Magnachip Semiconductor (Germany) Performance
| SMG Stock | EUR 3.78 0.12 3.28% |
The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Magnachip Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Magnachip Semiconductor is expected to be smaller as well. At this point, Magnachip Semiconductor has a negative expected return of -0.12%. Please make sure to verify Magnachip Semiconductor's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if Magnachip Semiconductor 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 Magnachip Semiconductor has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 279.5 M |
Magnachip |
Magnachip Semiconductor Relative Risk vs. Return Landscape
If you would invest 420.00 in Magnachip Semiconductor on August 31, 2024 and sell it today you would lose (42.00) from holding Magnachip Semiconductor or give up 10.0% of portfolio value over 90 days. Magnachip Semiconductor is currently producing negative expected returns and takes up 3.1052% volatility of returns over 90 trading days. Put another way, 27% of traded stocks are less volatile than Magnachip, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Magnachip Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Magnachip Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Magnachip Semiconductor, and traders can use it to determine the average amount a Magnachip Semiconductor'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 = -0.0373
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| Negative Returns | SMG |
Estimated Market Risk
| 3.11 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Magnachip Semiconductor 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 Magnachip Semiconductor by adding Magnachip Semiconductor to a well-diversified portfolio.
Magnachip Semiconductor Fundamentals Growth
Magnachip Stock prices reflect investors' perceptions of the future prospects and financial health of Magnachip Semiconductor, and Magnachip Semiconductor 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 Magnachip Stock performance.
| Return On Equity | -0.0182 | |||
| Return On Asset | -0.0034 | |||
| Profit Margin | (0.02) % | |||
| Operating Margin | (0.01) % | |||
| Current Valuation | 164.79 M | |||
| Shares Outstanding | 43.54 M | |||
| Price To Earning | 4.80 X | |||
| Price To Book | 1.00 X | |||
| Price To Sales | 1.01 X | |||
| Revenue | 337.66 M | |||
| EBITDA | 13.28 M | |||
| Cash And Equivalents | 123.75 M | |||
| Cash Per Share | 3.61 X | |||
| Total Debt | 316.1 M | |||
| Book Value Per Share | 9.77 X | |||
| Cash Flow From Operations | 5.17 M | |||
| Earnings Per Share | (0.17) X | |||
| Total Asset | 516.64 M | |||
About Magnachip Semiconductor Performance
By analyzing Magnachip Semiconductor's fundamental ratios, stakeholders can gain valuable insights into Magnachip Semiconductor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Magnachip Semiconductor 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 Magnachip Semiconductor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MagnaChip Semiconductor Corporation, together with its subsidiaries, designs, manufactures, and sells analog and mixed-signal semiconductor platform solutions for communications, Internet of Things, consumer, industrial, and automotive applications. MagnaChip Semiconductor Corporation is based in Luxembourg City, Luxembourg. MAGNACHIP SEMIC is traded on Frankfurt Stock Exchange in Germany.Things to note about Magnachip Semiconductor performance evaluation
Checking the ongoing alerts about Magnachip Semiconductor for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Magnachip Semiconductor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Magnachip Semiconductor generated a negative expected return over the last 90 days | |
| Magnachip Semiconductor has high historical volatility and very poor performance | |
| Magnachip Semiconductor has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 337.66 M. Net Loss for the year was (8.04 M) with profit before overhead, payroll, taxes, and interest of 101.26 M. | |
| About 74.0% of the company shares are owned by institutional investors |
- Analyzing Magnachip Semiconductor'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 Magnachip Semiconductor's stock is overvalued or undervalued compared to its peers.
- Examining Magnachip Semiconductor'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 Magnachip Semiconductor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Magnachip Semiconductor's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Magnachip Semiconductor's stock. These opinions can provide insight into Magnachip Semiconductor's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Magnachip Stock analysis
When running Magnachip Semiconductor's price analysis, check to measure Magnachip Semiconductor'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 Magnachip Semiconductor is operating at the current time. Most of Magnachip Semiconductor's value examination focuses on studying past and present price action to predict the probability of Magnachip Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magnachip Semiconductor's price. Additionally, you may evaluate how the addition of Magnachip Semiconductor to your portfolios can decrease your overall portfolio volatility.
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