Farglory Life (Taiwan) Performance
| 5859 Stock | TWD 14.00 0.10 0.72% |
On a scale of 0 to 100, Farglory Life holds a performance score of 19. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Farglory Life are expected to decrease at a much lower rate. During the bear market, Farglory Life is likely to outperform the market. Please check Farglory Life's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Farglory Life's price patterns will revert.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Farglory Life Insurance are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Farglory Life showed solid returns over the last few months and may actually be approaching a breakup point. ...more
Farglory |
Farglory Life Relative Risk vs. Return Landscape
If you would invest 1,190 in Farglory Life Insurance on February 8, 2024 and sell it today you would earn a total of 210.00 from holding Farglory Life Insurance or generate 17.65% return on investment over 90 days. Farglory Life Insurance is generating 0.3033% of daily returns and assumes 1.2286% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Farglory, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Farglory Life Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farglory Life's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Farglory Life Insurance, and traders can use it to determine the average amount a Farglory Life'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 = 0.2468
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 5859 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.3 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Farglory Life is performing at about 19% 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 Farglory Life by adding it to a well-diversified portfolio.
Farglory Life Fundamentals Growth
Farglory Stock prices reflect investors' perceptions of the future prospects and financial health of Farglory Life, and Farglory Life 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 Farglory Stock performance.
About Farglory Life Performance
To evaluate Farglory Life Insurance Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Farglory Life generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Farglory Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Farglory Life Insurance market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Farglory's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about Farglory Life Insurance performance evaluation
Checking the ongoing alerts about Farglory Life for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Farglory Life Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Farglory Life's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Farglory Life's stock performance include:- Analyzing Farglory Life'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 Farglory Life's stock is overvalued or undervalued compared to its peers.
- Examining Farglory Life'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 Farglory Life's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Farglory Life's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Farglory Life's stock. These opinions can provide insight into Farglory Life's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Farglory Life Insurance. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Farglory Stock analysis
When running Farglory Life's price analysis, check to measure Farglory Life'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 Farglory Life is operating at the current time. Most of Farglory Life's value examination focuses on studying past and present price action to predict the probability of Farglory Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farglory Life's price. Additionally, you may evaluate how the addition of Farglory Life to your portfolios can decrease your overall portfolio volatility.
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