Shandong Mining (China) Performance
| 002526 Stock | 2.80 0.03 1.06% |
On a scale of 0 to 100, Shandong Mining holds a performance score of 12. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shandong Mining are expected to decrease at a much lower rate. During the bear market, Shandong Mining is likely to outperform the market. Please check Shandong Mining's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Shandong Mining's existing price patterns will revert.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Shandong Mining Machinery are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Shandong Mining sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 258.2 M |
Shandong |
Shandong Mining Relative Risk vs. Return Landscape
If you would invest 215.00 in Shandong Mining Machinery on August 24, 2024 and sell it today you would earn a total of 65.00 from holding Shandong Mining Machinery or generate 30.23% return on investment over 90 days. Shandong Mining Machinery is generating 0.5045% of daily returns and assumes 3.1275% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Shandong, and 90% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shandong Mining Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shandong Mining's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shandong Mining Machinery, and traders can use it to determine the average amount a Shandong Mining'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 = 0.1613
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Estimated Market Risk
| 3.13 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.5 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Shandong Mining is performing at about 12% of its full potential. 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 Shandong Mining by adding it to a well-diversified portfolio.
Shandong Mining Fundamentals Growth
Shandong Stock prices reflect investors' perceptions of the future prospects and financial health of Shandong Mining, and Shandong Mining 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 Shandong Stock performance.
| Return On Equity | 0.0244 | |||
| Return On Asset | 0.0073 | |||
| Profit Margin | 0.03 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 4.65 B | |||
| Shares Outstanding | 1.78 B | |||
| Price To Book | 1.62 X | |||
| Price To Sales | 2.22 X | |||
| Revenue | 2.7 B | |||
| EBITDA | 119.81 M | |||
| Total Debt | 453.36 M | |||
| Book Value Per Share | 1.75 X | |||
| Cash Flow From Operations | (185.66 M) | |||
| Earnings Per Share | 0.04 X | |||
| Total Asset | 4.78 B | |||
| Retained Earnings | 830.36 M | |||
About Shandong Mining Performance
By analyzing Shandong Mining's fundamental ratios, stakeholders can gain valuable insights into Shandong Mining's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shandong Mining 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 Shandong Mining 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 Shandong Mining Machinery performance evaluation
Checking the ongoing alerts about Shandong Mining for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shandong Mining Machinery help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shandong Mining appears to be risky and price may revert if volatility continues | |
| Shandong Mining generates negative cash flow from operations | |
| About 27.0% of the company shares are owned by insiders or employees |
- Analyzing Shandong Mining'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 Shandong Mining's stock is overvalued or undervalued compared to its peers.
- Examining Shandong Mining'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 Shandong Mining's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shandong Mining's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shandong Mining's stock. These opinions can provide insight into Shandong Mining's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shandong Stock analysis
When running Shandong Mining's price analysis, check to measure Shandong Mining'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 Shandong Mining is operating at the current time. Most of Shandong Mining's value examination focuses on studying past and present price action to predict the probability of Shandong Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shandong Mining's price. Additionally, you may evaluate how the addition of Shandong Mining to your portfolios can decrease your overall portfolio volatility.
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