Lumax International (Taiwan) Performance
| 6192 Stock | TWD 108.50 1.00 0.91% |
The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lumax International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lumax International is expected to be smaller as well. At this point, Lumax International Corp has a negative expected return of -0.15%. Please make sure to verify Lumax International's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Lumax International Corp 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 Lumax International Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 1.4 B | |
| Total Cashflows From Investing Activities | 375.8 M |
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Lumax International Relative Risk vs. Return Landscape
If you would invest 12,000 in Lumax International Corp on September 23, 2024 and sell it today you would lose (1,150) from holding Lumax International Corp or give up 9.58% of portfolio value over 90 days. Lumax International Corp is generating negative expected returns and assumes 1.4061% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Lumax, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Lumax International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lumax International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lumax International Corp, and traders can use it to determine the average amount a Lumax International'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 = -0.1032
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| Negative Returns | 6192 |
Estimated Market Risk
| 1.41 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lumax International 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 Lumax International by adding Lumax International to a well-diversified portfolio.
Lumax International Fundamentals Growth
Lumax Stock prices reflect investors' perceptions of the future prospects and financial health of Lumax International, and Lumax International 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 Lumax Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.076 | |||
| Profit Margin | 0.14 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 3.59 B | |||
| Shares Outstanding | 96.16 M | |||
| Price To Earning | 11.28 X | |||
| Price To Book | 1.15 X | |||
| Price To Sales | 1.03 X | |||
| Revenue | 6.27 B | |||
| EBITDA | 1.18 B | |||
| Cash And Equivalents | 2.9 B | |||
| Cash Per Share | 27.18 X | |||
| Total Debt | 136.04 M | |||
| Debt To Equity | 2.90 % | |||
| Book Value Per Share | 61.45 X | |||
| Cash Flow From Operations | 911.07 M | |||
| Earnings Per Share | 9.31 X | |||
| Total Asset | 9.11 B | |||
| Retained Earnings | 2.79 B | |||
| Current Asset | 5.21 B | |||
| Current Liabilities | 1.72 B | |||
About Lumax International Performance
Evaluating Lumax International's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Lumax International 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 Lumax International has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Lumax International Corp., Ltd. engages in the wholesale of electronic materials in Taiwan and China. Lumax International Corp., Ltd. was founded in 1975 and is headquartered in Taipei City, Taiwan. LUMAX INTERNATIONAL operates under Electronics Distribution classification in Taiwan and is traded on Taiwan Stock Exchange.Things to note about Lumax International Corp performance evaluation
Checking the ongoing alerts about Lumax International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lumax International Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lumax International generated a negative expected return over the last 90 days | |
| About 21.0% of the company shares are owned by insiders or employees |
- Analyzing Lumax International'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 Lumax International's stock is overvalued or undervalued compared to its peers.
- Examining Lumax International'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 Lumax International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lumax International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lumax International's stock. These opinions can provide insight into Lumax International's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Lumax Stock Analysis
When running Lumax International's price analysis, check to measure Lumax International'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 Lumax International is operating at the current time. Most of Lumax International's value examination focuses on studying past and present price action to predict the probability of Lumax International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lumax International's price. Additionally, you may evaluate how the addition of Lumax International to your portfolios can decrease your overall portfolio volatility.