Shenyang Chemical (China) Performance
| 000698 Stock | 3.36 0.03 0.90% |
The entity has a beta of 0.0489, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shenyang Chemical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenyang Chemical is expected to be smaller as well. At this point, Shenyang Chemical has a negative expected return of -0.11%. Please make sure to validate Shenyang Chemical's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Shenyang Chemical performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Shenyang Chemical Industry has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Begin Period Cash Flow | 946.1 M |
Shenyang |
Shenyang Chemical Relative Risk vs. Return Landscape
If you would invest 366.00 in Shenyang Chemical Industry on December 17, 2024 and sell it today you would lose (30.00) from holding Shenyang Chemical Industry or give up 8.2% of portfolio value over 90 days. Shenyang Chemical Industry is generating negative expected returns and assumes 2.6195% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Shenyang, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shenyang Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenyang Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenyang Chemical Industry, and traders can use it to determine the average amount a Shenyang Chemical'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 = -0.0434
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| Negative Returns | 000698 |
Estimated Market Risk
| 2.62 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shenyang Chemical 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 Shenyang Chemical by adding Shenyang Chemical to a well-diversified portfolio.
Shenyang Chemical Fundamentals Growth
Shenyang Stock prices reflect investors' perceptions of the future prospects and financial health of Shenyang Chemical, and Shenyang Chemical 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 Shenyang Stock performance.
| Return On Equity | -0.22 | ||||
| Return On Asset | -0.0056 | ||||
| Profit Margin | (0.06) % | ||||
| Operating Margin | 0.02 % | ||||
| Current Valuation | 3.09 B | ||||
| Shares Outstanding | 819.51 M | ||||
| Price To Book | 2.01 X | ||||
| Price To Sales | 0.53 X | ||||
| Revenue | 5.28 B | ||||
| EBITDA | 14.9 M | ||||
| Total Debt | 1.48 B | ||||
| Book Value Per Share | 1.67 X | ||||
| Cash Flow From Operations | (51.63 M) | ||||
| Earnings Per Share | (0.41) X | ||||
| Total Asset | 6.08 B | ||||
| Retained Earnings | (985.25 M) | ||||
About Shenyang Chemical Performance
By analyzing Shenyang Chemical's fundamental ratios, stakeholders can gain valuable insights into Shenyang Chemical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenyang Chemical has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Shenyang Chemical has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Shenyang Chemical performance evaluation
Checking the ongoing alerts about Shenyang Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenyang Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenyang Chemical generated a negative expected return over the last 90 days | |
| Shenyang Chemical has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 5.28 B. Net Loss for the year was (458.24 M) with profit before overhead, payroll, taxes, and interest of 327.51 M. | |
| Shenyang Chemical generates negative cash flow from operations | |
| About 53.0% of the company shares are owned by insiders or employees |
- Analyzing Shenyang Chemical'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 Shenyang Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Shenyang Chemical'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 Shenyang Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenyang Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenyang Chemical's stock. These opinions can provide insight into Shenyang Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenyang Stock analysis
When running Shenyang Chemical's price analysis, check to measure Shenyang Chemical'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 Shenyang Chemical is operating at the current time. Most of Shenyang Chemical's value examination focuses on studying past and present price action to predict the probability of Shenyang Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenyang Chemical's price. Additionally, you may evaluate how the addition of Shenyang Chemical to your portfolios can decrease your overall portfolio volatility.
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