Food Moments (Thailand) Performance
| FM Stock | 3.60 0.06 1.64% |
The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Food Moments are expected to decrease at a much lower rate. During the bear market, Food Moments is likely to outperform the market. At this point, Food Moments PCL has a negative expected return of -0.33%. Please make sure to confirm Food Moments' treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Food Moments PCL 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 Food Moments PCL 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 fundamental drivers 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
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Food Moments Relative Risk vs. Return Landscape
If you would invest 446.00 in Food Moments PCL on September 29, 2024 and sell it today you would lose (86.00) from holding Food Moments PCL or give up 19.28% of portfolio value over 90 days. Food Moments PCL is currently producing negative expected returns and takes up 1.8387% volatility of returns over 90 trading days. Put another way, 16% of traded stocks are less volatile than Food, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Food Moments Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Food Moments' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Food Moments PCL, and traders can use it to determine the average amount a Food Moments' 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 = -0.1816
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FM |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Food Moments 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 Food Moments by adding Food Moments to a well-diversified portfolio.
Things to note about Food Moments PCL performance evaluation
Checking the ongoing alerts about Food Moments for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Food Moments PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Food Moments PCL generated a negative expected return over the last 90 days |
- Analyzing Food Moments' 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 Food Moments' stock is overvalued or undervalued compared to its peers.
- Examining Food Moments' 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 Food Moments' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Food Moments' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Food Moments' stock. These opinions can provide insight into Food Moments' potential for growth and whether the stock is currently undervalued or overvalued.