Pertamina Geothermal (Indonesia) Performance
| PGEO Stock | 955.00 5.00 0.52% |
The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pertamina Geothermal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pertamina Geothermal is expected to be smaller as well. At this point, Pertamina Geothermal has a negative expected return of -0.24%. Please make sure to check Pertamina Geothermal's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Pertamina Geothermal 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 Pertamina Geothermal Energy 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
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Pertamina Geothermal Relative Risk vs. Return Landscape
If you would invest 112,000 in Pertamina Geothermal Energy on September 17, 2024 and sell it today you would lose (16,500) from holding Pertamina Geothermal Energy or give up 14.73% of portfolio value over 90 days. Pertamina Geothermal Energy is generating negative expected returns and assumes 1.4519% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Pertamina, 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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Pertamina Geothermal Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pertamina Geothermal's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pertamina Geothermal Energy, and traders can use it to determine the average amount a Pertamina Geothermal'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 = -0.1642
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| Negative Returns | PGEO |
Estimated Market Risk
| 1.45 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Pertamina Geothermal 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 Pertamina Geothermal by adding Pertamina Geothermal to a well-diversified portfolio.
Things to note about Pertamina Geothermal performance evaluation
Checking the ongoing alerts about Pertamina Geothermal for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pertamina Geothermal help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pertamina Geothermal generated a negative expected return over the last 90 days |
- Analyzing Pertamina Geothermal'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 Pertamina Geothermal's stock is overvalued or undervalued compared to its peers.
- Examining Pertamina Geothermal'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 Pertamina Geothermal's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pertamina Geothermal's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pertamina Geothermal's stock. These opinions can provide insight into Pertamina Geothermal's potential for growth and whether the stock is currently undervalued or overvalued.