Straits Tms (Singapore) Performance

STI -- Singapore Index  

 3,114  24.49  0.79%

The entity has beta of 0.0 which indicates the returns on MARKET and Straits Tms are completely uncorrelated. Even though it is essential to pay attention to Straits Tms current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Straits Tms exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Straits Tms Relative Risk vs. Return Landscape

If you would invest  334,795  in Straits Tms on September 13, 2019 and sell it today you would lose (23,398)  from holding Straits Tms or give up 6.99% of portfolio value over 30 days. Straits Tms is currently does not generate positive expected returns and assumes 0.6529% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% of equities are less volatile than Straits Tms and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Straits Tms is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.49 times less risky than the market. the firm trades about -0.17 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 of returns per unit of risk over similar time horizon.

Straits Tms Market Risk Analysis

Sharpe Ratio = -0.1728
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Straits Tms Relative Performance Indicators

Estimated Market Risk
 0.65
  actual daily
 
 5 %
of total potential
 
55
Expected Return
 -0.11
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.17
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Straits Tms is performing at about 0% of its full potential. 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 Straits Tms by adding it to a well-diversified portfolio.

Straits Tms Alerts

Equity Alerts and Improvement Suggestions

Straits Tms generates negative expected return over the last 30 days
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