Shenzhen Zhongzhuang (China) Performance
| 002822 Stock | 3.46 0.09 2.54% |
The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shenzhen Zhongzhuang's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen Zhongzhuang is expected to be smaller as well. At this point, Shenzhen Zhongzhuang has a negative expected return of -0.31%. Please make sure to validate Shenzhen Zhongzhuang's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Shenzhen Zhongzhuang performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Shenzhen Zhongzhuang Construction has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Last Split Factor 20:10 | Ex Dividend Date 2022-07-21 | Last Split Date 2017-06-14 |
| Begin Period Cash Flow | 994.8 M |
Shenzhen |
Shenzhen Zhongzhuang Relative Risk vs. Return Landscape
If you would invest 427.00 in Shenzhen Zhongzhuang Construction on December 30, 2024 and sell it today you would lose (81.00) from holding Shenzhen Zhongzhuang Construction or give up 18.97% of portfolio value over 90 days. Shenzhen Zhongzhuang Construction is generating negative expected returns and assumes 3.108% volatility on return distribution over the 90 days horizon. Simply put, 27% 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 Zhongzhuang Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen Zhongzhuang's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen Zhongzhuang Construction, and traders can use it to determine the average amount a Shenzhen Zhongzhuang'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 = -0.0992
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 002822 |
Estimated Market Risk
| 3.11 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shenzhen Zhongzhuang 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 Zhongzhuang by adding Shenzhen Zhongzhuang to a well-diversified portfolio.
Shenzhen Zhongzhuang Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen Zhongzhuang, and Shenzhen Zhongzhuang 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 | -0.5 | ||||
| Return On Asset | -0.0868 | ||||
| Profit Margin | (0.45) % | ||||
| Operating Margin | (0.35) % | ||||
| Current Valuation | 4.96 B | ||||
| Shares Outstanding | 734.67 M | ||||
| Price To Book | 1.26 X | ||||
| Price To Sales | 0.81 X | ||||
| Revenue | 3.86 B | ||||
| Gross Profit | (489.99 M) | ||||
| EBITDA | (273.77 M) | ||||
| Net Income | (723.1 M) | ||||
| Total Debt | 2.55 B | ||||
| Book Value Per Share | 2.82 X | ||||
| Cash Flow From Operations | 48.51 M | ||||
| Earnings Per Share | (1.96) X | ||||
| Total Asset | 8.11 B | ||||
| Retained Earnings | 472.43 M | ||||
About Shenzhen Zhongzhuang Performance
By analyzing Shenzhen Zhongzhuang's fundamental ratios, stakeholders can gain valuable insights into Shenzhen Zhongzhuang's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen Zhongzhuang 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 Zhongzhuang has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Shenzhen Zhongzhuang is entity of China. It is traded as Stock on SHE exchange.Things to note about Shenzhen Zhongzhuang performance evaluation
Checking the ongoing alerts about Shenzhen Zhongzhuang for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen Zhongzhuang help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen Zhongzhuang generated a negative expected return over the last 90 days | |
| Shenzhen Zhongzhuang has high historical volatility and very poor performance | |
| Shenzhen Zhongzhuang has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 3.86 B. Net Loss for the year was (723.1 M) with loss before overhead, payroll, taxes, and interest of (489.99 M). | |
| About 40.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen Zhongzhuang'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 Zhongzhuang's stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen Zhongzhuang'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 Zhongzhuang's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen Zhongzhuang's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen Zhongzhuang's stock. These opinions can provide insight into Shenzhen Zhongzhuang's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen Zhongzhuang's price analysis, check to measure Shenzhen Zhongzhuang'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 Zhongzhuang is operating at the current time. Most of Shenzhen Zhongzhuang's value examination focuses on studying past and present price action to predict the probability of Shenzhen Zhongzhuang'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 Zhongzhuang's price. Additionally, you may evaluate how the addition of Shenzhen Zhongzhuang to your portfolios can decrease your overall portfolio volatility.
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