ITM Semiconductor (Korea) Performance
| 084850 Stock | KRW 14,350 340.00 2.31% |
The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ITM Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding ITM Semiconductor is expected to be smaller as well. At this point, ITM Semiconductor has a negative expected return of -0.49%. Please make sure to check out ITM Semiconductor's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if ITM Semiconductor performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days ITM Semiconductor Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Total Cashflows From Investing Activities | -125.6 B |
ITM |
ITM Semiconductor Relative Risk vs. Return Landscape
If you would invest 1,963,000 in ITM Semiconductor Co on September 5, 2024 and sell it today you would lose (528,000) from holding ITM Semiconductor Co or give up 26.9% of portfolio value over 90 days. ITM Semiconductor Co is generating negative expected returns and assumes 2.7253% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than ITM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ITM Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ITM Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ITM Semiconductor Co, and traders can use it to determine the average amount a ITM Semiconductor'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 = -0.1811
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| Negative Returns | 084850 |
Estimated Market Risk
| 2.73 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ITM Semiconductor 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 ITM Semiconductor by adding ITM Semiconductor to a well-diversified portfolio.
ITM Semiconductor Fundamentals Growth
ITM Stock prices reflect investors' perceptions of the future prospects and financial health of ITM Semiconductor, and ITM Semiconductor 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 ITM Stock performance.
| Return On Equity | 2.78 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.11 % | |||
| Current Valuation | 702.24 B | |||
| Revenue | 512.51 B | |||
| EBITDA | 42.13 B | |||
| Cash And Equivalents | 32.98 B | |||
| Total Debt | 61.06 B | |||
| Debt To Equity | 1.14 % | |||
| Cash Flow From Operations | (2.28 B) | |||
| Earnings Per Share | 804.00 X | |||
| Total Asset | 606.83 B | |||
About ITM Semiconductor Performance
By analyzing ITM Semiconductor's fundamental ratios, stakeholders can gain valuable insights into ITM Semiconductor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ITM Semiconductor 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 ITM Semiconductor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ITM Semiconductor Co., Ltd. manufactures and sells components for secondary batteries worldwide. ITM Semiconductor Co., Ltd. is a subsidiary of NICE Holdings Co., Ltd. ITM Semiconductor is traded on Korean Securities Dealers Automated Quotations in South Korea.Things to note about ITM Semiconductor performance evaluation
Checking the ongoing alerts about ITM Semiconductor for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ITM Semiconductor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ITM Semiconductor generated a negative expected return over the last 90 days | |
| ITM Semiconductor Co has accumulated 61.06 B in total debt with debt to equity ratio (D/E) of 1.14, which is about average as compared to similar companies. ITM Semiconductor has a current ratio of 0.78, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist ITM Semiconductor until it has trouble settling it off, either with new capital or with free cash flow. So, ITM Semiconductor's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like ITM Semiconductor sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for ITM to invest in growth at high rates of return. When we think about ITM Semiconductor's use of debt, we should always consider it together with cash and equity. | |
| ITM Semiconductor Co has accumulated about 32.98 B in cash with (2.28 B) of positive cash flow from operations. | |
| Roughly 66.0% of ITM Semiconductor shares are owned by insiders or employees |
- Analyzing ITM Semiconductor'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 ITM Semiconductor's stock is overvalued or undervalued compared to its peers.
- Examining ITM Semiconductor'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 ITM Semiconductor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ITM Semiconductor's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ITM Semiconductor's stock. These opinions can provide insight into ITM Semiconductor's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ITM Stock analysis
When running ITM Semiconductor's price analysis, check to measure ITM Semiconductor'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 ITM Semiconductor is operating at the current time. Most of ITM Semiconductor's value examination focuses on studying past and present price action to predict the probability of ITM Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ITM Semiconductor's price. Additionally, you may evaluate how the addition of ITM Semiconductor to your portfolios can decrease your overall portfolio volatility.
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