Taiwan Semiconductor (Germany) Performance
| TSFA Stock | EUR 173.00 1.20 0.69% |
The entity has a beta of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Taiwan Semiconductor are expected to decrease at a much lower rate. During the bear market, Taiwan Semiconductor is likely to outperform the market. At this point, Taiwan Semiconductor has a negative expected return of -0.14%. Please make sure to validate Taiwan Semiconductor's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Taiwan Semiconductor performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Taiwan Semiconductor Manufacturing has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Stock's technical and fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 1.1 T |
Taiwan |
Taiwan Semiconductor Relative Risk vs. Return Landscape
If you would invest 19,543 in Taiwan Semiconductor Manufacturing on February 15, 2025 and sell it today you would lose (2,243) from holding Taiwan Semiconductor Manufacturing or give up 11.48% of portfolio value over 90 days. Taiwan Semiconductor Manufacturing is producing return of less than zero assuming 3.4232% volatility of returns over the 90 days investment horizon. Simply put, 30% of all stocks have less volatile historical return distribution than Taiwan Semiconductor, 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 Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Taiwan Semiconductor Manufacturing, and traders can use it to determine the average amount a Taiwan 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 = -0.0416
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| Negative Returns | TSFA |
Estimated Market Risk
| 3.42 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Taiwan 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 Taiwan Semiconductor by adding Taiwan Semiconductor to a well-diversified portfolio.
Taiwan Semiconductor Fundamentals Growth
Taiwan Stock prices reflect investors' perceptions of the future prospects and financial health of Taiwan Semiconductor, and Taiwan 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 Taiwan Stock performance.
| Return On Equity | 0.4 | |||
| Return On Asset | 0.16 | |||
| Profit Margin | 0.45 % | |||
| Operating Margin | 0.50 % | |||
| Current Valuation | 365.06 B | |||
| Shares Outstanding | 5.19 B | |||
| Price To Earning | 31.60 X | |||
| Price To Book | 4.62 X | |||
| Price To Sales | 0.18 X | |||
| Revenue | 2.26 T | |||
| EBITDA | 1.59 T | |||
| Cash And Equivalents | 870.84 B | |||
| Cash Per Share | 167.92 X | |||
| Total Debt | 839.1 B | |||
| Debt To Equity | 0.21 % | |||
| Book Value Per Share | 14.20 X | |||
| Cash Flow From Operations | 1.61 T | |||
| Earnings Per Share | 6.03 X | |||
| Total Asset | 4.96 T | |||
About Taiwan Semiconductor Performance
By analyzing Taiwan Semiconductor's fundamental ratios, stakeholders can gain valuable insights into Taiwan Semiconductor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Taiwan 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 Taiwan Semiconductor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Taiwan Semiconductor Manufacturing Company Limited manufactures and sells integrated circuits and semiconductors. Taiwan Semiconductor Manufacturing Company Limited was founded in 1987 and is headquartered in HsinChu, Taiwan. TAIWAN SEMICON operates under Semiconductors classification in Germany and is traded on Frankfurt Stock Exchange.Things to note about Taiwan Semiconductor performance evaluation
Checking the ongoing alerts about Taiwan Semiconductor for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Taiwan Semiconductor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Taiwan Semiconductor generated a negative expected return over the last 90 days | |
| Taiwan Semiconductor has high historical volatility and very poor performance |
- Analyzing Taiwan 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 Taiwan Semiconductor's stock is overvalued or undervalued compared to its peers.
- Examining Taiwan 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 Taiwan Semiconductor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Taiwan Semiconductor's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Taiwan Semiconductor's stock. These opinions can provide insight into Taiwan Semiconductor's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Taiwan Stock analysis
When running Taiwan Semiconductor's price analysis, check to measure Taiwan 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 Taiwan Semiconductor is operating at the current time. Most of Taiwan Semiconductor's value examination focuses on studying past and present price action to predict the probability of Taiwan 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 Taiwan Semiconductor's price. Additionally, you may evaluate how the addition of Taiwan Semiconductor to your portfolios can decrease your overall portfolio volatility.
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