Penyao Environmental (China) Performance
| 300664 Stock | 5.11 0.01 0.20% |
The company holds a Beta of -0.0357, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Penyao Environmental are expected to decrease at a much lower rate. During the bear market, Penyao Environmental is likely to outperform the market. At this point, Penyao Environmental has a negative expected return of -0.25%. Please make sure to check Penyao Environmental's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Penyao Environmental 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 Penyao Environmental Protection 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
Forward Dividend Yield 0.0275 | Payout Ratio 0.4914 | Last Split Factor 1.5:1 | Forward Dividend Rate 0.14 | Ex Dividend Date 2024-09-04 |
| Begin Period Cash Flow | 874 M |
Penyao |
Penyao Environmental Relative Risk vs. Return Landscape
If you would invest 597.00 in Penyao Environmental Protection on December 4, 2024 and sell it today you would lose (86.00) from holding Penyao Environmental Protection or give up 14.41% of portfolio value over 90 days. Penyao Environmental Protection is generating negative expected returns and assumes 2.2218% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Penyao, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Penyao Environmental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Penyao Environmental's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Penyao Environmental Protection, and traders can use it to determine the average amount a Penyao Environmental'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 = -0.1116
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 300664 |
Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Penyao Environmental 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 Penyao Environmental by adding Penyao Environmental to a well-diversified portfolio.
Penyao Environmental Fundamentals Growth
Penyao Stock prices reflect investors' perceptions of the future prospects and financial health of Penyao Environmental, and Penyao Environmental 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 Penyao Stock performance.
| Return On Equity | 0.0316 | ||||
| Return On Asset | 0.0293 | ||||
| Profit Margin | 0.08 % | ||||
| Operating Margin | 0.22 % | ||||
| Current Valuation | 5.35 B | ||||
| Shares Outstanding | 759.81 M | ||||
| Price To Book | 0.91 X | ||||
| Price To Sales | 1.97 X | ||||
| Revenue | 2.08 B | ||||
| Gross Profit | 671.97 M | ||||
| EBITDA | 433.45 M | ||||
| Net Income | 257.87 M | ||||
| Total Debt | 735.73 M | ||||
| Book Value Per Share | 5.82 X | ||||
| Cash Flow From Operations | 88.97 M | ||||
| Earnings Per Share | 0.21 X | ||||
| Total Asset | 7.92 B | ||||
| Retained Earnings | 2.42 B | ||||
About Penyao Environmental Performance
By analyzing Penyao Environmental's fundamental ratios, stakeholders can gain valuable insights into Penyao Environmental's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Penyao Environmental 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 Penyao Environmental has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Penyao Environmental is entity of China. It is traded as Stock on SHE exchange.Things to note about Penyao Environmental performance evaluation
Checking the ongoing alerts about Penyao Environmental for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Penyao Environmental help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Penyao Environmental generated a negative expected return over the last 90 days | |
| About 35.0% of the company shares are owned by insiders or employees | |
| Latest headline from news.google.com: Creditors turned shareholders Runyang into 900 million bonds, VAM requirements to be listed before the specified time - Yicai Global |
- Analyzing Penyao Environmental'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 Penyao Environmental's stock is overvalued or undervalued compared to its peers.
- Examining Penyao Environmental'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 Penyao Environmental's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Penyao Environmental's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Penyao Environmental's stock. These opinions can provide insight into Penyao Environmental's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Penyao Stock analysis
When running Penyao Environmental's price analysis, check to measure Penyao Environmental'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 Penyao Environmental is operating at the current time. Most of Penyao Environmental's value examination focuses on studying past and present price action to predict the probability of Penyao Environmental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Penyao Environmental's price. Additionally, you may evaluate how the addition of Penyao Environmental to your portfolios can decrease your overall portfolio volatility.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |