Shenzhen Fortune (China) Performance
| 688318 Stock | 148.00 5.45 3.55% |
The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shenzhen Fortune's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen Fortune is expected to be smaller as well. At this point, Shenzhen Fortune Trend has a negative expected return of -0.45%. Please make sure to validate Shenzhen Fortune's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Shenzhen Fortune Trend performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Shenzhen Fortune Trend 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 April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 608.8 M |
Shenzhen |
Shenzhen Fortune Relative Risk vs. Return Landscape
If you would invest 19,679 in Shenzhen Fortune Trend on December 27, 2024 and sell it today you would lose (4,879) from holding Shenzhen Fortune Trend or give up 24.79% of portfolio value over 90 days. Shenzhen Fortune Trend is generating negative expected returns and assumes 3.1182% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Shenzhen, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shenzhen Fortune Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen Fortune's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen Fortune Trend, and traders can use it to determine the average amount a Shenzhen Fortune'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 = -0.1445
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 688318 |
Estimated Market Risk
| 3.12 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.45 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shenzhen Fortune 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 Shenzhen Fortune by adding Shenzhen Fortune to a well-diversified portfolio.
Shenzhen Fortune Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen Fortune, and Shenzhen Fortune 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 Shenzhen Stock performance.
| Return On Equity | 0.0755 | ||||
| Return On Asset | 0.0419 | ||||
| Profit Margin | 0.65 % | ||||
| Operating Margin | 0.45 % | ||||
| Current Valuation | 25.3 B | ||||
| Shares Outstanding | 182.94 M | ||||
| Price To Book | 7.80 X | ||||
| Price To Sales | 68.82 X | ||||
| Revenue | 434.67 M | ||||
| EBITDA | 245.9 M | ||||
| Total Debt | 1.26 M | ||||
| Book Value Per Share | 18.98 X | ||||
| Cash Flow From Operations | 238.06 M | ||||
| Earnings Per Share | 1.41 X | ||||
| Total Asset | 3.64 B | ||||
| Retained Earnings | 1.53 B | ||||
About Shenzhen Fortune Performance
By analyzing Shenzhen Fortune's fundamental ratios, stakeholders can gain valuable insights into Shenzhen Fortune's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen Fortune 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 Shenzhen Fortune 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 Shenzhen Fortune Trend performance evaluation
Checking the ongoing alerts about Shenzhen Fortune for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen Fortune Trend help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen Fortune generated a negative expected return over the last 90 days | |
| Shenzhen Fortune has high historical volatility and very poor performance | |
| About 71.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen Fortune'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 Shenzhen Fortune's stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen Fortune'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 Shenzhen Fortune's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen Fortune's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen Fortune's stock. These opinions can provide insight into Shenzhen Fortune's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen Fortune's price analysis, check to measure Shenzhen Fortune'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 Shenzhen Fortune is operating at the current time. Most of Shenzhen Fortune's value examination focuses on studying past and present price action to predict the probability of Shenzhen Fortune's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenzhen Fortune's price. Additionally, you may evaluate how the addition of Shenzhen Fortune to your portfolios can decrease your overall portfolio volatility.
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