Swancor Holding (Taiwan) Performance
| 3708 Stock | TWD 91.60 1.50 1.61% |
The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Swancor Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swancor Holding is expected to be smaller as well. At this point, Swancor Holding has a negative expected return of -0.36%. Please make sure to validate Swancor Holding's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Swancor Holding 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 Swancor Holding Co 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 January 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 1.6 B | |
| Total Cashflows From Investing Activities | -2.5 B |
Swancor |
Swancor Holding Relative Risk vs. Return Landscape
If you would invest 11,750 in Swancor Holding Co on September 15, 2024 and sell it today you would lose (2,590) from holding Swancor Holding Co or give up 22.04% of portfolio value over 90 days. Swancor Holding Co is generating negative expected returns and assumes 2.6238% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Swancor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Swancor Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swancor Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Swancor Holding Co, and traders can use it to determine the average amount a Swancor Holding'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 = -0.1375
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| Negative Returns | 3708 |
Estimated Market Risk
| 2.62 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Swancor Holding 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 Swancor Holding by adding Swancor Holding to a well-diversified portfolio.
Swancor Holding Fundamentals Growth
Swancor Stock prices reflect investors' perceptions of the future prospects and financial health of Swancor Holding, and Swancor Holding 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 Swancor Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0149 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 11.09 B | |||
| Shares Outstanding | 97.42 M | |||
| Price To Earning | 15.49 X | |||
| Price To Book | 1.44 X | |||
| Price To Sales | 0.90 X | |||
| Revenue | 10.71 B | |||
| EBITDA | 415.17 M | |||
| Cash And Equivalents | 1.6 B | |||
| Cash Per Share | 17.31 X | |||
| Total Debt | 2.24 B | |||
| Debt To Equity | 0.23 % | |||
| Book Value Per Share | 67.60 X | |||
| Cash Flow From Operations | 445.54 M | |||
| Earnings Per Share | 8.13 X | |||
| Total Asset | 14.58 B | |||
About Swancor Holding Performance
Evaluating Swancor Holding's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Swancor Holding 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 Swancor Holding 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.
Swancor Holding Co., LTD. produces and sells chemical products in Taiwan and internationally. The company was founded in 1992 and is headquartered in Nantou City, Taiwan. SWANCOR HOLDING is traded on Taiwan Stock Exchange in Taiwan.Things to note about Swancor Holding performance evaluation
Checking the ongoing alerts about Swancor Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Swancor Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Swancor Holding generated a negative expected return over the last 90 days | |
| About 27.0% of the company shares are owned by insiders or employees |
- Analyzing Swancor Holding'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 Swancor Holding's stock is overvalued or undervalued compared to its peers.
- Examining Swancor Holding'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 Swancor Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Swancor Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Swancor Holding's stock. These opinions can provide insight into Swancor Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Swancor Stock Analysis
When running Swancor Holding's price analysis, check to measure Swancor Holding'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 Swancor Holding is operating at the current time. Most of Swancor Holding's value examination focuses on studying past and present price action to predict the probability of Swancor Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swancor Holding's price. Additionally, you may evaluate how the addition of Swancor Holding to your portfolios can decrease your overall portfolio volatility.