Taiwan Semiconductor (Mexico) Performance
TSMN Stock | MXN 2,265 50.06 2.16% |
On a scale of 0 to 100, Taiwan Semiconductor holds a performance score of 12. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Taiwan Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Taiwan Semiconductor is expected to be smaller as well. Please check Taiwan Semiconductor's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Taiwan Semiconductor's existing price patterns will revert.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Taiwan Semiconductor Manufacturing are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, Taiwan Semiconductor showed solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow | 1.1 T |
Taiwan |
Taiwan Semiconductor Relative Risk vs. Return Landscape
If you would invest 176,900 in Taiwan Semiconductor Manufacturing on December 29, 2023 and sell it today you would earn a total of 49,594 from holding Taiwan Semiconductor Manufacturing or generate 28.04% return on investment over 90 days. Taiwan Semiconductor Manufacturing is generating 0.443% of daily returns and assumes 2.7768% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Taiwan, and 92% 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 = 0.1595
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Estimated Market Risk
2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
0.44 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Taiwan Semiconductor 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 Taiwan Semiconductor by adding it 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 | |||
Current Valuation | 7.54 T | |||
Shares Outstanding | 5.19 B | |||
Price To Earning | 31.17 X | |||
Price To Book | 4.60 X | |||
Price To Sales | 3.79 X | |||
Revenue | 2.26 T | |||
EBITDA | 753.4 B | |||
Cash Per Share | 167.92 X | |||
Debt To Equity | 0.21 % | |||
Cash Flow From Operations | 1.61 T | |||
Earnings Per Share | 122.68 X | |||
Total Asset | 4.96 T | |||
Retained Earnings | 959.08 B | |||
Current Asset | 812.49 B | |||
About Taiwan Semiconductor Performance
To evaluate Taiwan Semiconductor 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 Taiwan Semiconductor 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 Taiwan 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 Taiwan Semiconductor market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Taiwan'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.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 SEMICONDUCTOR operates under Semiconductors classification in Mexico and is traded on Mexico 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.Evaluating Taiwan Semiconductor's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Taiwan Semiconductor's stock performance include:- 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.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Taiwan Semiconductor Manufacturing. 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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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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