CITIC Guoan (China) Performance
| 000839 Stock | 3.06 0.10 3.16% |
The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC Guoan's returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC Guoan is expected to be smaller as well. At this point, CITIC Guoan Information has a negative expected return of -0.26%. Please make sure to confirm CITIC Guoan's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if CITIC Guoan Information performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CITIC Guoan Information has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 271.5 M |
CITIC |
CITIC Guoan Relative Risk vs. Return Landscape
If you would invest 364.00 in CITIC Guoan Information on December 3, 2024 and sell it today you would lose (58.00) from holding CITIC Guoan Information or give up 15.93% of portfolio value over 90 days. CITIC Guoan Information is generating negative expected returns and assumes 2.7728% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than CITIC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CITIC Guoan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC Guoan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CITIC Guoan Information, and traders can use it to determine the average amount a CITIC Guoan'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 = -0.0943
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 000839 |
Estimated Market Risk
| 2.77 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CITIC Guoan 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 CITIC Guoan by adding CITIC Guoan to a well-diversified portfolio.
CITIC Guoan Fundamentals Growth
CITIC Stock prices reflect investors' perceptions of the future prospects and financial health of CITIC Guoan, and CITIC Guoan 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 CITIC Stock performance.
| Return On Equity | 0.11 | ||||
| Return On Asset | 0.028 | ||||
| Profit Margin | 0.01 % | ||||
| Operating Margin | 0.31 % | ||||
| Current Valuation | 12.7 B | ||||
| Shares Outstanding | 3.92 B | ||||
| Price To Book | 8.73 X | ||||
| Price To Sales | 3.57 X | ||||
| Revenue | 2.98 B | ||||
| EBITDA | 281.94 M | ||||
| Total Debt | 755.31 M | ||||
| Book Value Per Share | 0.35 X | ||||
| Cash Flow From Operations | (164.56 M) | ||||
| Earnings Per Share | 0.01 X | ||||
| Total Asset | 6.22 B | ||||
| Retained Earnings | (3.42 B) | ||||
About CITIC Guoan Performance
By analyzing CITIC Guoan's fundamental ratios, stakeholders can gain valuable insights into CITIC Guoan's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CITIC Guoan 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 CITIC Guoan 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 CITIC Guoan Information performance evaluation
Checking the ongoing alerts about CITIC Guoan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CITIC Guoan Information help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CITIC Guoan generated a negative expected return over the last 90 days | |
| The company reported the revenue of 2.98 B. Net Loss for the year was (91.02 M) with profit before overhead, payroll, taxes, and interest of 482.68 M. | |
| CITIC Guoan generates negative cash flow from operations | |
| About 39.0% of the company shares are owned by insiders or employees |
- Analyzing CITIC Guoan'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 CITIC Guoan's stock is overvalued or undervalued compared to its peers.
- Examining CITIC Guoan'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 CITIC Guoan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CITIC Guoan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CITIC Guoan's stock. These opinions can provide insight into CITIC Guoan's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CITIC Stock analysis
When running CITIC Guoan's price analysis, check to measure CITIC Guoan'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 CITIC Guoan is operating at the current time. Most of CITIC Guoan's value examination focuses on studying past and present price action to predict the probability of CITIC Guoan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC Guoan's price. Additionally, you may evaluate how the addition of CITIC Guoan to your portfolios can decrease your overall portfolio volatility.
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