Xiamen Faratronic (China) Performance
| 600563 Stock | 121.95 6.88 5.98% |
On a scale of 0 to 100, Xiamen Faratronic holds a performance score of 6. The firm maintains a market beta of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xiamen Faratronic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xiamen Faratronic is expected to be smaller as well. Please check Xiamen Faratronic's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Xiamen Faratronic's historical returns will revert.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Xiamen Faratronic Co are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Xiamen Faratronic sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 528.3 M |
Xiamen |
Xiamen Faratronic Relative Risk vs. Return Landscape
If you would invest 10,871 in Xiamen Faratronic Co on October 22, 2024 and sell it today you would earn a total of 1,324 from holding Xiamen Faratronic Co or generate 12.18% return on investment over 90 days. Xiamen Faratronic Co is generating 0.2077% of daily returns and assumes 2.3927% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Xiamen, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xiamen Faratronic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xiamen Faratronic's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Xiamen Faratronic Co, and traders can use it to determine the average amount a Xiamen Faratronic'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 = 0.0868
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 600563 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.39 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Xiamen Faratronic is performing at about 6% 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 Xiamen Faratronic by adding it to a well-diversified portfolio.
Xiamen Faratronic Fundamentals Growth
Xiamen Stock prices reflect investors' perceptions of the future prospects and financial health of Xiamen Faratronic, and Xiamen Faratronic 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 Xiamen Stock performance.
| Return On Equity | 0.23 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.26 % | |||
| Current Valuation | 25.5 B | |||
| Shares Outstanding | 225 M | |||
| Price To Book | 5.46 X | |||
| Price To Sales | 6.17 X | |||
| Revenue | 3.88 B | |||
| EBITDA | 1.33 B | |||
| Total Debt | 18.3 M | |||
| Book Value Per Share | 22.33 X | |||
| Cash Flow From Operations | 1.12 B | |||
| Earnings Per Share | 4.80 X | |||
| Total Asset | 6.31 B | |||
| Retained Earnings | 4.06 B | |||
About Xiamen Faratronic Performance
By analyzing Xiamen Faratronic's fundamental ratios, stakeholders can gain valuable insights into Xiamen Faratronic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xiamen Faratronic 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 Xiamen Faratronic 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 Xiamen Faratronic performance evaluation
Checking the ongoing alerts about Xiamen Faratronic for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Xiamen Faratronic help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 43.0% of the company shares are owned by insiders or employees |
- Analyzing Xiamen Faratronic'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 Xiamen Faratronic's stock is overvalued or undervalued compared to its peers.
- Examining Xiamen Faratronic'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 Xiamen Faratronic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Xiamen Faratronic's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Xiamen Faratronic's stock. These opinions can provide insight into Xiamen Faratronic's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Xiamen Stock analysis
When running Xiamen Faratronic's price analysis, check to measure Xiamen Faratronic'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 Xiamen Faratronic is operating at the current time. Most of Xiamen Faratronic's value examination focuses on studying past and present price action to predict the probability of Xiamen Faratronic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xiamen Faratronic's price. Additionally, you may evaluate how the addition of Xiamen Faratronic to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |