Shenzhen Zhilai (China) Performance
| 300771 Stock | 13.88 0.15 1.07% |
Shenzhen Zhilai has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shenzhen Zhilai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shenzhen Zhilai is expected to be smaller as well. Shenzhen Zhilai Sci right now has a risk of 1.95%. Please validate Shenzhen Zhilai semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Shenzhen Zhilai will be following its existing price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Shenzhen Zhilai Sci are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Shenzhen Zhilai 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 | 542.3 M |
Shenzhen |
Shenzhen Zhilai Relative Risk vs. Return Landscape
If you would invest 1,378 in Shenzhen Zhilai Sci on August 20, 2025 and sell it today you would earn a total of 10.00 from holding Shenzhen Zhilai Sci or generate 0.73% return on investment over 90 days. Shenzhen Zhilai Sci is generating 0.0307% of daily returns and assumes 1.9469% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Shenzhen, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shenzhen Zhilai Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenzhen Zhilai's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shenzhen Zhilai Sci, and traders can use it to determine the average amount a Shenzhen Zhilai'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 = 0.0158
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 300771 |
Estimated Market Risk
| 1.95 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Shenzhen Zhilai is performing at about 1% of its full potential. 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 Shenzhen Zhilai by adding it to a well-diversified portfolio.
Shenzhen Zhilai Fundamentals Growth
Shenzhen Stock prices reflect investors' perceptions of the future prospects and financial health of Shenzhen Zhilai, and Shenzhen Zhilai 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 Shenzhen Stock performance.
| Return On Equity | 0.038 | ||||
| Return On Asset | 0.0087 | ||||
| Profit Margin | 0.13 % | ||||
| Operating Margin | 0.17 % | ||||
| Current Valuation | 1.93 B | ||||
| Shares Outstanding | 240 M | ||||
| Price To Book | 1.71 X | ||||
| Price To Sales | 5.90 X | ||||
| Revenue | 450.98 M | ||||
| EBITDA | 59.89 M | ||||
| Total Debt | 151.08 M | ||||
| Book Value Per Share | 8.39 X | ||||
| Cash Flow From Operations | (18.39 K) | ||||
| Earnings Per Share | 0.32 X | ||||
| Total Asset | 2.31 B | ||||
| Retained Earnings | 941.42 M | ||||
About Shenzhen Zhilai Performance
By analyzing Shenzhen Zhilai's fundamental ratios, stakeholders can gain valuable insights into Shenzhen Zhilai's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shenzhen Zhilai 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 Shenzhen Zhilai 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 Shenzhen Zhilai Sci performance evaluation
Checking the ongoing alerts about Shenzhen Zhilai for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shenzhen Zhilai Sci help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shenzhen Zhilai generates negative cash flow from operations | |
| About 43.0% of the company shares are owned by insiders or employees |
- Analyzing Shenzhen Zhilai'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 Shenzhen Zhilai's stock is overvalued or undervalued compared to its peers.
- Examining Shenzhen Zhilai'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 Shenzhen Zhilai's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shenzhen Zhilai's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shenzhen Zhilai's stock. These opinions can provide insight into Shenzhen Zhilai's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shenzhen Stock analysis
When running Shenzhen Zhilai's price analysis, check to measure Shenzhen Zhilai'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 Shenzhen Zhilai is operating at the current time. Most of Shenzhen Zhilai's value examination focuses on studying past and present price action to predict the probability of Shenzhen Zhilai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenzhen Zhilai's price. Additionally, you may evaluate how the addition of Shenzhen Zhilai to your portfolios can decrease your overall portfolio volatility.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |