Penghua Shenzhen (China) Performance
| 180401 Stock | 6.01 0.01 0.17% |
The company holds a Beta of 0.0472, which implies not very significant fluctuations relative to the market. As returns on the market increase, Penghua Shenzhen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Penghua Shenzhen is expected to be smaller as well. At this point, Penghua Shenzhen Energy has a negative expected return of -0.0187%. Please make sure to check Penghua Shenzhen's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Penghua Shenzhen Energy 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 Penghua Shenzhen Energy has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Penghua Shenzhen is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Penghua |
Penghua Shenzhen Relative Risk vs. Return Landscape
If you would invest 608.00 in Penghua Shenzhen Energy on August 29, 2024 and sell it today you would lose (7.00) from holding Penghua Shenzhen Energy or give up 1.15% of portfolio value over 90 days. Penghua Shenzhen Energy is generating negative expected returns and assumes 0.5091% volatility on return distribution over the 90 days horizon. Simply put, 4% of stocks are less volatile than Penghua, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Penghua Shenzhen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Penghua Shenzhen's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Penghua Shenzhen Energy, and traders can use it to determine the average amount a Penghua Shenzhen'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 = -0.0367
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| Negative Returns | 180401 |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Penghua Shenzhen 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 Penghua Shenzhen by adding Penghua Shenzhen to a well-diversified portfolio.
About Penghua Shenzhen Performance
By analyzing Penghua Shenzhen's fundamental ratios, stakeholders can gain valuable insights into Penghua Shenzhen's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Penghua Shenzhen 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 Penghua Shenzhen 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 Penghua Shenzhen Energy performance evaluation
Checking the ongoing alerts about Penghua Shenzhen for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Penghua Shenzhen Energy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Penghua Shenzhen generated a negative expected return over the last 90 days |
- Analyzing Penghua Shenzhen'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 Penghua Shenzhen's stock is overvalued or undervalued compared to its peers.
- Examining Penghua Shenzhen'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 Penghua Shenzhen's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Penghua Shenzhen's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Penghua Shenzhen's stock. These opinions can provide insight into Penghua Shenzhen's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Penghua Stock analysis
When running Penghua Shenzhen's price analysis, check to measure Penghua Shenzhen'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 Penghua Shenzhen is operating at the current time. Most of Penghua Shenzhen's value examination focuses on studying past and present price action to predict the probability of Penghua Shenzhen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Penghua Shenzhen's price. Additionally, you may evaluate how the addition of Penghua Shenzhen to your portfolios can decrease your overall portfolio volatility.
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