Sieyuan Electric (China) Performance
| 002028 Stock | 72.60 0.34 0.47% |
The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sieyuan Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sieyuan Electric is expected to be smaller as well. At this point, Sieyuan Electric has a negative expected return of -0.0621%. Please make sure to validate Sieyuan Electric's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Sieyuan Electric 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 Sieyuan Electric Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Sieyuan Electric is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 997 M |
Sieyuan |
Sieyuan Electric Relative Risk vs. Return Landscape
If you would invest 7,610 in Sieyuan Electric Co on December 7, 2024 and sell it today you would lose (350.00) from holding Sieyuan Electric Co or give up 4.6% of portfolio value over 90 days. Sieyuan Electric Co is generating negative expected returns and assumes 1.9584% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Sieyuan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sieyuan Electric Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sieyuan Electric's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sieyuan Electric Co, and traders can use it to determine the average amount a Sieyuan Electric'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 = -0.0317
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 002028 |
Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sieyuan Electric 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 Sieyuan Electric by adding Sieyuan Electric to a well-diversified portfolio.
Sieyuan Electric Fundamentals Growth
Sieyuan Stock prices reflect investors' perceptions of the future prospects and financial health of Sieyuan Electric, and Sieyuan Electric 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 Sieyuan Stock performance.
| Return On Equity | 0.17 | |||
| Return On Asset | 0.0668 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 51.46 B | |||
| Shares Outstanding | 776.3 M | |||
| Price To Book | 4.79 X | |||
| Price To Sales | 3.72 X | |||
| Revenue | 12.46 B | |||
| EBITDA | 2.28 B | |||
| Total Debt | 81.82 M | |||
| Book Value Per Share | 15.16 X | |||
| Cash Flow From Operations | 2.27 B | |||
| Earnings Per Share | 2.45 X | |||
| Total Asset | 18.73 B | |||
| Retained Earnings | 9.06 B | |||
About Sieyuan Electric Performance
By analyzing Sieyuan Electric's fundamental ratios, stakeholders can gain valuable insights into Sieyuan Electric's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sieyuan Electric 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 Sieyuan Electric 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 Sieyuan Electric performance evaluation
Checking the ongoing alerts about Sieyuan Electric for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sieyuan Electric help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sieyuan Electric generated a negative expected return over the last 90 days | |
| About 35.0% of the company shares are owned by insiders or employees |
- Analyzing Sieyuan Electric'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 Sieyuan Electric's stock is overvalued or undervalued compared to its peers.
- Examining Sieyuan Electric'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 Sieyuan Electric's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sieyuan Electric's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sieyuan Electric's stock. These opinions can provide insight into Sieyuan Electric's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sieyuan Stock analysis
When running Sieyuan Electric's price analysis, check to measure Sieyuan Electric'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 Sieyuan Electric is operating at the current time. Most of Sieyuan Electric's value examination focuses on studying past and present price action to predict the probability of Sieyuan Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sieyuan Electric's price. Additionally, you may evaluate how the addition of Sieyuan Electric to your portfolios can decrease your overall portfolio volatility.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |