TOREX SEMICONDUCTOR (Germany) Performance
| 8KH Stock | 7.10 0.05 0.71% |
The entity has a beta of -0.0462, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TOREX SEMICONDUCTOR are expected to decrease at a much lower rate. During the bear market, TOREX SEMICONDUCTOR is likely to outperform the market. At this point, TOREX SEMICONDUCTOR LTD has a negative expected return of -0.34%. Please make sure to validate TOREX SEMICONDUCTOR's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if TOREX SEMICONDUCTOR LTD performance from the past will be repeated at some future point.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days TOREX SEMICONDUCTOR LTD has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
TOREX |
TOREX SEMICONDUCTOR Relative Risk vs. Return Landscape
If you would invest 880.00 in TOREX SEMICONDUCTOR LTD on November 2, 2024 and sell it today you would lose (170.00) from holding TOREX SEMICONDUCTOR LTD or give up 19.32% of portfolio value over 90 days. TOREX SEMICONDUCTOR LTD is currently producing negative expected returns and takes up 2.3555% volatility of returns over 90 trading days. Put another way, 20% of traded stocks are less volatile than TOREX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
TOREX SEMICONDUCTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TOREX SEMICONDUCTOR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TOREX SEMICONDUCTOR LTD, and traders can use it to determine the average amount a TOREX SEMICONDUCTOR'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 = -0.1425
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 8KH |
Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TOREX SEMICONDUCTOR 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 TOREX SEMICONDUCTOR by adding TOREX SEMICONDUCTOR to a well-diversified portfolio.
TOREX SEMICONDUCTOR Fundamentals Growth
TOREX Stock prices reflect investors' perceptions of the future prospects and financial health of TOREX SEMICONDUCTOR, and TOREX SEMICONDUCTOR 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 TOREX Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.0981 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.17 % | |||
| Shares Outstanding | 10.94 M | |||
| Revenue | 33.27 B | |||
| EBITDA | 6.99 B | |||
| Book Value Per Share | 2,317 X | |||
| Earnings Per Share | 2.84 X | |||
About TOREX SEMICONDUCTOR Performance
By analyzing TOREX SEMICONDUCTOR's fundamental ratios, stakeholders can gain valuable insights into TOREX SEMICONDUCTOR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TOREX SEMICONDUCTOR 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 TOREX SEMICONDUCTOR 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 TOREX SEMICONDUCTOR LTD performance evaluation
Checking the ongoing alerts about TOREX SEMICONDUCTOR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TOREX SEMICONDUCTOR LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TOREX SEMICONDUCTOR generated a negative expected return over the last 90 days | |
| About 19.0% of the company shares are owned by insiders or employees |
- Analyzing TOREX SEMICONDUCTOR'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 TOREX SEMICONDUCTOR's stock is overvalued or undervalued compared to its peers.
- Examining TOREX SEMICONDUCTOR'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 TOREX SEMICONDUCTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TOREX SEMICONDUCTOR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TOREX SEMICONDUCTOR's stock. These opinions can provide insight into TOREX SEMICONDUCTOR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TOREX Stock analysis
When running TOREX SEMICONDUCTOR's price analysis, check to measure TOREX SEMICONDUCTOR'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 TOREX SEMICONDUCTOR is operating at the current time. Most of TOREX SEMICONDUCTOR's value examination focuses on studying past and present price action to predict the probability of TOREX SEMICONDUCTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TOREX SEMICONDUCTOR's price. Additionally, you may evaluate how the addition of TOREX SEMICONDUCTOR to your portfolios can decrease your overall portfolio volatility.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets |