Sepatu Bata (Indonesia) Performance

The entity has a beta of -0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sepatu Bata are expected to decrease at a much lower rate. During the bear market, Sepatu Bata is likely to outperform the market. Sepatu Bata Tbk has an expected return of -0.52%. Please make sure to validate Sepatu Bata treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Sepatu Bata Tbk performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

0 of 100

 
Low
 
High
Very Weak
Over the last 90 days Sepatu Bata Tbk has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Sepatu Bata 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 Flow58.6 B
Total Cashflows From Investing Activities-11.6 B
  

Sepatu Bata Relative Risk vs. Return Landscape

If you would invest  14,000  in Sepatu Bata Tbk on December 30, 2023 and sell it today you would lose (4,000) from holding Sepatu Bata Tbk or give up 28.57% of portfolio value over 90 days. Sepatu Bata Tbk is generating negative expected returns and assumes 3.0485% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Sepatu, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Sepatu Bata is expected to under-perform the market. In addition to that, the company is 5.32 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.24 per unit of volatility.

Sepatu Bata Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sepatu Bata's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sepatu Bata Tbk, and traders can use it to determine the average amount a Sepatu Bata'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 = -0.1697

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsBATA

Estimated Market Risk

 3.05
  actual daily
26
74% of assets are more volatile

Expected Return

 -0.52
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.17
  actual daily
0
Most of other assets perform better
Based on monthly moving average Sepatu Bata 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 Sepatu Bata by adding Sepatu Bata to a well-diversified portfolio.

Sepatu Bata Fundamentals Growth

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

About Sepatu Bata Performance

To evaluate Sepatu Bata 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 Sepatu Bata 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 Sepatu 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 Sepatu Bata Tbk market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Sepatu'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 Sepatu Bata Tbk performance evaluation

Checking the ongoing alerts about Sepatu Bata for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sepatu Bata Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Sepatu Bata Tbk generated a negative expected return over the last 90 days
Sepatu Bata Tbk has high historical volatility and very poor performance
The company reported the revenue of 438.48 B. Net Loss for the year was (51.21 B) with profit before overhead, payroll, taxes, and interest of 195.05 B.
About 82.0% of the company shares are held by company insiders
Evaluating Sepatu Bata's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sepatu Bata's stock performance include:
  • Analyzing Sepatu Bata'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 Sepatu Bata's stock is overvalued or undervalued compared to its peers.
  • Examining Sepatu Bata'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 Sepatu Bata's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sepatu Bata's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Sepatu Bata's stock. These opinions can provide insight into Sepatu Bata's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Sepatu Bata's stock performance is not an exact science, and many factors can impact Sepatu Bata'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.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Sepatu Bata Tbk. 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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for Sepatu Stock analysis

When running Sepatu Bata's price analysis, check to measure Sepatu Bata'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 Sepatu Bata is operating at the current time. Most of Sepatu Bata's value examination focuses on studying past and present price action to predict the probability of Sepatu Bata's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sepatu Bata's price. Additionally, you may evaluate how the addition of Sepatu Bata to your portfolios can decrease your overall portfolio volatility.
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Stocks Directory
Find actively traded stocks across global markets
Please note, there is a significant difference between Sepatu Bata's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sepatu Bata is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sepatu Bata's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.