Zhongtai Securities (China) Performance
| 600918 Stock | 6.21 0.10 1.58% |
The firm maintains a market beta of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Zhongtai Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Zhongtai Securities is expected to be smaller as well. At this point, Zhongtai Securities has a negative expected return of -0.19%. Please make sure to check out Zhongtai Securities' standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Zhongtai Securities 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 Zhongtai Securities Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Payout Ratio 1 | Ex Dividend Date 2024-09-30 |
1 | Tansun Technology Co., Ltd.s 9.5 percent gain last week benefited both retail investors who own 56 percent as well as insiders - Simply Wall St | 11/29/2024 |
2 | Zhongtai Futures Reschedules 2025 Extraordinary General Meeting - TipRanks | 01/24/2025 |
| Begin Period Cash Flow | 64.5 B |
Zhongtai |
Zhongtai Securities Relative Risk vs. Return Landscape
If you would invest 705.00 in Zhongtai Securities Co on November 3, 2024 and sell it today you would lose (84.00) from holding Zhongtai Securities Co or give up 11.91% of portfolio value over 90 days. Zhongtai Securities Co is generating negative expected returns and assumes 1.6489% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Zhongtai, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Zhongtai Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zhongtai Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Zhongtai Securities Co, and traders can use it to determine the average amount a Zhongtai 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 = -0.1178
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 600918 |
Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Zhongtai 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 Zhongtai Securities by adding Zhongtai Securities to a well-diversified portfolio.
Zhongtai Securities Fundamentals Growth
Zhongtai Stock prices reflect investors' perceptions of the future prospects and financial health of Zhongtai Securities, and Zhongtai 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 Zhongtai Stock performance.
| Return On Equity | 0.0147 | ||||
| Return On Asset | 0.0031 | ||||
| Profit Margin | 0.04 % | ||||
| Operating Margin | 0.02 % | ||||
| Current Valuation | (33.39 B) | ||||
| Shares Outstanding | 6.97 B | ||||
| Price To Book | 1.03 X | ||||
| Price To Sales | 4.02 X | ||||
| Revenue | 12.72 B | ||||
| Net Income | 1.8 B | ||||
| Total Debt | 153.33 B | ||||
| Book Value Per Share | 5.34 X | ||||
| Cash Flow From Operations | (724.28 M) | ||||
| Earnings Per Share | 0.04 X | ||||
| Total Asset | 195.66 B | ||||
| Retained Earnings | 8.51 B | ||||
About Zhongtai Securities Performance
By analyzing Zhongtai Securities' fundamental ratios, stakeholders can gain valuable insights into Zhongtai Securities' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Zhongtai 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 Zhongtai Securities has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Zhongtai Securities is entity of China. It is traded as Stock on SHG exchange.Things to note about Zhongtai Securities performance evaluation
Checking the ongoing alerts about Zhongtai Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Zhongtai Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Zhongtai Securities generated a negative expected return over the last 90 days | |
| Zhongtai Securities generates negative cash flow from operations | |
| About 69.0% of the company shares are owned by insiders or employees | |
| Latest headline from news.google.com: Zhongtai Futures Reschedules 2025 Extraordinary General Meeting - TipRanks |
- Analyzing Zhongtai 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 Zhongtai Securities' stock is overvalued or undervalued compared to its peers.
- Examining Zhongtai 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 Zhongtai Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Zhongtai Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Zhongtai Securities' stock. These opinions can provide insight into Zhongtai Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Zhongtai Stock analysis
When running Zhongtai Securities' price analysis, check to measure Zhongtai 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 Zhongtai Securities is operating at the current time. Most of Zhongtai Securities' value examination focuses on studying past and present price action to predict the probability of Zhongtai Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zhongtai Securities' price. Additionally, you may evaluate how the addition of Zhongtai Securities to your portfolios can decrease your overall portfolio volatility.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |