Globaltek Fabrication (Taiwan) Performance
| 4566 Stock | TWD 77.40 1.20 1.57% |
The company retains a Market Volatility (i.e., Beta) of -0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Globaltek Fabrication are expected to decrease at a much lower rate. During the bear market, Globaltek Fabrication is likely to outperform the market. At this point, Globaltek Fabrication has a negative expected return of -0.37%. Please make sure to check out Globaltek Fabrication's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Globaltek Fabrication 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 Globaltek Fabrication Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's basic indicators remain fairly stable which may send shares a bit higher in January 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 1.5 B | |
| Total Cashflows From Investing Activities | -1.4 B |
Globaltek |
Globaltek Fabrication Relative Risk vs. Return Landscape
If you would invest 10,050 in Globaltek Fabrication Co on September 2, 2024 and sell it today you would lose (2,310) from holding Globaltek Fabrication Co or give up 22.99% of portfolio value over 90 days. Globaltek Fabrication Co is generating negative expected returns and assumes 2.7041% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Globaltek, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Globaltek Fabrication Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Globaltek Fabrication's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Globaltek Fabrication Co, and traders can use it to determine the average amount a Globaltek Fabrication'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 = -0.1375
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 4566 |
Estimated Market Risk
| 2.7 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Globaltek Fabrication 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 Globaltek Fabrication by adding Globaltek Fabrication to a well-diversified portfolio.
Globaltek Fabrication Fundamentals Growth
Globaltek Stock prices reflect investors' perceptions of the future prospects and financial health of Globaltek Fabrication, and Globaltek Fabrication 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 Globaltek Stock performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 0.0327 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.08 % | |||
| Current Valuation | 5.8 B | |||
| Shares Outstanding | 76.52 M | |||
| Price To Earning | 33.57 X | |||
| Price To Book | 1.32 X | |||
| Price To Sales | 0.87 X | |||
| Revenue | 4.31 B | |||
| EBITDA | 409.72 M | |||
| Cash And Equivalents | 1.39 B | |||
| Cash Per Share | 19.55 X | |||
| Total Debt | 426.65 M | |||
| Debt To Equity | 0.57 % | |||
| Book Value Per Share | 41.10 X | |||
| Cash Flow From Operations | 202.41 M | |||
| Earnings Per Share | 4.46 X | |||
| Total Asset | 6.82 B | |||
About Globaltek Fabrication Performance
Evaluating Globaltek Fabrication's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Globaltek Fabrication 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 Globaltek Fabrication 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.
GLOBAL TEK FABRICATION CO., Ltd. manufactures and sells precision parts and subassemblies. The company was founded in 2000 and is headquartered in New Taipei City, Taiwan. GLOBALTEK FABRICATION operates under Specialty Industrial Machinery classification in Taiwan and is traded on Taiwan Stock Exchange.Things to note about Globaltek Fabrication performance evaluation
Checking the ongoing alerts about Globaltek Fabrication for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Globaltek Fabrication help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Globaltek Fabrication generated a negative expected return over the last 90 days | |
| About 57.0% of the company shares are owned by insiders or employees |
- Analyzing Globaltek Fabrication'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 Globaltek Fabrication's stock is overvalued or undervalued compared to its peers.
- Examining Globaltek Fabrication'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 Globaltek Fabrication's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Globaltek Fabrication's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Globaltek Fabrication's stock. These opinions can provide insight into Globaltek Fabrication's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Globaltek Stock Analysis
When running Globaltek Fabrication's price analysis, check to measure Globaltek Fabrication'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 Globaltek Fabrication is operating at the current time. Most of Globaltek Fabrication's value examination focuses on studying past and present price action to predict the probability of Globaltek Fabrication's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Globaltek Fabrication's price. Additionally, you may evaluate how the addition of Globaltek Fabrication to your portfolios can decrease your overall portfolio volatility.