Taiwan Mask (Taiwan) Performance
| 2338 Stock | 52.50 0.10 0.19% |
The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Taiwan Mask's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan Mask is expected to be smaller as well. At this point, Taiwan Mask Corp has a negative expected return of -0.12%. Please make sure to validate Taiwan Mask's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Taiwan Mask Corp performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Taiwan Mask 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 B | |
| Total Cashflows From Investing Activities | -1.9 B |
Taiwan |
Taiwan Mask Relative Risk vs. Return Landscape
If you would invest 5,710 in Taiwan Mask Corp on September 14, 2024 and sell it today you would lose (460.00) from holding Taiwan Mask Corp or give up 8.06% of portfolio value over 90 days. Taiwan Mask Corp is generating negative expected returns and assumes 1.5861% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Taiwan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Taiwan Mask Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Mask's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Taiwan Mask Corp, and traders can use it to determine the average amount a Taiwan Mask'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 = -0.0776
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 2338 |
Estimated Market Risk
| 1.59 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Taiwan Mask 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 Taiwan Mask by adding Taiwan Mask to a well-diversified portfolio.
Taiwan Mask Fundamentals Growth
Taiwan Stock prices reflect investors' perceptions of the future prospects and financial health of Taiwan Mask, and Taiwan Mask 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 Taiwan Stock performance.
| Return On Equity | 0.0144 | |||
| Return On Asset | 0.042 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.15 % | |||
| Current Valuation | 26.01 B | |||
| Shares Outstanding | 204.46 M | |||
| Price To Earning | (22.89) X | |||
| Price To Book | 4.97 X | |||
| Price To Sales | 2.46 X | |||
| Revenue | 6.08 B | |||
| EBITDA | 1.78 B | |||
| Cash And Equivalents | 1.28 B | |||
| Cash Per Share | 5.52 X | |||
| Total Debt | 4.31 B | |||
| Book Value Per Share | 18.43 X | |||
| Cash Flow From Operations | (1.27 B) | |||
| Earnings Per Share | 1.46 X | |||
| Total Asset | 16.11 B | |||
| Retained Earnings | 712 M | |||
| Current Asset | 2.1 B | |||
| Current Liabilities | 365 M | |||
About Taiwan Mask Performance
Evaluating Taiwan Mask's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Taiwan Mask 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 Taiwan Mask 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.
Taiwan Mask Corporationration engages in the research, design, development, and production of reticles and photomasks in the field of semiconductor industry worldwide.Things to note about Taiwan Mask Corp performance evaluation
Checking the ongoing alerts about Taiwan Mask for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Taiwan Mask Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Taiwan Mask Corp generated a negative expected return over the last 90 days | |
| Taiwan Mask Corp has accumulated about 1.28 B in cash with (1.27 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 5.52. | |
| Roughly 22.0% of the company shares are owned by insiders or employees |
- Analyzing Taiwan Mask'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 Taiwan Mask's stock is overvalued or undervalued compared to its peers.
- Examining Taiwan Mask'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 Taiwan Mask's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Taiwan Mask's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Taiwan Mask's stock. These opinions can provide insight into Taiwan Mask's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Taiwan Stock Analysis
When running Taiwan Mask's price analysis, check to measure Taiwan Mask'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 Taiwan Mask is operating at the current time. Most of Taiwan Mask's value examination focuses on studying past and present price action to predict the probability of Taiwan Mask's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Taiwan Mask's price. Additionally, you may evaluate how the addition of Taiwan Mask to your portfolios can decrease your overall portfolio volatility.