China National (China) Performance
| 600511 Stock | 32.56 0.28 0.35% |
The firm shows a Beta (market volatility) of 0.0468, which signifies not very significant fluctuations relative to the market. As returns on the market increase, China National's returns are expected to increase less than the market. However, during the bear market, the loss of holding China National is expected to be smaller as well. At this point, China National Medicines has a negative expected return of -0.0495%. Please make sure to confirm China National's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if China National Medicines 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 China National Medicines has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, China National is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 8.8 B |
China |
China National Relative Risk vs. Return Landscape
If you would invest 3,332 in China National Medicines on October 22, 2024 and sell it today you would lose (140.00) from holding China National Medicines or give up 4.2% of portfolio value over 90 days. China National Medicines is generating negative expected returns and assumes 1.8891% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than China, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
China National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for China National's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as China National Medicines, and traders can use it to determine the average amount a China National'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 = -0.0262
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 600511 |
Estimated Market Risk
| 1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average China National 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 China National by adding China National to a well-diversified portfolio.
China National Fundamentals Growth
China Stock prices reflect investors' perceptions of the future prospects and financial health of China National, and China National 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 China Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0436 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 16.45 B | |||
| Shares Outstanding | 754.5 M | |||
| Price To Book | 1.45 X | |||
| Price To Sales | 0.47 X | |||
| Revenue | 49.7 B | |||
| EBITDA | 2.41 B | |||
| Total Debt | 268.35 M | |||
| Book Value Per Share | 22.01 X | |||
| Cash Flow From Operations | 2.73 B | |||
| Earnings Per Share | 2.87 X | |||
| Total Asset | 32.45 B | |||
| Retained Earnings | 12.03 B | |||
About China National Performance
By analyzing China National's fundamental ratios, stakeholders can gain valuable insights into China National's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if China National 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 China National has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about China National Medicines performance evaluation
Checking the ongoing alerts about China National for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for China National Medicines help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| China National generated a negative expected return over the last 90 days | |
| About 57.0% of the company shares are owned by insiders or employees |
- Analyzing China National'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 China National's stock is overvalued or undervalued compared to its peers.
- Examining China National'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 China National's management team can have a significant impact on its success or failure. Reviewing the track record and experience of China National's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of China National's stock. These opinions can provide insight into China National's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for China Stock analysis
When running China National's price analysis, check to measure China National'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 China National is operating at the current time. Most of China National's value examination focuses on studying past and present price action to predict the probability of China National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China National's price. Additionally, you may evaluate how the addition of China National to your portfolios can decrease your overall portfolio volatility.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |