Taiwan Speciality (Taiwan) Performance
| 4772 Stock | 163.00 1.50 0.91% |
The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Taiwan Speciality's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan Speciality is expected to be smaller as well. At this point, Taiwan Speciality has a negative expected return of -0.0591%. Please make sure to validate Taiwan Speciality's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Taiwan Speciality performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Weak
Over the last 90 days Taiwan Speciality Chemicals has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Taiwan Speciality is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Taiwan |
Taiwan Speciality Relative Risk vs. Return Landscape
If you would invest 17,300 in Taiwan Speciality Chemicals on September 14, 2024 and sell it today you would lose (1,000.00) from holding Taiwan Speciality Chemicals or give up 5.78% of portfolio value over 90 days. Taiwan Speciality Chemicals is generating negative expected returns and assumes 2.7867% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Taiwan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Taiwan Speciality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Speciality's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Taiwan Speciality Chemicals, and traders can use it to determine the average amount a Taiwan Speciality'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 = -0.0212
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 4772 |
Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Taiwan Speciality 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 Taiwan Speciality by adding Taiwan Speciality to a well-diversified portfolio.
Things to note about Taiwan Speciality performance evaluation
Checking the ongoing alerts about Taiwan Speciality for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Taiwan Speciality help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Taiwan Speciality generated a negative expected return over the last 90 days |
- Analyzing Taiwan Speciality'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 Taiwan Speciality's stock is overvalued or undervalued compared to its peers.
- Examining Taiwan Speciality'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 Taiwan Speciality's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Taiwan Speciality's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Taiwan Speciality's stock. These opinions can provide insight into Taiwan Speciality's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Taiwan Stock Analysis
When running Taiwan Speciality's price analysis, check to measure Taiwan Speciality'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 Taiwan Speciality is operating at the current time. Most of Taiwan Speciality's value examination focuses on studying past and present price action to predict the probability of Taiwan Speciality's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taiwan Speciality's price. Additionally, you may evaluate how the addition of Taiwan Speciality to your portfolios can decrease your overall portfolio volatility.