Rafael Microelectronics (Taiwan) Performance
6568 Stock | TWD 136.50 5.50 3.87% |
Rafael Microelectronics has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.0946, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rafael Microelectronics are expected to decrease at a much lower rate. During the bear market, Rafael Microelectronics is likely to outperform the market. Rafael Microelectronics right now holds a risk of 2.15%. Please check Rafael Microelectronics coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Rafael Microelectronics will be following its historical price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Rafael Microelectronics are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Rafael Microelectronics is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Begin Period Cash Flow | 966.4 M | |
Total Cashflows From Investing Activities | -302.9 M |
Rafael |
Rafael Microelectronics Relative Risk vs. Return Landscape
If you would invest 13,500 in Rafael Microelectronics on October 20, 2024 and sell it today you would earn a total of 150.00 from holding Rafael Microelectronics or generate 1.11% return on investment over 90 days. Rafael Microelectronics is generating 0.0393% of daily returns and assumes 2.1474% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Rafael, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Rafael Microelectronics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rafael Microelectronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Rafael Microelectronics, and traders can use it to determine the average amount a Rafael Microelectronics' 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 = 0.0183
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Negative Returns | 6568 |
Estimated Market Risk
2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Rafael Microelectronics is performing at about 1% 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 Rafael Microelectronics by adding it to a well-diversified portfolio.
Rafael Microelectronics Fundamentals Growth
Rafael Stock prices reflect investors' perceptions of the future prospects and financial health of Rafael Microelectronics, and Rafael Microelectronics 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 Rafael Stock performance.
Return On Equity | 0.0755 | |||
Return On Asset | 0.0447 | |||
Profit Margin | 0.1 % | |||
Operating Margin | 0.12 % | |||
Current Valuation | 4.81 B | |||
Shares Outstanding | 30.61 M | |||
Price To Book | 4.03 X | |||
Price To Sales | 5.14 X | |||
Revenue | 1.03 B | |||
EBITDA | 245.67 M | |||
Book Value Per Share | 46.88 X | |||
Cash Flow From Operations | 86.3 M | |||
Earnings Per Share | 3.56 X | |||
Total Asset | 1.74 B | |||
About Rafael Microelectronics Performance
Evaluating Rafael Microelectronics' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Rafael Microelectronics 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 Rafael Microelectronics 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 Rafael Microelectronics performance evaluation
Checking the ongoing alerts about Rafael Microelectronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Rafael Microelectronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.About 21.0% of the company shares are owned by insiders or employees |
- Analyzing Rafael Microelectronics' 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 Rafael Microelectronics' stock is overvalued or undervalued compared to its peers.
- Examining Rafael Microelectronics' 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 Rafael Microelectronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Rafael Microelectronics' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Rafael Microelectronics' stock. These opinions can provide insight into Rafael Microelectronics' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Rafael Stock Analysis
When running Rafael Microelectronics' price analysis, check to measure Rafael Microelectronics' 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 Rafael Microelectronics is operating at the current time. Most of Rafael Microelectronics' value examination focuses on studying past and present price action to predict the probability of Rafael Microelectronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rafael Microelectronics' price. Additionally, you may evaluate how the addition of Rafael Microelectronics to your portfolios can decrease your overall portfolio volatility.