Pentamaster Bhd (Malaysia) Performance
| 7160 Stock | 4.11 0.10 2.38% |
On a scale of 0 to 100, Pentamaster Bhd holds a performance score of 6. The company holds a Beta of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pentamaster Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pentamaster Bhd is expected to be smaller as well. Please check Pentamaster Bhd's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Pentamaster Bhd's historical price patterns will revert.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Pentamaster Bhd are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Pentamaster Bhd disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Pentamaster |
Pentamaster Bhd Relative Risk vs. Return Landscape
If you would invest 358.00 in Pentamaster Bhd on September 24, 2024 and sell it today you would earn a total of 53.00 from holding Pentamaster Bhd or generate 14.8% return on investment over 90 days. Pentamaster Bhd is generating 0.2592% of daily returns and assumes 3.0321% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Pentamaster, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pentamaster Bhd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pentamaster Bhd's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pentamaster Bhd, and traders can use it to determine the average amount a Pentamaster Bhd'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 = 0.0855
| Best Portfolio | Best Equity | |||
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| Small Returns | 7160 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 3.03 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Pentamaster Bhd is performing at about 6% 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 Pentamaster Bhd by adding it to a well-diversified portfolio.
Things to note about Pentamaster Bhd performance evaluation
Checking the ongoing alerts about Pentamaster Bhd for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pentamaster Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pentamaster Bhd had very high historical volatility over the last 90 days |
- Analyzing Pentamaster Bhd'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 Pentamaster Bhd's stock is overvalued or undervalued compared to its peers.
- Examining Pentamaster Bhd'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 Pentamaster Bhd's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pentamaster Bhd's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pentamaster Bhd's stock. These opinions can provide insight into Pentamaster Bhd's potential for growth and whether the stock is currently undervalued or overvalued.