Syscom Computer (Taiwan) Performance
| 2453 Stock | TWD 52.60 0.60 1.15% |
The entity has a beta of 0.071, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Syscom Computer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Syscom Computer is expected to be smaller as well. At this point, Syscom Computer Engi has a negative expected return of -0.0901%. Please make sure to validate Syscom Computer's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Syscom Computer Engi performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Syscom Computer Engineering has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Syscom Computer 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 | 379.8 M | |
| Total Cashflows From Investing Activities | 69.6 M |
Syscom |
Syscom Computer Relative Risk vs. Return Landscape
If you would invest 5,650 in Syscom Computer Engineering on August 27, 2024 and sell it today you would lose (390.00) from holding Syscom Computer Engineering or give up 6.9% of portfolio value over 90 days. Syscom Computer Engineering is generating negative expected returns and assumes 2.1883% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Syscom, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Syscom Computer Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Syscom Computer's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Syscom Computer Engineering, and traders can use it to determine the average amount a Syscom Computer'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 = -0.0412
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 2453 |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Syscom Computer 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 Syscom Computer by adding Syscom Computer to a well-diversified portfolio.
Syscom Computer Fundamentals Growth
Syscom Stock prices reflect investors' perceptions of the future prospects and financial health of Syscom Computer, and Syscom Computer 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 Syscom Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0366 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 1.99 B | |||
| Shares Outstanding | 100 M | |||
| Price To Earning | 21.98 X | |||
| Price To Book | 1.31 X | |||
| Price To Sales | 0.42 X | |||
| Revenue | 5.87 B | |||
| EBITDA | 386.66 M | |||
| Cash And Equivalents | 587.27 M | |||
| Cash Per Share | 5.87 X | |||
| Total Debt | 341.28 M | |||
| Debt To Equity | 19.10 % | |||
| Book Value Per Share | 19.37 X | |||
| Cash Flow From Operations | 191.93 M | |||
| Earnings Per Share | 2.38 X | |||
| Total Asset | 4.23 B | |||
| Retained Earnings | 711 M | |||
| Current Asset | 2.18 B | |||
| Current Liabilities | 1.06 B | |||
About Syscom Computer Performance
Evaluating Syscom Computer's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Syscom Computer 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 Syscom Computer 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.
Syscom Computer Engineering Co. provides information technology services worldwide. Syscom Computer Engineering Co. was founded in 1975 and is headquartered in Taipei City, Taiwan. SYSCOM COMPUTER operates under Information Technology Services classification in Taiwan and is traded on Taiwan Stock Exchange.Things to note about Syscom Computer Engi performance evaluation
Checking the ongoing alerts about Syscom Computer for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Syscom Computer Engi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Syscom Computer Engi generated a negative expected return over the last 90 days | |
| About 59.0% of the company shares are owned by insiders or employees |
- Analyzing Syscom Computer'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 Syscom Computer's stock is overvalued or undervalued compared to its peers.
- Examining Syscom Computer'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 Syscom Computer's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Syscom Computer's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Syscom Computer's stock. These opinions can provide insight into Syscom Computer's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Syscom Stock Analysis
When running Syscom Computer's price analysis, check to measure Syscom Computer'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 Syscom Computer is operating at the current time. Most of Syscom Computer's value examination focuses on studying past and present price action to predict the probability of Syscom Computer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Syscom Computer's price. Additionally, you may evaluate how the addition of Syscom Computer to your portfolios can decrease your overall portfolio volatility.