Shimmick Common Stock Beta
| SHIM Stock | 3.84 0.18 4.48% |
As of the 22nd of January, Shimmick Common has the Semi Deviation of 3.72, coefficient of variation of 631.83, and Risk Adjusted Performance of 0.1255. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Shimmick Common, as well as the relationship between them. Please validate Shimmick Common coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if Shimmick Common is priced more or less accurately, providing market reflects its prevalent price of 3.84 per share. Given that Shimmick Common has jensen alpha of 0.6838, we advise you to double-check Shimmick Common's current market performance to make sure the company can sustain itself at a future point.
Shimmick Common Total Revenue |
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Gross Profit | Profit Margin | Market Capitalization | Enterprise Value Revenue 0.3552 | Revenue |
Shimmick | Beta | Build AI portfolio with Shimmick Stock |
Shimmick Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Shimmick Common is extremely important. It helps to project a fair market value of Shimmick Stock properly, considering its historical fundamentals such as Beta. Since Shimmick Common's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Shimmick Common's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Shimmick Common's interrelated accounts and indicators.
Click cells to compare fundamentals
Is Construction & Engineering space 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 Shimmick Common. If investors know Shimmick 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 Shimmick Common listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.79) | Revenue Per Share | Quarterly Revenue Growth (0.14) | Return On Assets | Return On Equity |
The market value of Shimmick Common is measured differently than its book value, which is the value of Shimmick that is recorded on the company's balance sheet. Investors also form their own opinion of Shimmick Common's value that differs from its market value or its book value, called intrinsic value, which is Shimmick Common'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 Shimmick Common's market value can be influenced by many factors that don't directly affect Shimmick Common'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 Shimmick Common's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shimmick Common is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shimmick Common'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.
Shimmick Common 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Shimmick Common's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Shimmick Common.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Shimmick Common on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Shimmick Common or generate 0.0% return on investment in Shimmick Common over 90 days. Shimmick Common is related to or competes with Innovate Corp, Julong Holding, Team, RYTHM, Shengfeng Development, XCHG Limited, and CBAK Energy. Shimmick Common is entity of United States More
Shimmick Common Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Shimmick Common's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Shimmick Common upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.01 | |||
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 26.47 | |||
| Value At Risk | (5.53) | |||
| Potential Upside | 12.69 |
Shimmick Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shimmick Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shimmick Common's standard deviation. In reality, there are many statistical measures that can use Shimmick Common historical prices to predict the future Shimmick Common's volatility.| Risk Adjusted Performance | 0.1255 | |||
| Jensen Alpha | 0.6838 | |||
| Total Risk Alpha | 0.1569 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 0.4964 |
Shimmick Common January 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1255 | |||
| Market Risk Adjusted Performance | 0.5064 | |||
| Mean Deviation | 3.96 | |||
| Semi Deviation | 3.72 | |||
| Downside Deviation | 4.01 | |||
| Coefficient Of Variation | 631.83 | |||
| Standard Deviation | 5.39 | |||
| Variance | 29.08 | |||
| Information Ratio | 0.139 | |||
| Jensen Alpha | 0.6838 | |||
| Total Risk Alpha | 0.1569 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 0.4964 | |||
| Maximum Drawdown | 26.47 | |||
| Value At Risk | (5.53) | |||
| Potential Upside | 12.69 | |||
| Downside Variance | 16.08 | |||
| Semi Variance | 13.86 | |||
| Expected Short fall | (5.36) | |||
| Skewness | 0.7832 | |||
| Kurtosis | 1.49 |
Shimmick Common Backtested Returns
Shimmick Common appears to be very risky, given 3 months investment horizon. Shimmick Common owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. By inspecting Shimmick Common's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please review Shimmick Common's Coefficient Of Variation of 631.83, semi deviation of 3.72, and Risk Adjusted Performance of 0.1255 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shimmick Common holds a performance score of 14. The entity has a beta of 1.7, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Shimmick Common will likely underperform. Please check Shimmick Common's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Shimmick Common's existing price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Shimmick Common has good predictability. Overlapping area represents the amount of predictability between Shimmick Common time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Shimmick Common price movement. The serial correlation of 0.67 indicates that around 67.0% of current Shimmick Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Shimmick Common has a Beta of 0.56. This is 59.12% lower than that of the Construction & Engineering sector and 47.66% lower than that of the Industrials industry. The beta for all United States stocks is notably lower than that of the firm.
Shimmick Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Shimmick Common's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Shimmick Common could also be used in its relative valuation, which is a method of valuing Shimmick Common by comparing valuation metrics of similar companies.Shimmick Common is currently under evaluation in beta category among its peers.
Shimmick Common ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Shimmick Common's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Shimmick Common's managers, analysts, and investors.Environmental | Governance | Social |
As returns on the market increase, Shimmick Common's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shimmick Common is expected to be smaller as well.
Shimmick Fundamentals
| Return On Equity | -6.97 | ||||
| Return On Asset | -0.13 | ||||
| Profit Margin | (0.12) % | ||||
| Operating Margin | (0.02) % | ||||
| Current Valuation | 176.16 M | ||||
| Shares Outstanding | 35.82 M | ||||
| Shares Owned By Insiders | 88.50 % | ||||
| Shares Owned By Institutions | 5.11 % | ||||
| Number Of Shares Shorted | 10.97 K | ||||
| Price To Book | 69.80 X | ||||
| Price To Sales | 0.29 X | ||||
| Revenue | 480.24 M | ||||
| Gross Profit | 2.77 M | ||||
| EBITDA | (105.15 M) | ||||
| Net Income | (124.75 M) | ||||
| Total Debt | 25.46 M | ||||
| Book Value Per Share | (1.47) X | ||||
| Cash Flow From Operations | (21.26 M) | ||||
| Short Ratio | 0.27 X | ||||
| Earnings Per Share | (1.79) X | ||||
| Target Price | 4.5 | ||||
| Number Of Employees | 1.2 K | ||||
| Beta | 0.56 | ||||
| Market Capitalization | 143.98 M | ||||
| Total Asset | 233.86 M | ||||
| Retained Earnings | (78.21 M) | ||||
| Working Capital | (89.26 M) | ||||
| Net Asset | 233.86 M |
About Shimmick Common Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Shimmick Common's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Shimmick Common using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Shimmick Common based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Is Construction & Engineering space 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 Shimmick Common. If investors know Shimmick 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 Shimmick Common listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.79) | Revenue Per Share | Quarterly Revenue Growth (0.14) | Return On Assets | Return On Equity |
The market value of Shimmick Common is measured differently than its book value, which is the value of Shimmick that is recorded on the company's balance sheet. Investors also form their own opinion of Shimmick Common's value that differs from its market value or its book value, called intrinsic value, which is Shimmick Common'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 Shimmick Common's market value can be influenced by many factors that don't directly affect Shimmick Common'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 Shimmick Common's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shimmick Common is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shimmick Common'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.