Yuan Jen (Taiwan) Performance
| 1725 Stock | TWD 32.10 0.55 1.68% |
The firm maintains a market beta of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yuan Jen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yuan Jen is expected to be smaller as well. At this point, Yuan Jen Enterprises has a negative expected return of -0.34%. Please make sure to check out Yuan Jen's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Yuan Jen Enterprises 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 Yuan Jen Enterprises has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's basic indicators remain fairly stable which may send shares a bit higher in February 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 553.9 M | |
| Total Cashflows From Investing Activities | -530.5 M |
Yuan |
Yuan Jen Relative Risk vs. Return Landscape
If you would invest 4,045 in Yuan Jen Enterprises on October 21, 2024 and sell it today you would lose (835.00) from holding Yuan Jen Enterprises or give up 20.64% of portfolio value over 90 days. Yuan Jen Enterprises is generating negative expected returns and assumes 1.7927% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Yuan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Yuan Jen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yuan Jen's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Yuan Jen Enterprises, and traders can use it to determine the average amount a Yuan Jen'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 = -0.1892
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| Negative Returns | 1725 |
Estimated Market Risk
| 1.79 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Yuan Jen 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 Yuan Jen by adding Yuan Jen to a well-diversified portfolio.
Yuan Jen Fundamentals Growth
Yuan Stock prices reflect investors' perceptions of the future prospects and financial health of Yuan Jen, and Yuan Jen 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 Yuan Stock performance.
| Return On Equity | 0.0782 | |||
| Return On Asset | 0.0203 | |||
| Profit Margin | 0.03 % | |||
| Operating Margin | 0.02 % | |||
| Current Valuation | 1.28 B | |||
| Shares Outstanding | 181.83 M | |||
| Price To Earning | 12.92 X | |||
| Price To Book | 0.95 X | |||
| Price To Sales | 0.37 X | |||
| Revenue | 10.67 B | |||
| EBITDA | 402.53 M | |||
| Cash And Equivalents | 2.58 B | |||
| Cash Per Share | 14.17 X | |||
| Total Debt | 1.17 B | |||
| Debt To Equity | 35.70 % | |||
| Book Value Per Share | 22.16 X | |||
| Cash Flow From Operations | (67.75 M) | |||
| Earnings Per Share | 1.72 X | |||
| Total Asset | 7.03 B | |||
| Retained Earnings | 547 M | |||
| Current Asset | 3.89 B | |||
| Current Liabilities | 2.08 B | |||
About Yuan Jen Performance
Evaluating Yuan Jen's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Yuan Jen 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 Yuan Jen has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
,Ltd. operates as a petrochemical trading company in Taiwan, China, and internationally. The company was founded in 1977 and is based in Taipei, Taiwan. YUAN JEN is traded on Taiwan Stock Exchange in Taiwan.Things to note about Yuan Jen Enterprises performance evaluation
Checking the ongoing alerts about Yuan Jen for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Yuan Jen Enterprises help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Yuan Jen Enterprises generated a negative expected return over the last 90 days | |
| Yuan Jen Enterprises has accumulated about 2.58 B in cash with (67.75 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 14.17. | |
| Roughly 91.0% of the company shares are owned by insiders or employees |
- Analyzing Yuan Jen'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 Yuan Jen's stock is overvalued or undervalued compared to its peers.
- Examining Yuan Jen'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 Yuan Jen's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Yuan Jen's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Yuan Jen's stock. These opinions can provide insight into Yuan Jen's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Yuan Stock Analysis
When running Yuan Jen's price analysis, check to measure Yuan Jen'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 Yuan Jen is operating at the current time. Most of Yuan Jen's value examination focuses on studying past and present price action to predict the probability of Yuan Jen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yuan Jen's price. Additionally, you may evaluate how the addition of Yuan Jen to your portfolios can decrease your overall portfolio volatility.