Vale Indonesia (Indonesia) Performance
INCO Stock | IDR 4,070 50.00 1.21% |
Vale Indonesia has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vale Indonesia are expected to decrease at a much lower rate. During the bear market, Vale Indonesia is likely to outperform the market. Vale Indonesia Tbk right now has a risk of 3.09%. Please validate Vale Indonesia standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Vale Indonesia will be following its existing price patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Vale Indonesia Tbk are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Vale Indonesia may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
Begin Period Cash Flow | 388.7 M | |
Total Cashflows From Investing Activities | -180.2 M |
Vale |
Vale Indonesia Relative Risk vs. Return Landscape
If you would invest 383,000 in Vale Indonesia Tbk on February 4, 2024 and sell it today you would earn a total of 24,000 from holding Vale Indonesia Tbk or generate 6.27% return on investment over 90 days. Vale Indonesia Tbk is generating 0.1607% of daily returns and assumes 3.0909% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Vale, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Vale Indonesia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vale Indonesia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vale Indonesia Tbk, and traders can use it to determine the average amount a Vale Indonesia'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 = 0.052
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | INCO | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
3.09 actual daily | 27 73% of assets are more volatile |
Expected Return
0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Vale Indonesia is performing at about 4% 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 Vale Indonesia by adding it to a well-diversified portfolio.
Vale Indonesia Fundamentals Growth
Vale Stock prices reflect investors' perceptions of the future prospects and financial health of Vale Indonesia, and Vale Indonesia 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 Vale Stock performance.
Return On Equity | 0.0953 | |||
Return On Asset | 0.0735 | |||
Profit Margin | 0.19 % | |||
Operating Margin | 0.26 % | |||
Current Valuation | 63.09 T | |||
Shares Outstanding | 9.94 B | |||
Price To Book | 2.00 X | |||
Price To Sales | 64,252 X | |||
Revenue | 953.17 M | |||
EBITDA | 223.4 M | |||
Cash And Equivalents | 111.95 M | |||
Cash Per Share | 0.01 X | |||
Total Debt | 3.31 M | |||
Book Value Per Share | 0.23 X | |||
Cash Flow From Operations | 334.64 M | |||
Earnings Per Share | 323.66 X | |||
Total Asset | 2.47 B | |||
About Vale Indonesia Performance
To evaluate Vale Indonesia 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 Vale Indonesia 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 Vale 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 Vale Indonesia Tbk market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Vale'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.PT Vale Indonesia Tbk engages in the exploration, development, mining, processing, production, storage, transportation, and marketing of nickel and related mineral products in Indonesia. PT Vale Indonesia Tbk is a subsidiary of Vale Canada Limited. Vale Indonesia operates under Industrial Metals Minerals classification in Indonesia and is traded on Jakarta Stock Exchange. It employs 3074 people.Things to note about Vale Indonesia Tbk performance evaluation
Checking the ongoing alerts about Vale Indonesia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vale Indonesia Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Vale Indonesia Tbk had very high historical volatility over the last 90 days | |
About 83.0% of the company shares are held by company insiders |
- Analyzing Vale Indonesia'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 Vale Indonesia's stock is overvalued or undervalued compared to its peers.
- Examining Vale Indonesia'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 Vale Indonesia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vale Indonesia's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vale Indonesia's stock. These opinions can provide insight into Vale Indonesia'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 Vale Indonesia 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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Complementary Tools for Vale Stock analysis
When running Vale Indonesia's price analysis, check to measure Vale Indonesia'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 Vale Indonesia is operating at the current time. Most of Vale Indonesia's value examination focuses on studying past and present price action to predict the probability of Vale Indonesia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vale Indonesia's price. Additionally, you may evaluate how the addition of Vale Indonesia to your portfolios can decrease your overall portfolio volatility.
ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |