Summarecon Agung (Indonesia) Performance
| SMRA Stock | IDR 515.00 5.00 0.96% |
The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Summarecon Agung's returns are expected to increase less than the market. However, during the bear market, the loss of holding Summarecon Agung is expected to be smaller as well. At this point, Summarecon Agung Tbk has a negative expected return of -0.0111%. Please make sure to validate Summarecon Agung's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Summarecon Agung 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 Summarecon Agung Tbk has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Summarecon Agung 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 | 1.7 T | |
| Total Cashflows From Investing Activities | -495.7 B |
Summarecon |
Summarecon Agung Relative Risk vs. Return Landscape
If you would invest 52,500 in Summarecon Agung Tbk on March 9, 2024 and sell it today you would lose (1,000.00) from holding Summarecon Agung Tbk or give up 1.9% of portfolio value over 90 days. Summarecon Agung Tbk is generating negative expected returns and assumes 2.3408% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Summarecon, 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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Summarecon Agung Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Summarecon Agung's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Summarecon Agung Tbk, and traders can use it to determine the average amount a Summarecon Agung'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 = -0.0047
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| Negative Returns | SMRA |
Estimated Market Risk
| 2.34 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Summarecon Agung 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 Summarecon Agung by adding Summarecon Agung to a well-diversified portfolio.
Summarecon Agung Fundamentals Growth
Summarecon Stock prices reflect investors' perceptions of the future prospects and financial health of Summarecon Agung, and Summarecon Agung 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 Summarecon Stock performance.
| Return On Equity | 0.0671 | |||
| Return On Asset | 0.0436 | |||
| Profit Margin | 0.08 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 13.45 T | |||
| Shares Outstanding | 16.51 B | |||
| Price To Book | 1.18 X | |||
| Price To Sales | 1.71 X | |||
| Revenue | 5.57 T | |||
| EBITDA | 1.8 T | |||
| Cash And Equivalents | 2.77 T | |||
| Total Debt | 4.13 T | |||
| Book Value Per Share | 537.35 X | |||
| Cash Flow From Operations | 2.44 T | |||
| Earnings Per Share | 28.15 X | |||
| Total Asset | 26.05 T | |||
About Summarecon Agung Performance
To evaluate Summarecon Agung Tbk 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 Summarecon Agung 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 Summarecon 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 Summarecon Agung Tbk market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Summarecon'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 Summarecon Agung Tbk performance evaluation
Checking the ongoing alerts about Summarecon Agung for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Summarecon Agung Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Summarecon Agung Tbk generated a negative expected return over the last 90 days | |
| About 37.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Summarecon Agung'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 Summarecon Agung's stock is overvalued or undervalued compared to its peers.
- Examining Summarecon Agung'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 Summarecon Agung's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Summarecon Agung's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Summarecon Agung's stock. These opinions can provide insight into Summarecon Agung's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Summarecon Stock
Summarecon Agung financial ratios help investors to determine whether Summarecon 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 Summarecon with respect to the benefits of owning Summarecon Agung security.