Gunawan Dianjaya (Indonesia) Performance
GDST Stock | IDR 97.00 8.00 8.99% |
The company retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gunawan Dianjaya's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gunawan Dianjaya is expected to be smaller as well. Gunawan Dianjaya Steel has an expected return of -0.46%. Please make sure to check out Gunawan Dianjaya treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Gunawan Dianjaya Steel 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 Gunawan Dianjaya Steel 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 basic indicators remain quite persistent which may send shares a bit higher in June 2024. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Begin Period Cash Flow | 1 B | |
Total Cashflows From Investing Activities | -53.1 B |
Gunawan |
Gunawan Dianjaya Relative Risk vs. Return Landscape
If you would invest 12,700 in Gunawan Dianjaya Steel on February 1, 2024 and sell it today you would lose (3,000) from holding Gunawan Dianjaya Steel or give up 23.62% of portfolio value over 90 days. Gunawan Dianjaya Steel is generating negative expected returns and assumes 3.3835% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Gunawan, 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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Gunawan Dianjaya Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gunawan Dianjaya's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Gunawan Dianjaya Steel, and traders can use it to determine the average amount a Gunawan Dianjaya'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 = -0.1366
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Estimated Market Risk
3.38 actual daily | 29 71% of assets are more volatile |
Expected Return
-0.46 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Gunawan Dianjaya 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 Gunawan Dianjaya by adding Gunawan Dianjaya to a well-diversified portfolio.
Gunawan Dianjaya Fundamentals Growth
Gunawan Stock prices reflect investors' perceptions of the future prospects and financial health of Gunawan Dianjaya, and Gunawan Dianjaya 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 Gunawan Stock performance.
Return On Equity | 0.19 | |||
Return On Asset | 0.0743 | |||
Profit Margin | 0.07 % | |||
Operating Margin | 0.09 % | |||
Current Valuation | 1.59 T | |||
Shares Outstanding | 8.5 B | |||
Price To Book | 1.59 X | |||
Price To Sales | 0.63 X | |||
Revenue | 1.59 T | |||
EBITDA | (60.97 B) | |||
Total Debt | 15.97 B | |||
Book Value Per Share | 118.69 X | |||
Cash Flow From Operations | 24.27 B | |||
Earnings Per Share | 20.23 X | |||
Total Asset | 1.58 T | |||
About Gunawan Dianjaya Performance
To evaluate Gunawan Dianjaya Steel 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 Gunawan Dianjaya 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 Gunawan 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 Gunawan Dianjaya Steel market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Gunawan'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 Gunawan Dianjaya Steel performance evaluation
Checking the ongoing alerts about Gunawan Dianjaya for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Gunawan Dianjaya Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Gunawan Dianjaya generated a negative expected return over the last 90 days | |
Gunawan Dianjaya has high historical volatility and very poor performance | |
The company reported the revenue of 1.59 T. Net Loss for the year was (63.71 B) with profit before overhead, payroll, taxes, and interest of 75.27 B. | |
About 89.0% of the company shares are held by company insiders |
- Analyzing Gunawan Dianjaya'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 Gunawan Dianjaya's stock is overvalued or undervalued compared to its peers.
- Examining Gunawan Dianjaya'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 Gunawan Dianjaya's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gunawan Dianjaya's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Gunawan Dianjaya's stock. These opinions can provide insight into Gunawan Dianjaya's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gunawan Dianjaya Steel. 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Gunawan Stock analysis
When running Gunawan Dianjaya's price analysis, check to measure Gunawan Dianjaya'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 Gunawan Dianjaya is operating at the current time. Most of Gunawan Dianjaya's value examination focuses on studying past and present price action to predict the probability of Gunawan Dianjaya's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gunawan Dianjaya's price. Additionally, you may evaluate how the addition of Gunawan Dianjaya to your portfolios can decrease your overall portfolio volatility.
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