Capital Securities (Taiwan) Performance
| 6005 Stock | TWD 21.80 0.10 0.46% |
The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capital Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Securities is expected to be smaller as well. At this point, Capital Securities Corp has a negative expected return of -0.004%. Please make sure to confirm Capital Securities' treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Capital Securities Corp 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 Capital Securities Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Capital Securities 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 | 8.5 B | |
| Total Cashflows From Investing Activities | -220.2 M |
Capital |
Capital Securities Relative Risk vs. Return Landscape
If you would invest 2,195 in Capital Securities Corp on August 29, 2024 and sell it today you would lose (15.00) from holding Capital Securities Corp or give up 0.68% of portfolio value over 90 days. Capital Securities Corp is generating negative expected returns and assumes 1.1814% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Capital, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Capital Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Capital Securities Corp, and traders can use it to determine the average amount a Capital Securities' 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 = -0.0034
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 6005 |
Estimated Market Risk
| 1.18 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Capital Securities 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 Capital Securities by adding Capital Securities to a well-diversified portfolio.
Capital Securities Fundamentals Growth
Capital Stock prices reflect investors' perceptions of the future prospects and financial health of Capital Securities, and Capital Securities 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 Capital Stock performance.
| Return On Equity | 0.0498 | |||
| Return On Asset | 0.01 | |||
| Profit Margin | 0.18 % | |||
| Operating Margin | 0.20 % | |||
| Current Valuation | 16.39 B | |||
| Shares Outstanding | 2.17 B | |||
| Price To Earning | 20.73 X | |||
| Price To Book | 0.72 X | |||
| Price To Sales | 2.74 X | |||
| Revenue | 15 B | |||
| EBITDA | 6.89 B | |||
| Cash And Equivalents | 55.77 B | |||
| Cash Per Share | 23.27 X | |||
| Total Debt | 47.01 B | |||
| Debt To Equity | 130.60 % | |||
| Book Value Per Share | 15.96 X | |||
| Cash Flow From Operations | (998.35 M) | |||
| Earnings Per Share | 0.76 X | |||
| Total Asset | 203.69 B | |||
| Retained Earnings | 4.86 B | |||
| Current Asset | 72.61 B | |||
| Current Liabilities | 63.95 B | |||
About Capital Securities Performance
Evaluating Capital Securities' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Capital Securities 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 Capital Securities 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.
Capital Securities Corporation provides various financial services in Taiwan and internationally. The company was founded in 1988 and is headquartered in Taipei City, Taiwan. CAPITAL SECURITIES operates under Capital Markets classification in Taiwan and is traded on Taiwan Stock Exchange.Things to note about Capital Securities Corp performance evaluation
Checking the ongoing alerts about Capital Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Capital Securities Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Capital Securities generated a negative expected return over the last 90 days | |
| Capital Securities has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Capital Securities Corp has accumulated about 55.77 B in cash with (998.35 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 23.27, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 27.0% of the company shares are owned by insiders or employees |
- Analyzing Capital Securities' 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 Capital Securities' stock is overvalued or undervalued compared to its peers.
- Examining Capital Securities' 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 Capital Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Capital Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Capital Securities' stock. These opinions can provide insight into Capital Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Capital Stock Analysis
When running Capital Securities' price analysis, check to measure Capital Securities' 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 Capital Securities is operating at the current time. Most of Capital Securities' value examination focuses on studying past and present price action to predict the probability of Capital Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Securities' price. Additionally, you may evaluate how the addition of Capital Securities to your portfolios can decrease your overall portfolio volatility.