Changchun (China) Performance
| 002338 Stock | 40.62 2.32 6.06% |
Changchun has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Changchun's returns are expected to increase less than the market. However, during the bear market, the loss of holding Changchun is expected to be smaller as well. Changchun UP Optotech right now shows a risk of 2.51%. Please confirm Changchun UP Optotech market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Changchun UP Optotech will be following its price patterns.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Changchun UP Optotech are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Changchun is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 135.1 M |
Changchun |
Changchun Relative Risk vs. Return Landscape
If you would invest 3,937 in Changchun UP Optotech on December 26, 2024 and sell it today you would earn a total of 125.00 from holding Changchun UP Optotech or generate 3.18% return on investment over 90 days. Changchun UP Optotech is generating 0.0858% of daily returns and assumes 2.5143% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Changchun, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Changchun Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Changchun's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Changchun UP Optotech, and traders can use it to determine the average amount a Changchun'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 = 0.0341
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | 002338 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.51 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.09 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 Changchun 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 Changchun by adding it to a well-diversified portfolio.
Changchun Fundamentals Growth
Changchun Stock prices reflect investors' perceptions of the future prospects and financial health of Changchun, and Changchun 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 Changchun Stock performance.
| Return On Equity | 0.0448 | ||||
| Return On Asset | 0.0042 | ||||
| Profit Margin | 0.09 % | ||||
| Operating Margin | 0.29 % | ||||
| Current Valuation | 9.32 B | ||||
| Shares Outstanding | 240 M | ||||
| Price To Book | 7.11 X | ||||
| Price To Sales | 12.14 X | ||||
| Revenue | 773.45 M | ||||
| EBITDA | 161.9 M | ||||
| Total Debt | 124.8 M | ||||
| Book Value Per Share | 5.38 X | ||||
| Cash Flow From Operations | 93.37 M | ||||
| Earnings Per Share | 0.22 X | ||||
| Total Asset | 2.18 B | ||||
| Retained Earnings | 474.74 M | ||||
About Changchun Performance
By analyzing Changchun's fundamental ratios, stakeholders can gain valuable insights into Changchun's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Changchun 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 Changchun 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 Changchun UP Optotech performance evaluation
Checking the ongoing alerts about Changchun for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Changchun UP Optotech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 53.0% of the company shares are owned by insiders or employees |
- Analyzing Changchun'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 Changchun's stock is overvalued or undervalued compared to its peers.
- Examining Changchun'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 Changchun's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Changchun's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Changchun's stock. These opinions can provide insight into Changchun's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Changchun Stock analysis
When running Changchun's price analysis, check to measure Changchun'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 Changchun is operating at the current time. Most of Changchun's value examination focuses on studying past and present price action to predict the probability of Changchun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Changchun's price. Additionally, you may evaluate how the addition of Changchun to your portfolios can decrease your overall portfolio volatility.
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