Farglory FTZ (Taiwan) Performance
| 5607 Stock | TWD 44.05 0.10 0.23% |
The firm shows a Beta (market volatility) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, Farglory FTZ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Farglory FTZ is expected to be smaller as well. At this point, Farglory FTZ Investment has a negative expected return of -0.15%. Please make sure to confirm Farglory FTZ's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Farglory FTZ Investment 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 Farglory FTZ Investment 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 | 224.6 M | |
| Total Cashflows From Investing Activities | -4.1 B |
Farglory |
Farglory FTZ Relative Risk vs. Return Landscape
If you would invest 4,845 in Farglory FTZ Investment on September 1, 2024 and sell it today you would lose (440.00) from holding Farglory FTZ Investment or give up 9.08% of portfolio value over 90 days. Farglory FTZ Investment is generating negative expected returns and assumes 1.0825% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than Farglory, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Farglory FTZ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farglory FTZ's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Farglory FTZ Investment, and traders can use it to determine the average amount a Farglory FTZ'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 = -0.1341
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| Negative Returns | 5607 |
Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Farglory FTZ 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 Farglory FTZ by adding Farglory FTZ to a well-diversified portfolio.
Farglory FTZ Fundamentals Growth
Farglory Stock prices reflect investors' perceptions of the future prospects and financial health of Farglory FTZ, and Farglory FTZ 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 Farglory Stock performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 0.0493 | |||
| Profit Margin | 0.30 % | |||
| Operating Margin | 0.46 % | |||
| Current Valuation | 22.95 B | |||
| Shares Outstanding | 254.98 M | |||
| Price To Earning | 15.53 X | |||
| Price To Book | 1.87 X | |||
| Price To Sales | 4.04 X | |||
| Revenue | 2.54 B | |||
| EBITDA | 1.41 B | |||
| Cash And Equivalents | 959.54 M | |||
| Cash Per Share | 5.64 X | |||
| Total Debt | 5.01 B | |||
| Debt To Equity | 100.30 % | |||
| Book Value Per Share | 27.72 X | |||
| Cash Flow From Operations | 1.63 B | |||
| Earnings Per Share | 3.84 X | |||
| Total Asset | 19.02 B | |||
| Retained Earnings | 896 M | |||
| Current Asset | 562 M | |||
| Current Liabilities | 910 M | |||
About Farglory FTZ Performance
Evaluating Farglory FTZ's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Farglory FTZ 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 Farglory FTZ 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.
Farglory Free Trade Zone Investment Holding Co., Ltd operates free trade zone in Taiwan. The company was founded in 1991 and is based in Taoyuan, Taiwan. FARGLORY FREE is traded on Taiwan Stock Exchange in Taiwan.Things to note about Farglory FTZ Investment performance evaluation
Checking the ongoing alerts about Farglory FTZ for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Farglory FTZ Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Farglory FTZ generated a negative expected return over the last 90 days | |
| Farglory FTZ has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 65.0% of the company shares are owned by insiders or employees |
- Analyzing Farglory FTZ'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 Farglory FTZ's stock is overvalued or undervalued compared to its peers.
- Examining Farglory FTZ'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 Farglory FTZ's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Farglory FTZ's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Farglory FTZ's stock. These opinions can provide insight into Farglory FTZ's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Farglory Stock Analysis
When running Farglory FTZ's price analysis, check to measure Farglory FTZ'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 Farglory FTZ is operating at the current time. Most of Farglory FTZ's value examination focuses on studying past and present price action to predict the probability of Farglory FTZ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farglory FTZ's price. Additionally, you may evaluate how the addition of Farglory FTZ to your portfolios can decrease your overall portfolio volatility.