Shenzhen SDG (China) Performance
| 300917 Stock | 43.98 1.94 4.22% |
The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shenzhen SDG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen SDG is expected to be smaller as well. At this point, Shenzhen SDG Service has a negative expected return of -0.24%. Please make sure to validate Shenzhen SDG's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Shenzhen SDG Service 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 Shenzhen SDG Service 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 February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Forward Dividend Yield 0.0048 | Payout Ratio 0.6225 | Last Split Factor 1.3:1 | Forward Dividend Rate 0.22 | Ex Dividend Date 2024-05-24 |
| Begin Period Cash Flow | 554.8 M | |
| Free Cash Flow | 198 M |
Shenzhen |
Shenzhen SDG Relative Risk vs. Return Landscape
If you would invest 5,780 in Shenzhen SDG Service on October 12, 2024 and sell it today you would lose (1,188) from holding Shenzhen SDG Service or give up 20.55% of portfolio value over 90 days. Shenzhen SDG Service is generating negative expected returns and assumes 4.9399% volatility on return distribution over the 90 days horizon. Simply put, 43% of stocks are less volatile than Shenzhen, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shenzhen SDG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen SDG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen SDG Service, and traders can use it to determine the average amount a Shenzhen SDG'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 = -0.0489
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| Negative Returns | 300917 |
Estimated Market Risk
| 4.94 actual daily | 43 57% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shenzhen SDG 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 Shenzhen SDG by adding Shenzhen SDG to a well-diversified portfolio.
Shenzhen SDG Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen SDG, and Shenzhen SDG 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 Shenzhen Stock performance.
| Return On Equity | 0.12 | ||||
| Return On Asset | 0.0477 | ||||
| Profit Margin | 0.04 % | ||||
| Operating Margin | 0.04 % | ||||
| Current Valuation | 7.11 B | ||||
| Shares Outstanding | 169 M | ||||
| Price To Book | 7.22 X | ||||
| Price To Sales | 2.74 X | ||||
| Revenue | 2.45 B | ||||
| Gross Profit | 283.25 M | ||||
| EBITDA | 161.34 M | ||||
| Net Income | 120.15 M | ||||
| Total Debt | 664.83 M | ||||
| Book Value Per Share | 6.36 X | ||||
| Cash Flow From Operations | 212.33 M | ||||
| Earnings Per Share | 0.70 X | ||||
| Total Asset | 1.79 B | ||||
| Retained Earnings | 423.71 M | ||||
About Shenzhen SDG Performance
By analyzing Shenzhen SDG's fundamental ratios, stakeholders can gain valuable insights into Shenzhen SDG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen SDG 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 Shenzhen SDG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Shenzhen SDG is entity of China. It is traded as Stock on SHE exchange.Things to note about Shenzhen SDG Service performance evaluation
Checking the ongoing alerts about Shenzhen SDG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen SDG Service help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen SDG Service generated a negative expected return over the last 90 days | |
| Shenzhen SDG Service has high historical volatility and very poor performance | |
| About 70.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen SDG'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 Shenzhen SDG's stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen SDG'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 Shenzhen SDG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen SDG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen SDG's stock. These opinions can provide insight into Shenzhen SDG's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen SDG's price analysis, check to measure Shenzhen SDG'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 Shenzhen SDG is operating at the current time. Most of Shenzhen SDG's value examination focuses on studying past and present price action to predict the probability of Shenzhen SDG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenzhen SDG's price. Additionally, you may evaluate how the addition of Shenzhen SDG to your portfolios can decrease your overall portfolio volatility.
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