Changshu Tongrun (China) Performance
| 603201 Stock | 17.52 0.27 1.52% |
The firm shows a Beta (market volatility) of -0.0916, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Changshu Tongrun are expected to decrease at a much lower rate. During the bear market, Changshu Tongrun is likely to outperform the market. At this point, Changshu Tongrun Auto has a negative expected return of -0.18%. Please make sure to confirm Changshu Tongrun's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Changshu Tongrun Auto 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 Changshu Tongrun Auto 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
| Begin Period Cash Flow | 656.4 M |
Changshu |
Changshu Tongrun Relative Risk vs. Return Landscape
If you would invest 1,993 in Changshu Tongrun Auto on November 2, 2024 and sell it today you would lose (241.00) from holding Changshu Tongrun Auto or give up 12.09% of portfolio value over 90 days. Changshu Tongrun Auto is generating negative expected returns and assumes 2.3934% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Changshu, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Changshu Tongrun Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Changshu Tongrun's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Changshu Tongrun Auto, and traders can use it to determine the average amount a Changshu Tongrun'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 = -0.0765
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| Negative Returns | 603201 |
Estimated Market Risk
| 2.39 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Changshu Tongrun 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 Changshu Tongrun by adding Changshu Tongrun to a well-diversified portfolio.
Changshu Tongrun Fundamentals Growth
Changshu Stock prices reflect investors' perceptions of the future prospects and financial health of Changshu Tongrun, and Changshu Tongrun 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 Changshu Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.069 | |||
| Profit Margin | 0.08 % | |||
| Operating Margin | 0.14 % | |||
| Current Valuation | 2.44 B | |||
| Shares Outstanding | 158.36 M | |||
| Price To Book | 1.79 X | |||
| Price To Sales | 0.98 X | |||
| Revenue | 2.75 B | |||
| EBITDA | 353.28 M | |||
| Total Debt | 182.57 M | |||
| Book Value Per Share | 9.79 X | |||
| Cash Flow From Operations | 172.29 M | |||
| Earnings Per Share | 1.51 X | |||
| Total Asset | 2.72 B | |||
| Retained Earnings | 816.38 M | |||
About Changshu Tongrun Performance
By analyzing Changshu Tongrun's fundamental ratios, stakeholders can gain valuable insights into Changshu Tongrun's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Changshu Tongrun 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 Changshu Tongrun has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Changshu Tongrun Auto performance evaluation
Checking the ongoing alerts about Changshu Tongrun for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Changshu Tongrun Auto help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Changshu Tongrun generated a negative expected return over the last 90 days | |
| About 76.0% of the company shares are owned by insiders or employees |
- Analyzing Changshu Tongrun'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 Changshu Tongrun's stock is overvalued or undervalued compared to its peers.
- Examining Changshu Tongrun'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 Changshu Tongrun's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Changshu Tongrun's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Changshu Tongrun's stock. These opinions can provide insight into Changshu Tongrun's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Changshu Stock analysis
When running Changshu Tongrun's price analysis, check to measure Changshu Tongrun'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 Changshu Tongrun is operating at the current time. Most of Changshu Tongrun's value examination focuses on studying past and present price action to predict the probability of Changshu Tongrun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Changshu Tongrun's price. Additionally, you may evaluate how the addition of Changshu Tongrun to your portfolios can decrease your overall portfolio volatility.
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