Shengyuan Environmental (China) Performance
| 300867 Stock | 12.39 0.33 2.59% |
The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shengyuan Environmental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shengyuan Environmental is expected to be smaller as well. At this point, Shengyuan Environmental has a negative expected return of -0.28%. Please make sure to validate Shengyuan Environmental's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Shengyuan Environmental 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 Shengyuan Environmental Protection 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 February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Forward Dividend Yield 0.0044 | Payout Ratio 0.0906 | Forward Dividend Rate 0.05 | Ex Dividend Date 2024-06-28 |
| Begin Period Cash Flow | 360.3 M |
Shengyuan |
Shengyuan Environmental Relative Risk vs. Return Landscape
If you would invest 1,507 in Shengyuan Environmental Protection on October 6, 2024 and sell it today you would lose (268.00) from holding Shengyuan Environmental Protection or give up 17.78% of portfolio value over 90 days. Shengyuan Environmental Protection is generating negative expected returns and assumes 2.4014% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Shengyuan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shengyuan Environmental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shengyuan Environmental's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shengyuan Environmental Protection, and traders can use it to determine the average amount a Shengyuan Environmental'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 = -0.1172
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| Negative Returns | 300867 |
Estimated Market Risk
| 2.4 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shengyuan Environmental 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 Shengyuan Environmental by adding Shengyuan Environmental to a well-diversified portfolio.
Shengyuan Environmental Fundamentals Growth
Shengyuan Stock prices reflect investors' perceptions of the future prospects and financial health of Shengyuan Environmental, and Shengyuan Environmental 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 Shengyuan Stock performance.
| Return On Equity | 0.0454 | ||||
| Return On Asset | 0.031 | ||||
| Profit Margin | 0.1 % | ||||
| Operating Margin | 0.30 % | ||||
| Current Valuation | 6.98 B | ||||
| Shares Outstanding | 271.74 M | ||||
| Price To Book | 0.93 X | ||||
| Price To Sales | 1.98 X | ||||
| Revenue | 1.75 B | ||||
| Gross Profit | 523.07 M | ||||
| EBITDA | 694.66 M | ||||
| Net Income | 146.52 M | ||||
| Total Debt | 145.89 M | ||||
| Book Value Per Share | 13.38 X | ||||
| Cash Flow From Operations | 386.28 M | ||||
| Earnings Per Share | 0.60 X | ||||
| Total Asset | 8.5 B | ||||
| Retained Earnings | 1.72 B | ||||
About Shengyuan Environmental Performance
By analyzing Shengyuan Environmental's fundamental ratios, stakeholders can gain valuable insights into Shengyuan Environmental's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shengyuan Environmental 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 Shengyuan Environmental has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Shengyuan Environmental is entity of China. It is traded as Stock on SHE exchange.Things to note about Shengyuan Environmental performance evaluation
Checking the ongoing alerts about Shengyuan Environmental for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shengyuan Environmental help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shengyuan Environmental generated a negative expected return over the last 90 days | |
| About 48.0% of the company shares are owned by insiders or employees |
- Analyzing Shengyuan Environmental'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 Shengyuan Environmental's stock is overvalued or undervalued compared to its peers.
- Examining Shengyuan Environmental'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 Shengyuan Environmental's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shengyuan Environmental's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shengyuan Environmental's stock. These opinions can provide insight into Shengyuan Environmental's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shengyuan Stock analysis
When running Shengyuan Environmental's price analysis, check to measure Shengyuan Environmental'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 Shengyuan Environmental is operating at the current time. Most of Shengyuan Environmental's value examination focuses on studying past and present price action to predict the probability of Shengyuan Environmental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shengyuan Environmental's price. Additionally, you may evaluate how the addition of Shengyuan Environmental to your portfolios can decrease your overall portfolio volatility.
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