Macroblock (Taiwan) Performance

3527 Stock  TWD 72.70  0.70  0.97%   
The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Macroblock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macroblock is expected to be smaller as well. At this point, Macroblock has a negative expected return of -0.16%. Please make sure to verify Macroblock's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Macroblock 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 Macroblock has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the venture sophisticated investors. ...more
Begin Period Cash Flow971.2 M
Total Cashflows From Investing Activities-177.2 M
  

Macroblock Relative Risk vs. Return Landscape

If you would invest  7,970  in Macroblock on September 5, 2024 and sell it today you would lose (770.00) from holding Macroblock or give up 9.66% of portfolio value over 90 days. Macroblock is generating negative expected returns and assumes 1.2708% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Macroblock, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Macroblock is expected to under-perform the market. In addition to that, the company is 1.7 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.21 per unit of volatility.

Macroblock Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Macroblock's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macroblock, and traders can use it to determine the average amount a Macroblock'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 = -0.1226

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Negative Returns3527

Estimated Market Risk

 1.27
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89% of assets are more volatile

Expected Return

 -0.16
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.12
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Most of other assets perform better
Based on monthly moving average Macroblock 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 Macroblock by adding Macroblock to a well-diversified portfolio.

Macroblock Fundamentals Growth

Macroblock Stock prices reflect investors' perceptions of the future prospects and financial health of Macroblock, and Macroblock 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 Macroblock Stock performance.

About Macroblock Performance

Evaluating Macroblock's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Macroblock 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 Macroblock has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.

Things to note about Macroblock performance evaluation

Checking the ongoing alerts about Macroblock for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macroblock help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Macroblock generated a negative expected return over the last 90 days
About 22.0% of the company shares are owned by insiders or employees
Evaluating Macroblock's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Macroblock's stock performance include:
  • Analyzing Macroblock'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 Macroblock's stock is overvalued or undervalued compared to its peers.
  • Examining Macroblock'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 Macroblock's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Macroblock's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Macroblock's stock. These opinions can provide insight into Macroblock's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Macroblock's stock performance is not an exact science, and many factors can impact Macroblock'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.

Additional Tools for Macroblock Stock Analysis

When running Macroblock's price analysis, check to measure Macroblock'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 Macroblock is operating at the current time. Most of Macroblock's value examination focuses on studying past and present price action to predict the probability of Macroblock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macroblock's price. Additionally, you may evaluate how the addition of Macroblock to your portfolios can decrease your overall portfolio volatility.