Semacom Integrated (Indonesia) Performance

SEMA Stock   86.00  1.00  1.15%   
The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Semacom Integrated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Semacom Integrated is expected to be smaller as well. At this point, Semacom Integrated Tbk has a negative expected return of -0.33%. Please make sure to validate Semacom Integrated's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Semacom Integrated 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 Semacom Integrated 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
Total Cashflows From Investing Activities-1.9 B
  

Semacom Integrated Relative Risk vs. Return Landscape

If you would invest  10,700  in Semacom Integrated Tbk on September 14, 2024 and sell it today you would lose (2,100) from holding Semacom Integrated Tbk or give up 19.63% of portfolio value over 90 days. Semacom Integrated Tbk is generating negative expected returns and assumes 2.0527% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Semacom, 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 Semacom Integrated is expected to under-perform the market. In addition to that, the company is 2.79 times more volatile than its market benchmark. It trades about -0.16 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 per unit of volatility.

Semacom Integrated Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Semacom Integrated's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Semacom Integrated Tbk, and traders can use it to determine the average amount a Semacom Integrated'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 = -0.1614

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Estimated Market Risk

 2.05
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82% of assets are more volatile

Expected Return

 -0.33
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.16
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Most of other assets perform better
Based on monthly moving average Semacom Integrated 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 Semacom Integrated by adding Semacom Integrated to a well-diversified portfolio.

Semacom Integrated Fundamentals Growth

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

About Semacom Integrated Performance

By examining Semacom Integrated's fundamental ratios, stakeholders can obtain critical insights into Semacom Integrated'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 Semacom Integrated 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 Semacom Integrated Tbk performance evaluation

Checking the ongoing alerts about Semacom Integrated for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Semacom Integrated Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Semacom Integrated generated a negative expected return over the last 90 days
About 75.0% of the company outstanding shares are owned by corporate insiders
Evaluating Semacom Integrated's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Semacom Integrated's stock performance include:
  • Analyzing Semacom Integrated'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 Semacom Integrated's stock is overvalued or undervalued compared to its peers.
  • Examining Semacom Integrated'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 Semacom Integrated's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Semacom Integrated's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Semacom Integrated's stock. These opinions can provide insight into Semacom Integrated's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Semacom Integrated's stock performance is not an exact science, and many factors can impact Semacom Integrated'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 Semacom Stock

Semacom Integrated financial ratios help investors to determine whether Semacom 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 Semacom with respect to the benefits of owning Semacom Integrated security.