Saurer Intelligent (China) Performance
| 600545 Stock | 2.75 0.14 4.84% |
On a scale of 0 to 100, Saurer Intelligent holds a performance score of 12. The entity has a beta of 0.0124, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saurer Intelligent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saurer Intelligent is expected to be smaller as well. Please check Saurer Intelligent's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Saurer Intelligent's existing price patterns will revert.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Saurer Intelligent Technology are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Saurer Intelligent sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Last Split Factor 15:10 | Ex Dividend Date 2019-07-29 | Last Split Date 2009-06-16 |
| Begin Period Cash Flow | 629.8 M |
Saurer |
Saurer Intelligent Relative Risk vs. Return Landscape
If you would invest 173.00 in Saurer Intelligent Technology on October 22, 2024 and sell it today you would earn a total of 102.00 from holding Saurer Intelligent Technology or generate 58.96% return on investment over 90 days. Saurer Intelligent Technology is generating 0.8803% of daily returns and assumes 5.6067% volatility on return distribution over the 90 days horizon. Simply put, 49% of stocks are less volatile than Saurer, and 83% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Saurer Intelligent Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saurer Intelligent's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Saurer Intelligent Technology, and traders can use it to determine the average amount a Saurer Intelligent'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 = 0.157
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 600545 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 5.61 actual daily | 49 51% of assets are more volatile |
Expected Return
| 0.88 actual daily | 17 83% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Saurer Intelligent 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 Saurer Intelligent by adding it to a well-diversified portfolio.
Saurer Intelligent Fundamentals Growth
Saurer Stock prices reflect investors' perceptions of the future prospects and financial health of Saurer Intelligent, and Saurer Intelligent 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 Saurer Stock performance.
| Return On Equity | -0.0335 | ||||
| Return On Asset | -0.0031 | ||||
| Profit Margin | (0.03) % | ||||
| Operating Margin | 0.01 % | ||||
| Current Valuation | 6.83 B | ||||
| Shares Outstanding | 1.79 B | ||||
| Price To Book | 1.55 X | ||||
| Price To Sales | 1.09 X | ||||
| Revenue | 6.02 B | ||||
| Gross Profit | 863.12 M | ||||
| EBITDA | 46.84 M | ||||
| Net Income | 35.79 M | ||||
| Total Debt | 1.13 B | ||||
| Book Value Per Share | 1.78 X | ||||
| Cash Flow From Operations | 333.78 M | ||||
| Earnings Per Share | (0.07) X | ||||
| Total Asset | 9.89 B | ||||
| Retained Earnings | 209.82 M | ||||
About Saurer Intelligent Performance
By analyzing Saurer Intelligent's fundamental ratios, stakeholders can gain valuable insights into Saurer Intelligent's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Saurer Intelligent 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 Saurer Intelligent has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Saurer Intelligent is entity of China. It is traded as Stock on SHG exchange.Things to note about Saurer Intelligent performance evaluation
Checking the ongoing alerts about Saurer Intelligent for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Saurer Intelligent help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Saurer Intelligent is way too risky over 90 days horizon | |
| Saurer Intelligent appears to be risky and price may revert if volatility continues | |
| About 54.0% of the company shares are owned by insiders or employees |
- Analyzing Saurer Intelligent'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 Saurer Intelligent's stock is overvalued or undervalued compared to its peers.
- Examining Saurer Intelligent'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 Saurer Intelligent's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Saurer Intelligent's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Saurer Intelligent's stock. These opinions can provide insight into Saurer Intelligent's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Saurer Stock analysis
When running Saurer Intelligent's price analysis, check to measure Saurer Intelligent'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 Saurer Intelligent is operating at the current time. Most of Saurer Intelligent's value examination focuses on studying past and present price action to predict the probability of Saurer Intelligent's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saurer Intelligent's price. Additionally, you may evaluate how the addition of Saurer Intelligent to your portfolios can decrease your overall portfolio volatility.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |