Bank Tabungan (Indonesia) Performance
| BTPS Stock | 1,195 15.00 1.24% |
The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank Tabungan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Tabungan is expected to be smaller as well. Bank Tabungan Pensiunan has an expected return of -0.0629%. Please make sure to confirm Bank Tabungan Pensiunan maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Bank Tabungan Pensiunan 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 Bank Tabungan Pensiunan has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Bank Tabungan is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
| Begin Period Cash Flow | 2.2 T | |
| Total Cashflows From Investing Activities | -2.4 T | |
| Free Cash Flow | 3.8 T |
Bank |
Bank Tabungan Relative Risk vs. Return Landscape
If you would invest 126,540 in Bank Tabungan Pensiunan on February 23, 2024 and sell it today you would lose (7,040) from holding Bank Tabungan Pensiunan or give up 5.56% of portfolio value over 90 days. Bank Tabungan Pensiunan is generating negative expected returns and assumes 3.0508% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Bank, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Bank Tabungan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Tabungan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Bank Tabungan Pensiunan, and traders can use it to determine the average amount a Bank Tabungan'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 = -0.0206
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BTPS |
Estimated Market Risk
| 3.05 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bank Tabungan 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 Bank Tabungan by adding Bank Tabungan to a well-diversified portfolio.
Bank Tabungan Fundamentals Growth
Bank Stock prices reflect investors' perceptions of the future prospects and financial health of Bank Tabungan, and Bank Tabungan 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 Bank Stock performance.
| Return On Equity | 0.23 | |||
| Return On Asset | 0.0884 | |||
| Profit Margin | 0.42 % | |||
| Operating Margin | 0.54 % | |||
| Current Valuation | 27.13 T | |||
| Shares Outstanding | 7.7 B | |||
| Price To Book | 2.75 X | |||
| Price To Sales | 5.16 X | |||
| Revenue | 4.28 T | |||
| Total Debt | 80.61 B | |||
| Book Value Per Share | 1,032 X | |||
| Cash Flow From Operations | 3.73 T | |||
| Earnings Per Share | 215.75 X | |||
| Total Asset | 18.54 T | |||
About Bank Tabungan Performance
To evaluate Bank Tabungan Pensiunan Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Bank Tabungan generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Bank Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Bank Tabungan Pensiunan market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Bank's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about Bank Tabungan Pensiunan performance evaluation
Checking the ongoing alerts about Bank Tabungan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Bank Tabungan Pensiunan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Bank Tabungan generated a negative expected return over the last 90 days | |
| Bank Tabungan has high historical volatility and very poor performance | |
| About 73.0% of the company shares are held by company insiders |
- Analyzing Bank Tabungan'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 Bank Tabungan's stock is overvalued or undervalued compared to its peers.
- Examining Bank Tabungan'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 Bank Tabungan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Bank Tabungan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Bank Tabungan's stock. These opinions can provide insight into Bank Tabungan's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Bank Tabungan Pensiunan. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Bank Stock analysis
When running Bank Tabungan's price analysis, check to measure Bank Tabungan's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bank Tabungan is operating at the current time. Most of Bank Tabungan's value examination focuses on studying past and present price action to predict the probability of Bank Tabungan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Tabungan's price. Additionally, you may evaluate how the addition of Bank Tabungan to your portfolios can decrease your overall portfolio volatility.
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