Farglory Life (Taiwan) Performance
| 5859 Stock | TWD 17.00 0.05 0.29% |
Farglory Life holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.17, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Farglory Life are expected to decrease by larger amounts. On the other hand, during market turmoil, Farglory Life is expected to outperform it. Use Farglory Life coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to analyze future returns on Farglory Life.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Farglory Life Insurance are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Farglory Life showed solid returns over the last few months and may actually be approaching a breakup point. ...more
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Farglory Life Relative Risk vs. Return Landscape
If you would invest 1,759 in Farglory Life Insurance on September 19, 2024 and sell it today you would lose (59.00) from holding Farglory Life Insurance or give up 3.35% of portfolio value over 90 days. Farglory Life Insurance is generating 9.4528% of daily returns and assumes 73.9175% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Farglory on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Farglory Life Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farglory Life's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Farglory Life Insurance, and traders can use it to determine the average amount a Farglory Life'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 = 0.1279
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Estimated Market Risk
| 73.92 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Farglory Life is performing at about 10% of its full potential. 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 Farglory Life by adding it to a well-diversified portfolio.
Farglory Life Fundamentals Growth
Farglory Stock prices reflect investors' perceptions of the future prospects and financial health of Farglory Life, and Farglory Life 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 Farglory Stock performance.
About Farglory Life Performance
Evaluating Farglory Life's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Farglory Life 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 Farglory Life 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.
Things to note about Farglory Life Insurance performance evaluation
Checking the ongoing alerts about Farglory Life for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Farglory Life Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Farglory Life is way too risky over 90 days horizon | |
| Farglory Life appears to be risky and price may revert if volatility continues |
- Analyzing Farglory Life'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 Farglory Life's stock is overvalued or undervalued compared to its peers.
- Examining Farglory Life'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 Farglory Life's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Farglory Life's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Farglory Life's stock. These opinions can provide insight into Farglory Life's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Farglory Stock Analysis
When running Farglory Life's price analysis, check to measure Farglory Life'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 Farglory Life is operating at the current time. Most of Farglory Life's value examination focuses on studying past and present price action to predict the probability of Farglory Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farglory Life's price. Additionally, you may evaluate how the addition of Farglory Life to your portfolios can decrease your overall portfolio volatility.