CHINA SHENHUA (Germany) Performance
| IKFC Stock | EUR 14.60 0.10 0.69% |
The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CHINA SHENHUA's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHINA SHENHUA is expected to be smaller as well. At this point, CHINA SHENHUA ENA has a negative expected return of -0.16%. Please make sure to confirm CHINA SHENHUA's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if CHINA SHENHUA ENA performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CHINA SHENHUA ENA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's technical and fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
CHINA |
CHINA SHENHUA Relative Risk vs. Return Landscape
If you would invest 1,600 in CHINA SHENHUA ENA on December 19, 2024 and sell it today you would lose (160.00) from holding CHINA SHENHUA ENA or give up 10.0% of portfolio value over 90 days. CHINA SHENHUA ENA is producing return of less than zero assuming 1.7545% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than CHINA SHENHUA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CHINA SHENHUA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHINA SHENHUA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CHINA SHENHUA ENA, and traders can use it to determine the average amount a CHINA SHENHUA'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 = -0.0929
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| Negative Returns | IKFC |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CHINA SHENHUA 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 CHINA SHENHUA by adding CHINA SHENHUA to a well-diversified portfolio.
CHINA SHENHUA Fundamentals Growth
CHINA Stock prices reflect investors' perceptions of the future prospects and financial health of CHINA SHENHUA, and CHINA SHENHUA 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 CHINA Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.30 % | |||
| Shares Outstanding | 4.97 B | |||
| Price To Earning | 7.22 X | |||
| Revenue | 352.66 B | |||
| EBITDA | 125.21 B | |||
| Cash And Equivalents | 158.44 B | |||
| Cash Per Share | 31.90 X | |||
| Total Debt | 62.31 B | |||
| Debt To Equity | 0.15 % | |||
| Book Value Per Share | 79.12 X | |||
| Cash Flow From Operations | 67.79 B | |||
| Earnings Per Share | 1.88 X | |||
About CHINA SHENHUA Performance
By analyzing CHINA SHENHUA's fundamental ratios, stakeholders can gain valuable insights into CHINA SHENHUA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CHINA SHENHUA 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 CHINA SHENHUA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
China Shenhua Energy Company Limited and its subsidiaries engage in the production and sales of coal and power railway, port, and shipping transportation and coal-to-olefins businesses in the Peoples Republic of China and internationally. China Shenhua Energy Company Limited is a subsidiary of China Energy Investment Corporation Limited. CHINA SHENHUA operates under Thermal Coal classification in Germany and is traded on Frankfurt Stock Exchange. It employs 75097 people.Things to note about CHINA SHENHUA ENA performance evaluation
Checking the ongoing alerts about CHINA SHENHUA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CHINA SHENHUA ENA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CHINA SHENHUA ENA generated a negative expected return over the last 90 days |
- Analyzing CHINA SHENHUA'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 CHINA SHENHUA's stock is overvalued or undervalued compared to its peers.
- Examining CHINA SHENHUA'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 CHINA SHENHUA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CHINA SHENHUA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CHINA SHENHUA's stock. These opinions can provide insight into CHINA SHENHUA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CHINA Stock analysis
When running CHINA SHENHUA's price analysis, check to measure CHINA SHENHUA'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 CHINA SHENHUA is operating at the current time. Most of CHINA SHENHUA's value examination focuses on studying past and present price action to predict the probability of CHINA SHENHUA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CHINA SHENHUA's price. Additionally, you may evaluate how the addition of CHINA SHENHUA to your portfolios can decrease your overall portfolio volatility.
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