CHINA SHENHUA (Germany) Performance

IKFC Stock  EUR 15.60  0.40  2.50%   
CHINA SHENHUA has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CHINA SHENHUA's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHINA SHENHUA is expected to be smaller as well. CHINA SHENHUA ENA at this time shows a risk of 2.1%. Please confirm CHINA SHENHUA ENA jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if CHINA SHENHUA ENA will be following its price patterns.

Risk-Adjusted Performance

2 of 100

 
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Compared to the overall equity markets, risk-adjusted returns on investments in CHINA SHENHUA ENA are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, CHINA SHENHUA is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
  

CHINA SHENHUA Relative Risk vs. Return Landscape

If you would invest  1,520  in CHINA SHENHUA ENA on September 24, 2024 and sell it today you would earn a total of  40.00  from holding CHINA SHENHUA ENA or generate 2.63% return on investment over 90 days. CHINA SHENHUA ENA is generating 0.0619% of daily returns assuming 2.1046% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than CHINA SHENHUA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon CHINA SHENHUA is expected to generate 2.62 times more return on investment than the market. However, the company is 2.62 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.03 per unit of risk.

CHINA SHENHUA Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for CHINA SHENHUA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CHINA SHENHUA ENA, and traders can use it to determine the average amount a CHINA SHENHUA'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 = 0.0294

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Estimated Market Risk

 2.1
  actual daily
18
82% of assets are more volatile

Expected Return

 0.06
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.03
  actual daily
2
98% of assets perform better
Based on monthly moving average CHINA SHENHUA is performing at about 2% of its full potential. 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 CHINA SHENHUA by adding it to a well-diversified portfolio.

CHINA SHENHUA Fundamentals Growth

CHINA Stock prices reflect investors' perceptions of the future prospects and financial health of CHINA SHENHUA, and CHINA SHENHUA 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 CHINA Stock performance.

About CHINA SHENHUA Performance

By analyzing CHINA SHENHUA's fundamental ratios, stakeholders can gain valuable insights into CHINA SHENHUA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CHINA SHENHUA 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 CHINA SHENHUA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
China Shenhua Energy Company Limited and its subsidiaries engage in the production and sales of coal and power railway, port, and shipping transportation and coal-to-olefins businesses in the Peoples Republic of China and internationally. China Shenhua Energy Company Limited is a subsidiary of China Energy Investment Corporation Limited. CHINA SHENHUA operates under Thermal Coal classification in Germany and is traded on Frankfurt Stock Exchange. It employs 75097 people.

Things to note about CHINA SHENHUA ENA performance evaluation

Checking the ongoing alerts about CHINA SHENHUA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CHINA SHENHUA ENA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating CHINA SHENHUA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate CHINA SHENHUA's stock performance include:
  • Analyzing CHINA SHENHUA'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 CHINA SHENHUA's stock is overvalued or undervalued compared to its peers.
  • Examining CHINA SHENHUA'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 CHINA SHENHUA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CHINA SHENHUA's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of CHINA SHENHUA's stock. These opinions can provide insight into CHINA SHENHUA's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating CHINA SHENHUA's stock performance is not an exact science, and many factors can impact CHINA SHENHUA's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for CHINA Stock analysis

When running CHINA SHENHUA's price analysis, check to measure CHINA SHENHUA'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 CHINA SHENHUA is operating at the current time. Most of CHINA SHENHUA's value examination focuses on studying past and present price action to predict the probability of CHINA SHENHUA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CHINA SHENHUA's price. Additionally, you may evaluate how the addition of CHINA SHENHUA to your portfolios can decrease your overall portfolio volatility.
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