China State (China) Performance
| 601668 Stock | 5.64 0.03 0.53% |
The firm shows a Beta (market volatility) of -0.0395, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning China State are expected to decrease at a much lower rate. During the bear market, China State is likely to outperform the market. At this point, China State Construction has a negative expected return of -0.13%. Please make sure to confirm China State's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if China State Construction performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days China State Construction 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 0.2243 | Last Split Factor 1.4:1 | Ex Dividend Date 2024-06-27 | Last Split Date 2018-06-29 |
1 | China State Construction Engineering Corporation Limiteds top owners are private companies with 57 percent stake, while 31 percent is held by individual investo... | 12/09/2024 |
| Begin Period Cash Flow | 313 B |
China |
China State Relative Risk vs. Return Landscape
If you would invest 615.00 in China State Construction on November 3, 2024 and sell it today you would lose (51.00) from holding China State Construction or give up 8.29% of portfolio value over 90 days. China State Construction is generating negative expected returns and assumes 1.4448% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than China, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
China State Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for China State's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as China State Construction, and traders can use it to determine the average amount a China State'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 = -0.0911
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 601668 |
Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average China State 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 China State by adding China State to a well-diversified portfolio.
China State Fundamentals Growth
China Stock prices reflect investors' perceptions of the future prospects and financial health of China State, and China State 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 China Stock performance.
| Return On Equity | 0.0919 | ||||
| Return On Asset | 0.0217 | ||||
| Profit Margin | 0.02 % | ||||
| Operating Margin | 0.04 % | ||||
| Current Valuation | 797.14 B | ||||
| Shares Outstanding | 41.32 B | ||||
| Price To Book | 0.51 X | ||||
| Price To Sales | 0.10 X | ||||
| Revenue | 2.27 T | ||||
| Gross Profit | 214.72 B | ||||
| EBITDA | 119.48 B | ||||
| Net Income | 54.26 B | ||||
| Total Debt | 124.35 B | ||||
| Book Value Per Share | 10.75 X | ||||
| Cash Flow From Operations | 11.03 B | ||||
| Earnings Per Share | 1.21 X | ||||
| Total Asset | 2.9 T | ||||
| Retained Earnings | 349.84 B | ||||
About China State Performance
By analyzing China State's fundamental ratios, stakeholders can gain valuable insights into China State's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if China State 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 China State has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
China State is entity of China. It is traded as Stock on SHG exchange.Things to note about China State Construction performance evaluation
Checking the ongoing alerts about China State for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for China State Construction help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| China State generated a negative expected return over the last 90 days | |
| China State is unlikely to experience financial distress in the next 2 years | |
| About 59.0% of the company shares are owned by insiders or employees |
- Analyzing China State'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 China State's stock is overvalued or undervalued compared to its peers.
- Examining China State'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 China State's management team can have a significant impact on its success or failure. Reviewing the track record and experience of China State's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of China State's stock. These opinions can provide insight into China State's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for China Stock analysis
When running China State's price analysis, check to measure China State'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 China State is operating at the current time. Most of China State's value examination focuses on studying past and present price action to predict the probability of China State's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China State's price. Additionally, you may evaluate how the addition of China State to your portfolios can decrease your overall portfolio volatility.
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