TAIYO YUDEN (Germany) Performance
| TYC1 Stock | EUR 13.30 0.20 1.53% |
The firm has a beta of -1.08, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning TAIYO YUDEN are expected to decrease slowly. On the other hand, during market turmoil, TAIYO YUDEN is expected to outperform it slightly. At this point, TAIYO YUDEN has a negative expected return of -0.73%. Please make sure to validate TAIYO YUDEN's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if TAIYO YUDEN performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days TAIYO YUDEN has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in December 2024. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 81.8 B | |
| Free Cash Flow | 67.3 B |
TAIYO |
TAIYO YUDEN Relative Risk vs. Return Landscape
If you would invest 2,220 in TAIYO YUDEN on August 31, 2024 and sell it today you would lose (890.00) from holding TAIYO YUDEN or give up 40.09% of portfolio value over 90 days. TAIYO YUDEN is generating negative expected returns and assumes 3.2562% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than TAIYO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TAIYO YUDEN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TAIYO YUDEN's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TAIYO YUDEN, and traders can use it to determine the average amount a TAIYO YUDEN'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 = -0.224
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| Negative Returns | TYC1 |
Estimated Market Risk
| 3.26 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.73 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TAIYO YUDEN 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 TAIYO YUDEN by adding TAIYO YUDEN to a well-diversified portfolio.
TAIYO YUDEN Fundamentals Growth
TAIYO Stock prices reflect investors' perceptions of the future prospects and financial health of TAIYO YUDEN, and TAIYO YUDEN 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 TAIYO Stock performance.
| Current Valuation | 3.71 B | |||
| Price To Book | 1.61 X | |||
| Price To Sales | 1.55 X | |||
| Revenue | 349.64 B | |||
| EBITDA | 103.55 B | |||
| Total Debt | 48.75 B | |||
| Cash Flow From Operations | 67.31 B | |||
| Total Asset | 474.52 B | |||
About TAIYO YUDEN Performance
By analyzing TAIYO YUDEN's fundamental ratios, stakeholders can gain valuable insights into TAIYO YUDEN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TAIYO YUDEN 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 TAIYO YUDEN 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 TAIYO YUDEN performance evaluation
Checking the ongoing alerts about TAIYO YUDEN for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TAIYO YUDEN help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TAIYO YUDEN generated a negative expected return over the last 90 days | |
| TAIYO YUDEN has high historical volatility and very poor performance |
- Analyzing TAIYO YUDEN'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 TAIYO YUDEN's stock is overvalued or undervalued compared to its peers.
- Examining TAIYO YUDEN'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 TAIYO YUDEN's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TAIYO YUDEN's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TAIYO YUDEN's stock. These opinions can provide insight into TAIYO YUDEN's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TAIYO Stock analysis
When running TAIYO YUDEN's price analysis, check to measure TAIYO YUDEN'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 TAIYO YUDEN is operating at the current time. Most of TAIYO YUDEN's value examination focuses on studying past and present price action to predict the probability of TAIYO YUDEN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TAIYO YUDEN's price. Additionally, you may evaluate how the addition of TAIYO YUDEN to your portfolios can decrease your overall portfolio volatility.
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