Shenzhen Hans (China) Performance
| 301200 Stock | 34.09 0.49 1.46% |
The entity has a beta of -0.0122, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shenzhen Hans are expected to decrease at a much lower rate. During the bear market, Shenzhen Hans is likely to outperform the market. At this point, Shenzhen Hans CNC has a negative expected return of -0.0451%. Please make sure to validate Shenzhen Hans' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Shenzhen Hans CNC performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Shenzhen Hans CNC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Shenzhen Hans is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Payout Ratio 2.0238 | Ex Dividend Date 2023-11-17 |
| Begin Period Cash Flow | 3 B | |
| Free Cash Flow | 174.4 M |
Shenzhen |
Shenzhen Hans Relative Risk vs. Return Landscape
If you would invest 3,611 in Shenzhen Hans CNC on October 9, 2024 and sell it today you would lose (202.00) from holding Shenzhen Hans CNC or give up 5.59% of portfolio value over 90 days. Shenzhen Hans CNC is generating negative expected returns and assumes 3.0367% 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 Hans Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen Hans' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen Hans CNC, and traders can use it to determine the average amount a Shenzhen Hans' 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 = -0.0148
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 301200 |
Estimated Market Risk
| 3.04 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shenzhen Hans 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 Hans by adding Shenzhen Hans to a well-diversified portfolio.
Shenzhen Hans Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen Hans, and Shenzhen Hans 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 | 0.0356 | ||||
| Return On Asset | 0.0146 | ||||
| Profit Margin | 0.06 % | ||||
| Operating Margin | 0.12 % | ||||
| Current Valuation | 13.04 B | ||||
| Shares Outstanding | 420 M | ||||
| Price To Book | 2.83 X | ||||
| Price To Sales | 5.05 X | ||||
| Revenue | 1.63 B | ||||
| Gross Profit | 1.02 B | ||||
| EBITDA | 164.65 M | ||||
| Net Income | 135.55 M | ||||
| Total Debt | 75.74 M | ||||
| Book Value Per Share | 11.89 X | ||||
| Cash Flow From Operations | 416.77 M | ||||
| Earnings Per Share | 0.42 X | ||||
| Total Asset | 5.98 B | ||||
| Retained Earnings | 1.43 M | ||||
About Shenzhen Hans Performance
By analyzing Shenzhen Hans' fundamental ratios, stakeholders can gain valuable insights into Shenzhen Hans' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen Hans 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 Hans has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Shenzhen Hans is entity of China. It is traded as Stock on SHE exchange.Things to note about Shenzhen Hans CNC performance evaluation
Checking the ongoing alerts about Shenzhen Hans for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen Hans CNC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen Hans CNC generated a negative expected return over the last 90 days | |
| Shenzhen Hans CNC has high historical volatility and very poor performance | |
| About 91.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen Hans' 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 Hans' stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen Hans' 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 Hans' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen Hans' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen Hans' stock. These opinions can provide insight into Shenzhen Hans' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen Hans' price analysis, check to measure Shenzhen Hans' 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 Hans is operating at the current time. Most of Shenzhen Hans' value examination focuses on studying past and present price action to predict the probability of Shenzhen Hans' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenzhen Hans' price. Additionally, you may evaluate how the addition of Shenzhen Hans to your portfolios can decrease your overall portfolio volatility.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |