Mercuries Data (Taiwan) Performance
| 2427 Stock | TWD 26.25 0.15 0.57% |
The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mercuries Data's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercuries Data is expected to be smaller as well. At this point, Mercuries Data Systems has a negative expected return of -0.11%. Please make sure to verify Mercuries Data's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Mercuries Data Systems 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 Mercuries Data Systems has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 423.8 M | |
| Total Cashflows From Investing Activities | -53.4 M | |
| Free Cash Flow | -14.3 M |
Mercuries |
Mercuries Data Relative Risk vs. Return Landscape
If you would invest 2,825 in Mercuries Data Systems on August 27, 2024 and sell it today you would lose (215.00) from holding Mercuries Data Systems or give up 7.61% of portfolio value over 90 days. Mercuries Data Systems is generating negative expected returns and assumes 1.6064% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Mercuries, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Mercuries Data Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercuries Data's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mercuries Data Systems, and traders can use it to determine the average amount a Mercuries Data'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 = -0.0702
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| Negative Returns | 2427 |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mercuries Data 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 Mercuries Data by adding Mercuries Data to a well-diversified portfolio.
Mercuries Data Fundamentals Growth
Mercuries Stock prices reflect investors' perceptions of the future prospects and financial health of Mercuries Data, and Mercuries Data 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 Mercuries Stock performance.
| Return On Equity | 0.0952 | |||
| Return On Asset | 0.0283 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.06 % | |||
| Current Valuation | 3.2 B | |||
| Shares Outstanding | 184.31 M | |||
| Price To Earning | 17.53 X | |||
| Price To Book | 0.93 X | |||
| Price To Sales | 0.56 X | |||
| Revenue | 3.49 B | |||
| EBITDA | 256.54 M | |||
| Cash And Equivalents | 396.48 M | |||
| Cash Per Share | 2.15 X | |||
| Total Debt | 1.21 B | |||
| Debt To Equity | 55.70 % | |||
| Book Value Per Share | 12.85 X | |||
| Cash Flow From Operations | 66.53 M | |||
| Earnings Per Share | 1.19 X | |||
| Total Asset | 4.58 B | |||
| Retained Earnings | 65 M | |||
| Current Asset | 2.3 B | |||
| Current Liabilities | 1.35 B | |||
About Mercuries Data Performance
Evaluating Mercuries Data's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Mercuries Data 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 Mercuries Data 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.
Mercuries Data Systems Ltd. provides automated banking and self-service solutions. Mercuries Data Systems Ltd. was founded in 1976 and is based in Taipei, Taiwan. MERCURIES DATA operates under Business Equipment classification in Taiwan and is traded on Taiwan Stock Exchange. It employs 748 people.Things to note about Mercuries Data Systems performance evaluation
Checking the ongoing alerts about Mercuries Data for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mercuries Data Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mercuries Data generated a negative expected return over the last 90 days | |
| About 66.0% of the company shares are owned by insiders or employees |
- Analyzing Mercuries Data'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 Mercuries Data's stock is overvalued or undervalued compared to its peers.
- Examining Mercuries Data'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 Mercuries Data's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mercuries Data's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mercuries Data's stock. These opinions can provide insight into Mercuries Data's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Mercuries Stock Analysis
When running Mercuries Data's price analysis, check to measure Mercuries Data'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 Mercuries Data is operating at the current time. Most of Mercuries Data's value examination focuses on studying past and present price action to predict the probability of Mercuries Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercuries Data's price. Additionally, you may evaluate how the addition of Mercuries Data to your portfolios can decrease your overall portfolio volatility.