Materials Analysis (Taiwan) Performance
| 3587 Stock | TWD 254.50 6.00 2.30% |
The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Materials Analysis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Materials Analysis is expected to be smaller as well. At this point, Materials Analysis has a negative expected return of -0.17%. Please make sure to verify Materials Analysis' total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Materials Analysis performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Materials Analysis Technology 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 Flow | 1.2 B | |
| Total Cashflows From Investing Activities | -961.4 M |
Materials |
Materials Analysis Relative Risk vs. Return Landscape
If you would invest 28,600 in Materials Analysis Technology on August 30, 2024 and sell it today you would lose (3,150) from holding Materials Analysis Technology or give up 11.01% of portfolio value over 90 days. Materials Analysis Technology is generating negative expected returns and assumes 1.7856% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Materials, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Materials Analysis Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Materials Analysis' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Materials Analysis Technology, and traders can use it to determine the average amount a Materials Analysis' 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 = -0.0966
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3587 |
Estimated Market Risk
| 1.79 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Materials Analysis 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 Materials Analysis by adding Materials Analysis to a well-diversified portfolio.
Materials Analysis Fundamentals Growth
Materials Stock prices reflect investors' perceptions of the future prospects and financial health of Materials Analysis, and Materials Analysis 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 Materials Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.0715 | |||
| Profit Margin | 0.16 % | |||
| Operating Margin | 0.18 % | |||
| Current Valuation | 10.72 B | |||
| Shares Outstanding | 61.73 M | |||
| Price To Book | 3.06 X | |||
| Price To Sales | 2.68 X | |||
| Revenue | 3.36 B | |||
| EBITDA | 1.49 B | |||
| Total Debt | 867.42 M | |||
| Book Value Per Share | 54.38 X | |||
| Cash Flow From Operations | 1.52 B | |||
| Earnings Per Share | 9.48 X | |||
| Total Asset | 5.31 B | |||
About Materials Analysis Performance
Evaluating Materials Analysis' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Materials Analysis 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 Materials Analysis 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 Materials Analysis performance evaluation
Checking the ongoing alerts about Materials Analysis for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Materials Analysis help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Materials Analysis generated a negative expected return over the last 90 days | |
| About 29.0% of the company shares are owned by insiders or employees |
- Analyzing Materials Analysis' 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 Materials Analysis' stock is overvalued or undervalued compared to its peers.
- Examining Materials Analysis' 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 Materials Analysis' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Materials Analysis' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Materials Analysis' stock. These opinions can provide insight into Materials Analysis' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Materials Stock Analysis
When running Materials Analysis' price analysis, check to measure Materials Analysis' 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 Materials Analysis is operating at the current time. Most of Materials Analysis' value examination focuses on studying past and present price action to predict the probability of Materials Analysis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Materials Analysis' price. Additionally, you may evaluate how the addition of Materials Analysis to your portfolios can decrease your overall portfolio volatility.