Sanxiang Advanced (China) Performance
| 603663 Stock | 17.07 0.38 2.18% |
The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sanxiang Advanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanxiang Advanced is expected to be smaller as well. At this point, Sanxiang Advanced has a negative expected return of -0.0189%. Please make sure to validate Sanxiang Advanced's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sanxiang Advanced 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 Sanxiang Advanced Materials has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Sanxiang Advanced is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 61.5 M |
Sanxiang |
Sanxiang Advanced Relative Risk vs. Return Landscape
If you would invest 1,776 in Sanxiang Advanced Materials on November 5, 2024 and sell it today you would lose (69.00) from holding Sanxiang Advanced Materials or give up 3.89% of portfolio value over 90 days. Sanxiang Advanced Materials is generating negative expected returns and assumes 3.0892% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Sanxiang, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sanxiang Advanced Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanxiang Advanced's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sanxiang Advanced Materials, and traders can use it to determine the average amount a Sanxiang Advanced'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 = -0.0061
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| Negative Returns | 603663 |
Estimated Market Risk
| 3.09 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sanxiang Advanced 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 Sanxiang Advanced by adding Sanxiang Advanced to a well-diversified portfolio.
Sanxiang Advanced Fundamentals Growth
Sanxiang Stock prices reflect investors' perceptions of the future prospects and financial health of Sanxiang Advanced, and Sanxiang Advanced 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 Sanxiang Stock performance.
| Return On Equity | 0.048 | ||||
| Return On Asset | 0.0236 | ||||
| Profit Margin | 0.07 % | ||||
| Operating Margin | 0.14 % | ||||
| Current Valuation | 7.59 B | ||||
| Shares Outstanding | 423.46 M | ||||
| Price To Book | 5.53 X | ||||
| Price To Sales | 6.64 X | ||||
| Revenue | 1.08 B | ||||
| EBITDA | 138.5 M | ||||
| Total Debt | 213.48 M | ||||
| Book Value Per Share | 3.09 X | ||||
| Cash Flow From Operations | 80.78 M | ||||
| Earnings Per Share | 0.18 X | ||||
| Total Asset | 2.02 B | ||||
| Retained Earnings | 533.5 M | ||||
About Sanxiang Advanced Performance
By analyzing Sanxiang Advanced's fundamental ratios, stakeholders can gain valuable insights into Sanxiang Advanced's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sanxiang Advanced 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 Sanxiang Advanced 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 Sanxiang Advanced performance evaluation
Checking the ongoing alerts about Sanxiang Advanced for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sanxiang Advanced help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sanxiang Advanced generated a negative expected return over the last 90 days | |
| Sanxiang Advanced has high historical volatility and very poor performance | |
| About 64.0% of the company shares are owned by insiders or employees |
- Analyzing Sanxiang Advanced'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 Sanxiang Advanced's stock is overvalued or undervalued compared to its peers.
- Examining Sanxiang Advanced'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 Sanxiang Advanced's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sanxiang Advanced's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sanxiang Advanced's stock. These opinions can provide insight into Sanxiang Advanced's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sanxiang Stock analysis
When running Sanxiang Advanced's price analysis, check to measure Sanxiang Advanced'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 Sanxiang Advanced is operating at the current time. Most of Sanxiang Advanced's value examination focuses on studying past and present price action to predict the probability of Sanxiang Advanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sanxiang Advanced's price. Additionally, you may evaluate how the addition of Sanxiang Advanced to your portfolios can decrease your overall portfolio volatility.
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