Shui Mu (Taiwan) Performance
| 8443 Stock | TWD 11.95 0.05 0.42% |
Shui Mu has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.0262, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shui Mu are expected to decrease at a much lower rate. During the bear market, Shui Mu is likely to outperform the market. Shui Mu International right now has a risk of 0.92%. Please validate Shui Mu jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Shui Mu will be following its existing price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Shui Mu International Co are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Shui Mu 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 | 202.1 M | |
| Total Cashflows From Investing Activities | 24.2 M | |
| Free Cash Flow | 117.8 M |
Shui |
Shui Mu Relative Risk vs. Return Landscape
If you would invest 1,185 in Shui Mu International Co on December 4, 2024 and sell it today you would earn a total of 10.00 from holding Shui Mu International Co or generate 0.84% return on investment over 90 days. Shui Mu International Co is generating 0.0192% of daily returns and assumes 0.9208% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Shui, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shui Mu Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shui Mu's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shui Mu International Co, and traders can use it to determine the average amount a Shui Mu'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 = 0.0208
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| Negative Returns | 8443 |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.02 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 Shui Mu 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 Shui Mu by adding it to a well-diversified portfolio.
Shui Mu Fundamentals Growth
Shui Stock prices reflect investors' perceptions of the future prospects and financial health of Shui Mu, and Shui Mu 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 Shui Stock performance.
| Return On Equity | -0.19 | |||
| Return On Asset | -0.042 | |||
| Profit Margin | (0.15) % | |||
| Operating Margin | (0.10) % | |||
| Current Valuation | 978.23 M | |||
| Shares Outstanding | 66.8 M | |||
| Price To Earning | 241.35 X | |||
| Price To Book | 0.84 X | |||
| Price To Sales | 0.58 X | |||
| Revenue | 1.08 B | |||
| EBITDA | (9.32 M) | |||
| Cash And Equivalents | 509.25 M | |||
| Cash Per Share | 7.60 X | |||
| Total Debt | 543.09 M | |||
| Debt To Equity | 35.70 % | |||
| Book Value Per Share | 13.25 X | |||
| Cash Flow From Operations | 142.29 M | |||
| Earnings Per Share | (3.16) X | |||
| Total Asset | 1.98 B | |||
| Retained Earnings | 579 M | |||
| Current Asset | 2.09 B | |||
| Current Liabilities | 938 M | |||
About Shui Mu Performance
Evaluating Shui Mu's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Shui Mu 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 Shui Mu 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.
Shui-Mu International Company Limited produces and sells footwear in Taiwan. Shui-Mu International Company Limited was founded in 1952 and is headquartered in Taipei, Taiwan. SHUI MU is traded on Taiwan Stock Exchange in Taiwan.Things to note about Shui Mu International performance evaluation
Checking the ongoing alerts about Shui Mu for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shui Mu International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The company reported the revenue of 1.08 B. Net Loss for the year was (260.75 M) with profit before overhead, payroll, taxes, and interest of 492.1 M. | |
| About 55.0% of the company shares are owned by insiders or employees |
- Analyzing Shui Mu'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 Shui Mu's stock is overvalued or undervalued compared to its peers.
- Examining Shui Mu'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 Shui Mu's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shui Mu's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shui Mu's stock. These opinions can provide insight into Shui Mu's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Shui Stock Analysis
When running Shui Mu's price analysis, check to measure Shui Mu'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 Shui Mu is operating at the current time. Most of Shui Mu's value examination focuses on studying past and present price action to predict the probability of Shui Mu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shui Mu's price. Additionally, you may evaluate how the addition of Shui Mu to your portfolios can decrease your overall portfolio volatility.