Shanghai (China) Performance
| 688155 Stock | 35.71 0.89 2.43% |
The entity has a beta of 0.0863, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shanghai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shanghai is expected to be smaller as well. At this point, Shanghai SK Automation has a negative expected return of -0.39%. Please make sure to validate Shanghai's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Shanghai SK Automation performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Shanghai SK Automation has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Forward Dividend Yield 0.0168 | Payout Ratio 0.3465 | Last Split Factor 1.4:1 | Forward Dividend Rate 0.6 | Ex Dividend Date 2024-09-18 |
1 | We Think Shanghai SK Automation TechnologyLtd Can Stay On Top Of Its Debt - Simply Wall St | 11/27/2024 |
| Begin Period Cash Flow | 395 M |
Shanghai |
Shanghai Relative Risk vs. Return Landscape
If you would invest 4,766 in Shanghai SK Automation on October 6, 2024 and sell it today you would lose (1,195) from holding Shanghai SK Automation or give up 25.07% of portfolio value over 90 days. Shanghai SK Automation is generating negative expected returns and assumes 3.523% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Shanghai, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shanghai Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shanghai's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shanghai SK Automation, and traders can use it to determine the average amount a Shanghai'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 = -0.1105
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| Negative Returns | 688155 |
Estimated Market Risk
| 3.52 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.39 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shanghai 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 Shanghai by adding Shanghai to a well-diversified portfolio.
Shanghai Fundamentals Growth
Shanghai Stock prices reflect investors' perceptions of the future prospects and financial health of Shanghai, and Shanghai 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 Shanghai Stock performance.
| Return On Equity | 0.16 | ||||
| Return On Asset | 0.0423 | ||||
| Profit Margin | 0.08 % | ||||
| Operating Margin | 0.15 % | ||||
| Current Valuation | 4.68 B | ||||
| Shares Outstanding | 125.05 M | ||||
| Price To Book | 2.32 X | ||||
| Price To Sales | 1.77 X | ||||
| Revenue | 2.45 B | ||||
| Gross Profit | 1.84 B | ||||
| EBITDA | 361.71 M | ||||
| Net Income | 39.95 M | ||||
| Total Debt | 1.09 B | ||||
| Book Value Per Share | 15.39 X | ||||
| Cash Flow From Operations | (58.56 M) | ||||
| Earnings Per Share | 1.73 X | ||||
| Total Asset | 4.59 B | ||||
| Retained Earnings | 152.92 M | ||||
About Shanghai Performance
By analyzing Shanghai's fundamental ratios, stakeholders can gain valuable insights into Shanghai's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shanghai 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 Shanghai has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Shanghai is entity of China. It is traded as Stock on SHG exchange.Things to note about Shanghai SK Automation performance evaluation
Checking the ongoing alerts about Shanghai for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shanghai SK Automation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shanghai generated a negative expected return over the last 90 days | |
| Shanghai has high historical volatility and very poor performance | |
| Shanghai is unlikely to experience financial distress in the next 2 years | |
| Shanghai generates negative cash flow from operations | |
| About 61.0% of the company shares are owned by insiders or employees |
- Analyzing Shanghai'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 Shanghai's stock is overvalued or undervalued compared to its peers.
- Examining Shanghai'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 Shanghai's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shanghai's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shanghai's stock. These opinions can provide insight into Shanghai's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shanghai Stock analysis
When running Shanghai's price analysis, check to measure Shanghai'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 Shanghai is operating at the current time. Most of Shanghai's value examination focuses on studying past and present price action to predict the probability of Shanghai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shanghai's price. Additionally, you may evaluate how the addition of Shanghai to your portfolios can decrease your overall portfolio volatility.
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