China Greatwall (China) Performance
| 000066 Stock | 14.23 0.55 4.02% |
The firm shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, China Greatwall's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Greatwall is expected to be smaller as well. At this point, China Greatwall Computer has a negative expected return of -0.79%. Please make sure to confirm China Greatwall's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if China Greatwall Computer 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 China Greatwall Computer has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 4.3 B |
China |
China Greatwall Relative Risk vs. Return Landscape
If you would invest 2,236 in China Greatwall Computer on November 8, 2024 and sell it today you would lose (868.00) from holding China Greatwall Computer or give up 38.82% of portfolio value over 90 days. China Greatwall Computer is generating negative expected returns and assumes 3.7367% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than China, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
China Greatwall Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Greatwall's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as China Greatwall Computer, and traders can use it to determine the average amount a China Greatwall'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 = -0.2112
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| Negative Returns | 000066 |
Estimated Market Risk
| 3.74 actual daily | 33 67% of assets are more volatile |
Expected Return
| -0.79 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average China Greatwall 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 China Greatwall by adding China Greatwall to a well-diversified portfolio.
China Greatwall Fundamentals Growth
China Stock prices reflect investors' perceptions of the future prospects and financial health of China Greatwall, and China Greatwall 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 China Stock performance.
| Return On Equity | -0.0555 | ||||
| Return On Asset | -0.0137 | ||||
| Profit Margin | (0.06) % | ||||
| Operating Margin | (0) % | ||||
| Current Valuation | 49.86 B | ||||
| Shares Outstanding | 3.23 B | ||||
| Price To Book | 3.67 X | ||||
| Price To Sales | 2.97 X | ||||
| Revenue | 13.42 B | ||||
| EBITDA | (241.05 M) | ||||
| Total Debt | 1.5 B | ||||
| Book Value Per Share | 3.73 X | ||||
| Cash Flow From Operations | 437.12 M | ||||
| Earnings Per Share | (0.26) X | ||||
| Total Asset | 34.13 B | ||||
| Retained Earnings | 3.88 B | ||||
About China Greatwall Performance
By analyzing China Greatwall's fundamental ratios, stakeholders can gain valuable insights into China Greatwall's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if China Greatwall 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 China Greatwall has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about China Greatwall Computer performance evaluation
Checking the ongoing alerts about China Greatwall for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for China Greatwall Computer help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| China Greatwall is not yet fully synchronised with the market data | |
| China Greatwall generated a negative expected return over the last 90 days | |
| China Greatwall has high historical volatility and very poor performance | |
| The company reported the revenue of 13.42 B. Net Loss for the year was (977.25 M) with profit before overhead, payroll, taxes, and interest of 1.94 B. | |
| About 43.0% of the company shares are owned by insiders or employees |
- Analyzing China Greatwall'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 China Greatwall's stock is overvalued or undervalued compared to its peers.
- Examining China Greatwall'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 China Greatwall's management team can have a significant impact on its success or failure. Reviewing the track record and experience of China Greatwall's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of China Greatwall's stock. These opinions can provide insight into China Greatwall's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for China Stock analysis
When running China Greatwall's price analysis, check to measure China Greatwall'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 China Greatwall is operating at the current time. Most of China Greatwall's value examination focuses on studying past and present price action to predict the probability of China Greatwall's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Greatwall's price. Additionally, you may evaluate how the addition of China Greatwall to your portfolios can decrease your overall portfolio volatility.
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