Tachan Securities (Taiwan) Performance
| 6020 Stock | TWD 19.00 0.10 0.52% |
The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tachan Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tachan Securities is expected to be smaller as well. At this point, Tachan Securities has a negative expected return of -0.0038%. Please make sure to validate Tachan Securities' standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Tachan Securities 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 Tachan Securities Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Tachan Securities is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| Begin Period Cash Flow | 1 B | |
| Total Cashflows From Investing Activities | -15.9 M |
Tachan |
Tachan Securities Relative Risk vs. Return Landscape
If you would invest 1,905 in Tachan Securities Co on September 12, 2024 and sell it today you would lose (5.00) from holding Tachan Securities Co or give up 0.26% of portfolio value over 90 days. Tachan Securities Co is generating negative expected returns and assumes 0.2901% volatility on return distribution over the 90 days horizon. Simply put, 2% of stocks are less volatile than Tachan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Tachan Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tachan Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Tachan Securities Co, and traders can use it to determine the average amount a Tachan Securities' 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 = -0.0132
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| Negative Returns | 6020 |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Tachan Securities 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 Tachan Securities by adding Tachan Securities to a well-diversified portfolio.
Tachan Securities Fundamentals Growth
Tachan Stock prices reflect investors' perceptions of the future prospects and financial health of Tachan Securities, and Tachan Securities 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 Tachan Stock performance.
| Return On Equity | 3.0E-4 | |||
| Return On Asset | 2.0E-4 | |||
| Profit Margin | 0.01 % | |||
| Operating Margin | (0.09) % | |||
| Current Valuation | 1.86 B | |||
| Shares Outstanding | 252.35 M | |||
| Price To Book | 1.16 X | |||
| Price To Sales | 22.84 X | |||
| Revenue | 1.15 B | |||
| EBITDA | 976.57 M | |||
| Book Value Per Share | 16.02 X | |||
| Cash Flow From Operations | 1.05 B | |||
| Earnings Per Share | 0.74 X | |||
| Total Asset | 7.78 B | |||
About Tachan Securities Performance
Evaluating Tachan Securities' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Tachan Securities 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 Tachan Securities 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 Tachan Securities performance evaluation
Checking the ongoing alerts about Tachan Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Tachan Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Tachan Securities generated a negative expected return over the last 90 days | |
| About 95.0% of the company shares are owned by insiders or employees |
- Analyzing Tachan Securities' 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 Tachan Securities' stock is overvalued or undervalued compared to its peers.
- Examining Tachan Securities' 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 Tachan Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Tachan Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Tachan Securities' stock. These opinions can provide insight into Tachan Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Tachan Stock Analysis
When running Tachan Securities' price analysis, check to measure Tachan Securities' 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 Tachan Securities is operating at the current time. Most of Tachan Securities' value examination focuses on studying past and present price action to predict the probability of Tachan Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tachan Securities' price. Additionally, you may evaluate how the addition of Tachan Securities to your portfolios can decrease your overall portfolio volatility.