Macroblock (Taiwan) Performance
| 3527 Stock | TWD 70.80 3.70 5.51% |
The company secures a Beta (Market Risk) of -0.0506, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Macroblock are expected to decrease at a much lower rate. During the bear market, Macroblock is likely to outperform the market. At this point, Macroblock has a negative expected return of -0.23%. Please make sure to verify Macroblock's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Macroblock 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 Macroblock has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's basic indicators remain fairly stable which may send shares a bit higher in January 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 971.2 M | |
| Total Cashflows From Investing Activities | -177.2 M |
Macroblock |
Macroblock Relative Risk vs. Return Landscape
If you would invest 8,250 in Macroblock on September 28, 2024 and sell it today you would lose (1,170) from holding Macroblock or give up 14.18% of portfolio value over 90 days. Macroblock is generating negative expected returns and assumes 1.4755% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Macroblock, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Macroblock Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macroblock's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macroblock, and traders can use it to determine the average amount a Macroblock'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 = -0.1545
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| Negative Returns | 3527 |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Macroblock 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 Macroblock by adding Macroblock to a well-diversified portfolio.
Macroblock Fundamentals Growth
Macroblock Stock prices reflect investors' perceptions of the future prospects and financial health of Macroblock, and Macroblock 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 Macroblock Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0771 | |||
| Profit Margin | 0.16 % | |||
| Operating Margin | 0.15 % | |||
| Current Valuation | 3.97 B | |||
| Shares Outstanding | 44.45 M | |||
| Price To Book | 1.80 X | |||
| Price To Sales | 1.69 X | |||
| Revenue | 3.17 B | |||
| EBITDA | 774.77 M | |||
| Book Value Per Share | 60.63 X | |||
| Cash Flow From Operations | 705.11 M | |||
| Earnings Per Share | 9.66 X | |||
| Total Asset | 3.61 B | |||
About Macroblock Performance
Evaluating Macroblock's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Macroblock 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 Macroblock has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Macroblock performance evaluation
Checking the ongoing alerts about Macroblock for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macroblock help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Macroblock generated a negative expected return over the last 90 days | |
| About 22.0% of the company shares are owned by insiders or employees |
- Analyzing Macroblock'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 Macroblock's stock is overvalued or undervalued compared to its peers.
- Examining Macroblock'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 Macroblock's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Macroblock's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Macroblock's stock. These opinions can provide insight into Macroblock's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Macroblock Stock Analysis
When running Macroblock's price analysis, check to measure Macroblock'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 Macroblock is operating at the current time. Most of Macroblock's value examination focuses on studying past and present price action to predict the probability of Macroblock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macroblock's price. Additionally, you may evaluate how the addition of Macroblock to your portfolios can decrease your overall portfolio volatility.