SHIN-ETSU CHEMICAL (Germany) Performance
| SEH Stock | EUR 26.78 2.45 8.38% |
SHIN-ETSU CHEMICAL has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SHIN-ETSU CHEMICAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding SHIN-ETSU CHEMICAL is expected to be smaller as well. SHIN ETSU CHEMICAL currently has a risk of 1.81%. Please validate SHIN-ETSU CHEMICAL jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if SHIN-ETSU CHEMICAL will be following its existing price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SHIN ETSU CHEMICAL are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable technical indicators, SHIN-ETSU CHEMICAL is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 801.6 B | |
| Free Cash Flow | 356 B |
SHIN-ETSU |
SHIN-ETSU CHEMICAL Relative Risk vs. Return Landscape
If you would invest 2,601 in SHIN ETSU CHEMICAL on October 31, 2025 and sell it today you would earn a total of 77.00 from holding SHIN ETSU CHEMICAL or generate 2.96% return on investment over 90 days. SHIN ETSU CHEMICAL is generating 0.065% of daily returns assuming 1.8078% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than SHIN-ETSU CHEMICAL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SHIN-ETSU CHEMICAL Target Price Odds to finish over Current Price
The tendency of SHIN-ETSU Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 26.78 | 90 days | 26.78 | about 53.0 |
Based on a normal probability distribution, the odds of SHIN-ETSU CHEMICAL to move above the current price in 90 days from now is about 53.0 (This SHIN ETSU CHEMICAL probability density function shows the probability of SHIN-ETSU Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon SHIN-ETSU CHEMICAL has a beta of 0.32. This usually implies as returns on the market go up, SHIN-ETSU CHEMICAL average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding SHIN ETSU CHEMICAL will be expected to be much smaller as well. Additionally SHIN ETSU CHEMICAL has an alpha of 0.0386, implying that it can generate a 0.0386 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). SHIN-ETSU CHEMICAL Price Density |
| Price |
Predictive Modules for SHIN-ETSU CHEMICAL
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SHIN ETSU CHEMICAL. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.SHIN-ETSU CHEMICAL Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. SHIN-ETSU CHEMICAL is not an exception. The market had few large corrections towards the SHIN-ETSU CHEMICAL's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold SHIN ETSU CHEMICAL, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of SHIN-ETSU CHEMICAL within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.32 | |
σ | Overall volatility | 1.73 | |
Ir | Information ratio | 0 |
SHIN-ETSU CHEMICAL Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of SHIN-ETSU Stock often depends not only on the future outlook of the current and potential SHIN-ETSU CHEMICAL's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. SHIN-ETSU CHEMICAL's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 415.4 M | |
| Dividends Paid | -120.5 B | |
| Short Long Term Debt | 13.5 B |
SHIN-ETSU CHEMICAL Fundamentals Growth
SHIN-ETSU Stock prices reflect investors' perceptions of the future prospects and financial health of SHIN-ETSU CHEMICAL, and SHIN-ETSU CHEMICAL 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 SHIN-ETSU Stock performance.
| Current Valuation | 37.75 B | |||
| Price To Book | 1.84 X | |||
| Price To Sales | 2.79 X | |||
| Revenue | 2.07 T | |||
| EBITDA | 845.11 B | |||
| Total Debt | 16.94 B | |||
| Cash Flow From Operations | 553.53 B | |||
| Total Asset | 4.05 T | |||
About SHIN-ETSU CHEMICAL Performance
Assessing SHIN-ETSU CHEMICAL's fundamental ratios provides investors with valuable insights into SHIN-ETSU CHEMICAL's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the SHIN-ETSU CHEMICAL is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about SHIN ETSU CHEMICAL performance evaluation
Checking the ongoing alerts about SHIN-ETSU CHEMICAL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SHIN ETSU CHEMICAL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SHIN-ETSU CHEMICAL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SHIN-ETSU CHEMICAL's stock performance include:- Analyzing SHIN-ETSU CHEMICAL'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 SHIN-ETSU CHEMICAL's stock is overvalued or undervalued compared to its peers.
- Examining SHIN-ETSU CHEMICAL'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 SHIN-ETSU CHEMICAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SHIN-ETSU CHEMICAL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SHIN-ETSU CHEMICAL's stock. These opinions can provide insight into SHIN-ETSU CHEMICAL's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for SHIN-ETSU Stock Analysis
When running SHIN-ETSU CHEMICAL's price analysis, check to measure SHIN-ETSU CHEMICAL'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 SHIN-ETSU CHEMICAL is operating at the current time. Most of SHIN-ETSU CHEMICAL's value examination focuses on studying past and present price action to predict the probability of SHIN-ETSU CHEMICAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SHIN-ETSU CHEMICAL's price. Additionally, you may evaluate how the addition of SHIN-ETSU CHEMICAL to your portfolios can decrease your overall portfolio volatility.