Alcor Micro (Taiwan) Performance
| 8054 Stock | TWD 137.50 3.50 2.48% |
The firm shows a Beta (market volatility) of 0.0314, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alcor Micro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alcor Micro is expected to be smaller as well. At this point, Alcor Micro has a negative expected return of -0.0393%. Please make sure to confirm Alcor Micro's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Alcor Micro 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 Alcor Micro has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Alcor Micro is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| Begin Period Cash Flow | 537.8 M | |
| Total Cashflows From Investing Activities | -270.9 M |
Alcor |
Alcor Micro Relative Risk vs. Return Landscape
If you would invest 14,400 in Alcor Micro on September 15, 2024 and sell it today you would lose (650.00) from holding Alcor Micro or give up 4.51% of portfolio value over 90 days. Alcor Micro is generating negative expected returns and assumes 2.6509% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Alcor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Alcor Micro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alcor Micro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alcor Micro, and traders can use it to determine the average amount a Alcor Micro'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 = -0.0148
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| Negative Returns | 8054 |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alcor Micro 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 Alcor Micro by adding Alcor Micro to a well-diversified portfolio.
Alcor Micro Fundamentals Growth
Alcor Stock prices reflect investors' perceptions of the future prospects and financial health of Alcor Micro, and Alcor Micro 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 Alcor Stock performance.
| Return On Equity | 0.0531 | |||
| Return On Asset | 0.0048 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.02 % | |||
| Current Valuation | 858.57 M | |||
| Shares Outstanding | 90.86 M | |||
| Price To Book | 1.09 X | |||
| Price To Sales | 1.86 X | |||
| Revenue | 1.49 B | |||
| EBITDA | 424.44 M | |||
| Book Value Per Share | 30.66 X | |||
| Cash Flow From Operations | (59.82 M) | |||
| Earnings Per Share | 0.86 X | |||
| Total Asset | 4.02 B | |||
About Alcor Micro Performance
Evaluating Alcor Micro's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Alcor Micro 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 Alcor Micro 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 Alcor Micro performance evaluation
Checking the ongoing alerts about Alcor Micro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alcor Micro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alcor Micro generated a negative expected return over the last 90 days | |
| Alcor Micro generates negative cash flow from operations | |
| About 29.0% of the company shares are owned by insiders or employees |
- Analyzing Alcor Micro'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 Alcor Micro's stock is overvalued or undervalued compared to its peers.
- Examining Alcor Micro'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 Alcor Micro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alcor Micro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alcor Micro's stock. These opinions can provide insight into Alcor Micro's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Alcor Stock Analysis
When running Alcor Micro's price analysis, check to measure Alcor Micro'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 Alcor Micro is operating at the current time. Most of Alcor Micro's value examination focuses on studying past and present price action to predict the probability of Alcor Micro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alcor Micro's price. Additionally, you may evaluate how the addition of Alcor Micro to your portfolios can decrease your overall portfolio volatility.