock
Smartfren Telecom financial ratios help investors to determine whether Smartfren Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Smartfren with respect to the benefits of owning Smartfren Telecom security.