Advantest Stock Performance
| ADTTF Stock | USD 74.96 0.38 0.50% |
Advantest holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Advantest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advantest is expected to be smaller as well. Use Advantest jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Advantest.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Advantest are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Advantest reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 149.2 B | |
| Total Cashflows From Investing Activities | -46.9 B |
Advantest |
Advantest Relative Risk vs. Return Landscape
If you would invest 4,200 in Advantest on April 21, 2025 and sell it today you would earn a total of 3,296 from holding Advantest or generate 78.48% return on investment over 90 days. Advantest is currently producing 1.0062% returns and takes up 4.3794% volatility of returns over 90 trading days. Put another way, 39% of traded pink sheets are less volatile than Advantest, and 80% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Advantest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advantest's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Advantest, and traders can use it to determine the average amount a Advantest'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 = 0.2298
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Estimated Market Risk
| 4.38 actual daily | 39 61% of assets are more volatile |
Expected Return
| 1.01 actual daily | 20 80% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Advantest is performing at about 18% 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 Advantest by adding it to a well-diversified portfolio.
Advantest Fundamentals Growth
Advantest Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Advantest, and Advantest 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 Advantest Pink Sheet performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.2 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 13.02 B | |||
| Shares Outstanding | 184.61 M | |||
| Price To Earning | 20.60 X | |||
| Price To Book | 5.04 X | |||
| Price To Sales | 0.03 X | |||
| Revenue | 416.9 B | |||
| EBITDA | 131.61 B | |||
| Cash And Equivalents | 114.93 B | |||
| Cash Per Share | 615.30 X | |||
| Total Debt | 12.24 B | |||
| Debt To Equity | 0.14 % | |||
| Book Value Per Share | 1,797 X | |||
| Cash Flow From Operations | 78.89 B | |||
| Earnings Per Share | 4.89 X | |||
| Total Asset | 494.7 B | |||
About Advantest Performance
By analyzing Advantest's fundamental ratios, stakeholders can gain valuable insights into Advantest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Advantest 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 Advantest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Advantest Corporation manufactures and sells semiconductor and component test system products and mechatronics-related products. The company was founded in 1954 and is headquartered in Tokyo, Japan. Advantest Corp operates under Semiconductor Equipment Materials classification in the United States and is traded on OTC Exchange. It employs 5941 people.Things to note about Advantest performance evaluation
Checking the ongoing alerts about Advantest for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Advantest help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Advantest appears to be risky and price may revert if volatility continues | |
| About 72.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Advantest'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 Advantest's stock is overvalued or undervalued compared to its peers.
- Examining Advantest'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 Advantest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Advantest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Advantest's pink sheet. These opinions can provide insight into Advantest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Advantest Pink Sheet analysis
When running Advantest's price analysis, check to measure Advantest'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 Advantest is operating at the current time. Most of Advantest's value examination focuses on studying past and present price action to predict the probability of Advantest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advantest's price. Additionally, you may evaluate how the addition of Advantest to your portfolios can decrease your overall portfolio volatility.
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