Guotai Junan (China) Performance
| 601211 Stock | 18.95 0.04 0.21% |
On a scale of 0 to 100, Guotai Junan holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guotai Junan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guotai Junan is expected to be smaller as well. Please check Guotai Junan's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Guotai Junan's current trending patterns will revert.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Guotai Junan Securities are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Guotai Junan sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Payout Ratio 0.3738 | Ex Dividend Date 2024-10-21 |
1 | Guotai Junan International Holdings Limited Announces Board and Committee Changes - Marketscreener.com | 11/19/2024 |
| Begin Period Cash Flow | 179.4 B |
Guotai |
Guotai Junan Relative Risk vs. Return Landscape
If you would invest 1,470 in Guotai Junan Securities on September 30, 2024 and sell it today you would earn a total of 425.00 from holding Guotai Junan Securities or generate 28.91% return on investment over 90 days. Guotai Junan Securities is generating 0.4524% of daily returns and assumes 2.7155% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Guotai, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Guotai Junan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guotai Junan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Guotai Junan Securities, and traders can use it to determine the average amount a Guotai Junan'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 = 0.1666
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 601211 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.72 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.45 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Guotai Junan is performing at about 13% 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 Guotai Junan by adding it to a well-diversified portfolio.
Guotai Junan Fundamentals Growth
Guotai Stock prices reflect investors' perceptions of the future prospects and financial health of Guotai Junan, and Guotai Junan 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 Guotai Stock performance.
| Return On Equity | 0.0623 | ||||
| Return On Asset | 0.0119 | ||||
| Profit Margin | 0.27 % | ||||
| Operating Margin | 0.45 % | ||||
| Current Valuation | (176.14 B) | ||||
| Shares Outstanding | 7.51 B | ||||
| Price To Book | 1.01 X | ||||
| Price To Sales | 4.18 X | ||||
| Revenue | 35.76 B | ||||
| Gross Profit | 35.69 B | ||||
| Net Income | 9.37 B | ||||
| Total Debt | 752.02 B | ||||
| Book Value Per Share | 15.77 X | ||||
| Cash Flow From Operations | 7.2 B | ||||
| Earnings Per Share | 1.07 X | ||||
| Total Asset | 925.4 B | ||||
| Retained Earnings | 58.51 B | ||||
About Guotai Junan Performance
By analyzing Guotai Junan's fundamental ratios, stakeholders can gain valuable insights into Guotai Junan's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Guotai Junan 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 Guotai Junan has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Guotai Junan is entity of China. It is traded as Stock on SHG exchange.Things to note about Guotai Junan Securities performance evaluation
Checking the ongoing alerts about Guotai Junan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Guotai Junan Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 52.0% of the company shares are owned by insiders or employees |
- Analyzing Guotai Junan'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 Guotai Junan's stock is overvalued or undervalued compared to its peers.
- Examining Guotai Junan'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 Guotai Junan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Guotai Junan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Guotai Junan's stock. These opinions can provide insight into Guotai Junan's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Guotai Stock analysis
When running Guotai Junan's price analysis, check to measure Guotai Junan'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 Guotai Junan is operating at the current time. Most of Guotai Junan's value examination focuses on studying past and present price action to predict the probability of Guotai Junan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guotai Junan's price. Additionally, you may evaluate how the addition of Guotai Junan to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |