Taiwan Secom (Taiwan) Performance
| 9917 Stock | TWD 128.50 1.00 0.77% |
The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Taiwan Secom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan Secom is expected to be smaller as well. At this point, Taiwan Secom has a negative expected return of -0.22%. Please make sure to validate Taiwan Secom's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Taiwan Secom 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 Taiwan Secom Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's basic indicators remain fairly stable which may send shares a bit higher in January 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 5.5 B | |
| Total Cashflows From Investing Activities | -1.4 B |
Taiwan |
Taiwan Secom Relative Risk vs. Return Landscape
If you would invest 14,850 in Taiwan Secom Co on September 3, 2024 and sell it today you would lose (2,000) from holding Taiwan Secom Co or give up 13.47% of portfolio value over 90 days. Taiwan Secom Co is generating negative expected returns and assumes 1.4084% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Taiwan, 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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Taiwan Secom Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Secom's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Taiwan Secom Co, and traders can use it to determine the average amount a Taiwan Secom'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 = -0.1559
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| Negative Returns | 9917 |
Estimated Market Risk
| 1.41 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Taiwan Secom 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 Taiwan Secom by adding Taiwan Secom to a well-diversified portfolio.
Taiwan Secom Fundamentals Growth
Taiwan Stock prices reflect investors' perceptions of the future prospects and financial health of Taiwan Secom, and Taiwan Secom 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 Taiwan Stock performance.
| Return On Equity | 0.23 | |||
| Return On Asset | 0.0657 | |||
| Profit Margin | 0.17 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 45.53 B | |||
| Shares Outstanding | 441.25 M | |||
| Price To Earning | 17.94 X | |||
| Price To Book | 3.89 X | |||
| Price To Sales | 2.87 X | |||
| Revenue | 14.13 B | |||
| EBITDA | 4.62 B | |||
| Cash And Equivalents | 6.53 B | |||
| Cash Per Share | 14.82 X | |||
| Total Debt | 2.04 B | |||
| Debt To Equity | 0.42 % | |||
| Book Value Per Share | 25.66 X | |||
| Cash Flow From Operations | 3.27 B | |||
| Earnings Per Share | 5.91 X | |||
| Total Asset | 23.61 B | |||
| Retained Earnings | 5.31 B | |||
| Current Asset | 6.14 B | |||
| Current Liabilities | 6.57 B | |||
About Taiwan Secom Performance
Evaluating Taiwan Secom's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Taiwan Secom 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 Taiwan Secom 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.
Taiwan Secom Co., Ltd. provides security services in Taiwan. The company was founded in 1977 and is based in Taipei, Taiwan. TAIWAN SECOM is traded on Taiwan Stock Exchange in Taiwan.Things to note about Taiwan Secom performance evaluation
Checking the ongoing alerts about Taiwan Secom for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Taiwan Secom help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Taiwan Secom generated a negative expected return over the last 90 days | |
| About 46.0% of the company shares are owned by insiders or employees |
- Analyzing Taiwan Secom'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 Taiwan Secom's stock is overvalued or undervalued compared to its peers.
- Examining Taiwan Secom'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 Taiwan Secom's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Taiwan Secom's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Taiwan Secom's stock. These opinions can provide insight into Taiwan Secom's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Taiwan Stock Analysis
When running Taiwan Secom's price analysis, check to measure Taiwan Secom'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 Taiwan Secom is operating at the current time. Most of Taiwan Secom's value examination focuses on studying past and present price action to predict the probability of Taiwan Secom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taiwan Secom's price. Additionally, you may evaluate how the addition of Taiwan Secom to your portfolios can decrease your overall portfolio volatility.