Cipherlab (Taiwan) Performance
| 6160 Stock | TWD 24.35 0.10 0.41% |
The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cipherlab's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cipherlab is expected to be smaller as well. At this point, Cipherlab has a negative expected return of -0.0612%. Please make sure to confirm Cipherlab's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Cipherlab 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 Cipherlab Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Cipherlab 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 | 156.8 M | |
| Total Cashflows From Investing Activities | -20.8 M |
Cipherlab |
Cipherlab Relative Risk vs. Return Landscape
If you would invest 2,555 in Cipherlab Co on September 27, 2024 and sell it today you would lose (120.00) from holding Cipherlab Co or give up 4.7% of portfolio value over 90 days. Cipherlab Co is generating negative expected returns and assumes 1.7543% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Cipherlab, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Cipherlab Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cipherlab's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cipherlab Co, and traders can use it to determine the average amount a Cipherlab'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 = -0.0349
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| Negative Returns | 6160 |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Cipherlab 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 Cipherlab by adding Cipherlab to a well-diversified portfolio.
Cipherlab Fundamentals Growth
Cipherlab Stock prices reflect investors' perceptions of the future prospects and financial health of Cipherlab, and Cipherlab 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 Cipherlab Stock performance.
| Return On Equity | 0.035 | |||
| Return On Asset | 0.008 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.01 % | |||
| Current Valuation | 1.38 B | |||
| Shares Outstanding | 68.49 M | |||
| Price To Book | 1.58 X | |||
| Price To Sales | 0.98 X | |||
| Revenue | 1.42 B | |||
| EBITDA | 105.31 M | |||
| Total Debt | 4.79 M | |||
| Book Value Per Share | 11.59 X | |||
| Cash Flow From Operations | (2.93 M) | |||
| Earnings Per Share | 0.42 X | |||
| Total Asset | 1.32 B | |||
About Cipherlab Performance
Evaluating Cipherlab's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Cipherlab 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 Cipherlab 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 Cipherlab performance evaluation
Checking the ongoing alerts about Cipherlab for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cipherlab help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cipherlab generated a negative expected return over the last 90 days | |
| Cipherlab generates negative cash flow from operations | |
| About 46.0% of the company shares are owned by insiders or employees |
- Analyzing Cipherlab'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 Cipherlab's stock is overvalued or undervalued compared to its peers.
- Examining Cipherlab'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 Cipherlab's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cipherlab's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Cipherlab's stock. These opinions can provide insight into Cipherlab's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Cipherlab Stock Analysis
When running Cipherlab's price analysis, check to measure Cipherlab'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 Cipherlab is operating at the current time. Most of Cipherlab's value examination focuses on studying past and present price action to predict the probability of Cipherlab's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cipherlab's price. Additionally, you may evaluate how the addition of Cipherlab to your portfolios can decrease your overall portfolio volatility.