Hensel Davest (Indonesia) Performance

HDIT Stock   14.00  1.00  6.67%   
The company retains a Market Volatility (i.e., Beta) of -0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hensel Davest are expected to decrease at a much lower rate. During the bear market, Hensel Davest is likely to outperform the market. At this point, Hensel Davest Indonesia has a negative expected return of -0.44%. Please make sure to check out Hensel Davest's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Hensel Davest Indonesia 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 Hensel Davest Indonesia 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
Total Cashflows From Investing Activities36.8 B
  

Hensel Davest Relative Risk vs. Return Landscape

If you would invest  2,000  in Hensel Davest Indonesia on September 11, 2024 and sell it today you would lose (600.00) from holding Hensel Davest Indonesia or give up 30.0% of portfolio value over 90 days. Hensel Davest Indonesia is generating negative expected returns and assumes 4.9369% volatility on return distribution over the 90 days horizon. Simply put, 43% of stocks are less volatile than Hensel, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Hensel Davest is expected to under-perform the market. In addition to that, the company is 6.74 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.17 per unit of volatility.

Hensel Davest Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hensel Davest's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hensel Davest Indonesia, and traders can use it to determine the average amount a Hensel Davest'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 = -0.09

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Estimated Market Risk

 4.94
  actual daily
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57% of assets are more volatile

Expected Return

 -0.44
  actual daily
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.09
  actual daily
0
Most of other assets perform better
Based on monthly moving average Hensel Davest 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 Hensel Davest by adding Hensel Davest to a well-diversified portfolio.

Hensel Davest Fundamentals Growth

Hensel Stock prices reflect investors' perceptions of the future prospects and financial health of Hensel Davest, and Hensel Davest 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 Hensel Stock performance.

About Hensel Davest Performance

By examining Hensel Davest's fundamental ratios, stakeholders can obtain critical insights into Hensel Davest'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 Hensel Davest 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 Hensel Davest Indonesia performance evaluation

Checking the ongoing alerts about Hensel Davest for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hensel Davest Indonesia help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Hensel Davest generated a negative expected return over the last 90 days
Hensel Davest has high historical volatility and very poor performance
Hensel Davest has high likelihood to experience some financial distress in the next 2 years
The company reported the revenue of 3.49 T. Net Loss for the year was (7.44 B) with profit before overhead, payroll, taxes, and interest of 15.57 B.
About 55.0% of the company shares are held by company insiders
Evaluating Hensel Davest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Hensel Davest's stock performance include:
  • Analyzing Hensel Davest'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 Hensel Davest's stock is overvalued or undervalued compared to its peers.
  • Examining Hensel Davest'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 Hensel Davest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hensel Davest's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Hensel Davest's stock. These opinions can provide insight into Hensel Davest's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Hensel Davest's stock performance is not an exact science, and many factors can impact Hensel Davest's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Hensel Stock

Hensel Davest financial ratios help investors to determine whether Hensel 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 Hensel with respect to the benefits of owning Hensel Davest security.