Sepatu Bata (Indonesia) Performance
| BATA Stock | IDR 50.00 0.00 0.00% |
The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sepatu Bata's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sepatu Bata is expected to be smaller as well. At this point, Sepatu Bata Tbk has a negative expected return of -0.27%. Please make sure to validate Sepatu Bata's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and value at risk , to decide if Sepatu Bata 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 Sepatu Bata 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 January 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
| Begin Period Cash Flow | 58.6 B | |
| Total Cashflows From Investing Activities | -11.6 B |
Sepatu |
Sepatu Bata Relative Risk vs. Return Landscape
If you would invest 6,000 in Sepatu Bata Tbk on September 16, 2024 and sell it today you would lose (1,000.00) from holding Sepatu Bata Tbk or give up 16.67% of portfolio value over 90 days. Sepatu Bata Tbk is generating negative expected returns and assumes 1.6018% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Sepatu, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sepatu Bata Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sepatu Bata's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sepatu Bata Tbk, and traders can use it to determine the average amount a Sepatu Bata'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 = -0.1695
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BATA |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sepatu Bata 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 Sepatu Bata by adding Sepatu Bata to a well-diversified portfolio.
Sepatu Bata Fundamentals Growth
Sepatu Stock prices reflect investors' perceptions of the future prospects and financial health of Sepatu Bata, and Sepatu Bata 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 Sepatu Stock performance.
| Return On Equity | 0.0163 | |||
| Return On Asset | -0.0246 | |||
| Profit Margin | 0.01 % | |||
| Operating Margin | (0.04) % | |||
| Current Valuation | 709.05 B | |||
| Shares Outstanding | 1.3 B | |||
| Price To Book | 1.62 X | |||
| Price To Sales | 1.08 X | |||
| Revenue | 438.48 B | |||
| EBITDA | 50.33 B | |||
| Total Debt | 12.93 B | |||
| Book Value Per Share | 312.47 X | |||
| Cash Flow From Operations | 533.38 M | |||
| Earnings Per Share | 4.86 X | |||
| Total Asset | 652.74 B | |||
About Sepatu Bata Performance
By examining Sepatu Bata's fundamental ratios, stakeholders can obtain critical insights into Sepatu Bata'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 Sepatu Bata 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 Sepatu Bata Tbk performance evaluation
Checking the ongoing alerts about Sepatu Bata for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sepatu Bata Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sepatu Bata Tbk generated a negative expected return over the last 90 days | |
| The company reported the revenue of 438.48 B. Net Loss for the year was (51.21 B) with profit before overhead, payroll, taxes, and interest of 195.05 B. | |
| About 82.0% of the company shares are held by company insiders |
- Analyzing Sepatu Bata'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 Sepatu Bata's stock is overvalued or undervalued compared to its peers.
- Examining Sepatu Bata'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 Sepatu Bata's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sepatu Bata's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sepatu Bata's stock. These opinions can provide insight into Sepatu Bata's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sepatu Stock
Sepatu Bata financial ratios help investors to determine whether Sepatu 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 Sepatu with respect to the benefits of owning Sepatu Bata security.