UMC Electronics (Germany) Performance
UM3 Stock | EUR 2.08 0.02 0.95% |
The entity owns a Beta (Systematic Risk) of -0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning UMC Electronics are expected to decrease at a much lower rate. During the bear market, UMC Electronics is likely to outperform the market. UMC Electronics has an expected return of -0.0108%. Please make sure to validate UMC Electronics Co jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if UMC Electronics performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days UMC Electronics Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, UMC Electronics is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Begin Period Cash Flow | 9.2 B | |
Total Cashflows From Investing Activities | -2.1 B |
UMC |
UMC Electronics Relative Risk vs. Return Landscape
If you would invest 214.00 in UMC Electronics Co on February 7, 2024 and sell it today you would lose (4.00) from holding UMC Electronics Co or give up 1.87% of portfolio value over 90 days. UMC Electronics Co is currently producing negative expected returns and takes up 2.0357% volatility of returns over 90 trading days. Put another way, 18% of traded stocks are less volatile than UMC, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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UMC Electronics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UMC Electronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as UMC Electronics Co, and traders can use it to determine the average amount a UMC Electronics' 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 = -0.0053
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Estimated Market Risk
2.04 actual daily | 18 82% of assets are more volatile |
Expected Return
-0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average UMC Electronics 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 UMC Electronics by adding UMC Electronics to a well-diversified portfolio.
UMC Electronics Fundamentals Growth
UMC Stock prices reflect investors' perceptions of the future prospects and financial health of UMC Electronics, and UMC Electronics 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 UMC Stock performance.
Return On Equity | 0.0728 | |||
Return On Asset | 0.0186 | |||
Profit Margin | 0.01 % | |||
Operating Margin | 0.02 % | |||
Current Valuation | 283.71 M | |||
Shares Outstanding | 28.28 M | |||
Price To Earning | 2.91 X | |||
Price To Book | 0.77 X | |||
Price To Sales | 0.0007 X | |||
Revenue | 134.55 B | |||
EBITDA | 5.17 B | |||
Cash And Equivalents | 9.17 B | |||
Cash Per Share | 324.29 X | |||
Total Debt | 6.38 B | |||
Debt To Equity | 1.29 % | |||
Book Value Per Share | 603.27 X | |||
Cash Flow From Operations | (3.51 B) | |||
Earnings Per Share | 0.40 X | |||
Total Asset | 73.37 B | |||
About UMC Electronics Performance
To evaluate UMC Electronics 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 UMC Electronics 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 UMC 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 UMC Electronics market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents UMC'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.UMC Electronics Co., Ltd. provides electronic manufacturing services in Japan. The company was founded in 1968 and is headquartered in Ageo, Japan. UMC ELECTRONICS operates under Electronic Components classification in Germany and is traded on Frankfurt Stock Exchange. It employs 8657 people.Things to note about UMC Electronics performance evaluation
Checking the ongoing alerts about UMC Electronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for UMC Electronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.UMC Electronics generated a negative expected return over the last 90 days | |
UMC Electronics Co has accumulated about 9.17 B in cash with (3.51 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 324.29, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
Roughly 65.0% of the company outstanding shares are owned by insiders |
- Analyzing UMC Electronics' 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 UMC Electronics' stock is overvalued or undervalued compared to its peers.
- Examining UMC Electronics' 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 UMC Electronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of UMC Electronics' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of UMC Electronics' stock. These opinions can provide insight into UMC Electronics' potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in UMC Electronics Co. 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 Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for UMC Stock analysis
When running UMC Electronics' price analysis, check to measure UMC Electronics' 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 UMC Electronics is operating at the current time. Most of UMC Electronics' value examination focuses on studying past and present price action to predict the probability of UMC Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UMC Electronics' price. Additionally, you may evaluate how the addition of UMC Electronics to your portfolios can decrease your overall portfolio volatility.
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