China Stock Performance

CAAS
 Stock
  

USD 6.30  0.32  5.35%   

On a scale of 0 to 100, China Automotive holds a performance score of 12. The firm shows a Beta (market volatility) of 0.2923, which signifies not very significant fluctuations relative to the market. Let's try to break down what China's beta means in this case. As returns on the market increase, China Automotive returns are expected to increase less than the market. However, during the bear market, the loss on holding China Automotive will be expected to be smaller as well. Although it is vital to follow China Automotive Sys historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-eight technical indicators for China Automotive Sys, which you can use to evaluate the performance of the firm. Please makes use of China Automotive Sys jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution to make a quick decision on whether China Automotive price patterns will revert.
  
China Performance
12 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in China Automotive Sys are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, China Automotive reported solid returns over the last few months and may actually be approaching a breakup point. ...more

Structure and Payout Changes

Last Split Factor
7:2
Dividend Date
2014-07-28
Ex Dividend Date
2014-06-24
Last Split Date
2003-03-05

China Price Channel

Quick Ratio0.93
Fifty Two Week Low2.20
Target High Price6.00
Fifty Two Week High6.05
Target Low Price6.00

China Automotive Relative Risk vs. Return Landscape

If you would invest  401.00  in China Automotive Sys on August 28, 2022 and sell it today you would earn a total of  229.00  from holding China Automotive Sys or generate 57.11% return on investment over 90 days. China Automotive Sys is currently generating 0.8342% in daily expected returns and assumes 5.095% risk (volatility on return distribution) over the 90 days horizon. In different words, 44% of stocks are less volatile than China, and 84% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days China Automotive is expected to generate 3.71 times more return on investment than the market. However, the company is 3.71 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

China Automotive Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for China Automotive's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as China Automotive Sys, and traders can use it to determine the average amount a China Automotive'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 = 0.1637

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsCAAS
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 5.1
  actual daily
 
 44 %
of total potential
 
4444
Expected Return
 0.83
  actual daily
 
 16 %
of total potential
 
1616
Risk-Adjusted Return
 0.16
  actual daily
 
 12 %
of total potential
 
1212
Based on monthly moving average China Automotive is performing at about 12% 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 China Automotive by adding it to a well-diversified portfolio.

About China Automotive Performance

To evaluate China Automotive Sys 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 China Automotive 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 China 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 China Automotive Sys market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents China'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.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash3.3 M3.6 M
Return on Investment 1.54  1.58 
Return on Average Assets 1.56  1.60 
Return on Average Equity 3.55  3.64 
Return on Invested Capital 0.06  0.08 
Return on Sales 0.033  0.042 

Things to note about China Automotive Sys

Checking the ongoing alerts about China Automotive for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for China Automotive Sys help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

China Automotive Alerts

Equity Alerts and Improvement Suggestions

China Automotive Sys is way too risky over 90 days horizon
China Automotive Sys appears to be risky and price may revert if volatility continues
China Automotive Sys has a strong financial position based on the latest SEC filings
About 64.0% of the company shares are held by company insiders
Latest headline from news.google.com: China Automotive Systems is a Great Momentum Stock Should You Buy - Nasdaq
Continue to Trending Equities. Note that the China Automotive Sys information on this page should be used as a complementary analysis to other China Automotive's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Complementary Tools for China Stock analysis

When running China Automotive Sys price analysis, check to measure China Automotive'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 China Automotive is operating at the current time. Most of China Automotive's value examination focuses on studying past and present price action to predict the probability of China Automotive's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move China Automotive's price. Additionally, you may evaluate how the addition of China Automotive to your portfolios can decrease your overall portfolio volatility.
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Is China Automotive's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of China Automotive. If investors know China will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about China Automotive listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
2.06
Market Capitalization
180.6 M
Quarterly Revenue Growth YOY
0.27
Return On Assets
0.0106
Return On Equity
0.0712
The market value of China Automotive Sys is measured differently than its book value, which is the value of China that is recorded on the company's balance sheet. Investors also form their own opinion of China Automotive's value that differs from its market value or its book value, called intrinsic value, which is China Automotive's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because China Automotive's market value can be influenced by many factors that don't directly affect China Automotive's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between China Automotive's value and its price as these two are different measures arrived at by different means. Investors typically determine China Automotive value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, China Automotive's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.