Advantest Stock Performance
| ADTTF Stock | USD 57.13 6.72 10.52% |
The firm shows a Beta (market volatility) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Advantest are expected to decrease at a much lower rate. During the bear market, Advantest is likely to outperform the market. At this point, Advantest has a negative expected return of -0.0217%. Please make sure to confirm Advantest's jensen alpha, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Advantest 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 Advantest has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Advantest is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 149.2 B | |
| Total Cashflows From Investing Activities | -46.9 B |
Advantest |
Advantest Relative Risk vs. Return Landscape
If you would invest 5,908 in Advantest on November 3, 2024 and sell it today you would lose (195.00) from holding Advantest or give up 3.3% of portfolio value over 90 days. Advantest is currently producing negative expected returns and takes up 2.6382% volatility of returns over 90 trading days. Put another way, 23% of traded pink sheets are less volatile than Advantest, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Advantest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advantest's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Advantest, and traders can use it to determine the average amount a Advantest'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 = -0.0082
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| Negative Returns | ADTTF |
Estimated Market Risk
| 2.64 actual daily | 23 77% 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 Advantest 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 Advantest by adding Advantest to a well-diversified portfolio.
Advantest Fundamentals Growth
Advantest Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Advantest, and Advantest 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 Advantest Pink Sheet performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.2 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 13.02 B | |||
| Shares Outstanding | 184.61 M | |||
| Price To Earning | 20.60 X | |||
| Price To Book | 5.04 X | |||
| Price To Sales | 0.03 X | |||
| Revenue | 416.9 B | |||
| EBITDA | 131.61 B | |||
| Cash And Equivalents | 114.93 B | |||
| Cash Per Share | 615.30 X | |||
| Total Debt | 12.24 B | |||
| Debt To Equity | 0.14 % | |||
| Book Value Per Share | 1,797 X | |||
| Cash Flow From Operations | 78.89 B | |||
| Earnings Per Share | 4.89 X | |||
| Total Asset | 494.7 B | |||
About Advantest Performance
By analyzing Advantest's fundamental ratios, stakeholders can gain valuable insights into Advantest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Advantest 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 Advantest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Advantest Corporation manufactures and sells semiconductor and component test system products and mechatronics-related products. The company was founded in 1954 and is headquartered in Tokyo, Japan. Advantest Corp operates under Semiconductor Equipment Materials classification in the United States and is traded on OTC Exchange. It employs 5941 people.Things to note about Advantest performance evaluation
Checking the ongoing alerts about Advantest for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Advantest help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Advantest generated a negative expected return over the last 90 days | |
| About 72.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from MacroaxisInsider: Disposition of 172 shares by Lukez John of Teradyne at 120.27 subject to Rule 16b-3 |
- Analyzing Advantest'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 Advantest's stock is overvalued or undervalued compared to its peers.
- Examining Advantest'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 Advantest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Advantest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Advantest's pink sheet. These opinions can provide insight into Advantest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Advantest Pink Sheet analysis
When running Advantest's price analysis, check to measure Advantest'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 Advantest is operating at the current time. Most of Advantest's value examination focuses on studying past and present price action to predict the probability of Advantest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advantest's price. Additionally, you may evaluate how the addition of Advantest to your portfolios can decrease your overall portfolio volatility.
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