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

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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
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JavaScript chart by amCharts 3.21.15Penyao Environmental Penyao Environmental Dividend Benchmark Dow Jones Industrial
Begin Period Cash Flow874 M
  

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   
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       Risk  
Assuming the 90 days trading horizon Penyao Environmental is expected to under-perform the market. In addition to that, the company is 2.87 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 per unit of volatility.

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

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Negative Returns300664

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 Equity0.0316
Return On Asset0.0293
Profit Margin0.08 %
Operating Margin0.22 %
Current Valuation5.35 B
Shares Outstanding759.81 M
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Price To Book0.91 X
Price To Sales1.97 X
Revenue2.08 B
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Gross Profit671.97 M
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EBITDA433.45 M
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Net Income257.87 M
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Total Debt735.73 M
Book Value Per Share5.82 X
Cash Flow From Operations88.97 M
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Earnings Per Share0.21 X
Total Asset7.92 B
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Retained Earnings2.42 B
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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
Evaluating Penyao Environmental's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Penyao Environmental's stock performance include:
  • 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.
It's essential to remember that evaluating Penyao Environmental's stock performance is not an exact science, and many factors can impact Penyao Environmental's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

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.
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