Shenzhen New (China) Performance
| 002314 Stock | 2.36 0.02 0.84% |
The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shenzhen New's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen New is expected to be smaller as well. At this point, Shenzhen New Nanshan has a negative expected return of -0.14%. Please make sure to validate Shenzhen New's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Shenzhen New Nanshan performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Shenzhen New Nanshan has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Begin Period Cash Flow | 5.9 B | |
| Free Cash Flow | 1.3 B |
Shenzhen |
Shenzhen New Relative Risk vs. Return Landscape
If you would invest 266.00 in Shenzhen New Nanshan on October 5, 2024 and sell it today you would lose (30.00) from holding Shenzhen New Nanshan or give up 11.28% of portfolio value over 90 days. Shenzhen New Nanshan is generating negative expected returns and assumes 3.2964% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Shenzhen, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shenzhen New Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen New's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen New Nanshan, and traders can use it to determine the average amount a Shenzhen New'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 = -0.0413
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 002314 |
Estimated Market Risk
| 3.3 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.14 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 Shenzhen New 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 Shenzhen New by adding Shenzhen New to a well-diversified portfolio.
Shenzhen New Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen New, and Shenzhen New 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 Shenzhen Stock performance.
| Return On Equity | 0.0059 | |||
| Return On Asset | -0.001 | |||
| Profit Margin | (0.03) % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 29.52 B | |||
| Shares Outstanding | 2.71 B | |||
| Price To Book | 0.65 X | |||
| Price To Sales | 0.95 X | |||
| Revenue | 12.06 B | |||
| EBITDA | 831.67 M | |||
| Total Debt | 330.28 M | |||
| Book Value Per Share | 3.66 X | |||
| Cash Flow From Operations | 5.7 B | |||
| Earnings Per Share | (0.09) X | |||
| Total Asset | 72.81 B | |||
| Retained Earnings | 5.29 B | |||
About Shenzhen New Performance
By analyzing Shenzhen New's fundamental ratios, stakeholders can gain valuable insights into Shenzhen New's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen New 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 Shenzhen New 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 Shenzhen New Nanshan performance evaluation
Checking the ongoing alerts about Shenzhen New for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen New Nanshan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen New Nanshan generated a negative expected return over the last 90 days | |
| Shenzhen New Nanshan has high historical volatility and very poor performance | |
| About 69.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen New'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 Shenzhen New's stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen New'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 Shenzhen New's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen New's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen New's stock. These opinions can provide insight into Shenzhen New's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen New's price analysis, check to measure Shenzhen New'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 Shenzhen New is operating at the current time. Most of Shenzhen New's value examination focuses on studying past and present price action to predict the probability of Shenzhen New's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenzhen New's price. Additionally, you may evaluate how the addition of Shenzhen New to your portfolios can decrease your overall portfolio volatility.
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