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ISIN
SG9999014831
CUSIP
999900013
IPO Date
Feb 18, 2000

Highlights

Market Cap
$16.14M
Enterprise Value
-$11.52M
EPS (TTM)
-$0.15
Total Revenue (TTM)
$3.37M
Gross Profit (TTM)
$1.78M
EBITDA (TTM)
-$3.53M
Year Range
$1.29 - $1.89
ROA (TTM)
-4.34%
ROE (TTM)
-4.70%

Share Price Chart


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GigaMedia Limited

Performance

GIGM Performance Chart

GigaMedia Limited (GIGM) is down 4.0% since the beginning of the year. At $1 per share, GIGM is trading 22.8% below its 52-week high of $2. Investors who bought $1,000 worth of GIGM shares 5 years ago would now be looking at an investment worth $505.


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S&P 500 Index

Returns By Period

GigaMedia Limited (GIGM) has returned -3.95% so far this year and 5.04% over the past 12 months. Over the last ten years, GIGM has returned -5.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


GigaMedia Limited

1D
4.29%
1M
1.39%
YTD
-3.95%
6M
-0.00%
1Y
5.04%
3Y*
1.90%
5Y*
-12.76%
10Y*
-5.16%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGM Monthly Returns History

Based on dividend-adjusted daily data since Feb 18, 2000, GIGM's average daily return is +0.04%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 44% of months were positive and 56% were negative. The best month was Jan 2006 with a return of +77.2%, while the worst month was Apr 2000 at -55.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 12 months.

On a daily basis, GIGM closed higher 42% of trading days. The best single day was Jul 11, 2003 with a return of +45.4%, while the worst single day was Apr 4, 2001 at -25.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.66%2.61%-8.92%0.50%2.85%-1.23%-3.95%
2025-0.88%0.89%6.15%-4.27%-8.92%-1.40%6.38%1.33%7.89%-0.00%-8.54%1.33%-1.62%
20240.71%-7.86%-0.78%5.40%-2.16%-1.51%3.84%-2.96%9.92%-2.08%4.96%4.39%11.14%
202319.83%-4.83%2.90%4.23%-4.73%-1.42%5.76%-6.52%-1.76%2.23%2.17%-1.41%14.88%
2022-5.78%-11.32%-3.72%-3.87%-4.60%-6.63%-1.29%-1.37%-16.50%-1.59%0.81%-3.20%-46.22%
20218.75%-4.02%2.10%-14.37%-0.00%3.77%-10.89%7.41%-15.17%6.10%-5.75%-8.54%-29.69%

Benchmark Metrics

GigaMedia Limited has an annualized alpha of 2.68%, beta of 0.80, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since February 18, 2000.

  • This stock participated in 158.76% of S&P 500 Index downside but only 77.39% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.05 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.68%
Beta
0.80
0.05
Upside Capture
77.39%
Downside Capture
158.76%

Return for Risk

Risk / Return Rank

GIGM ranks 44 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GIGM Risk / Return Rank: 4444
Overall Rank
GIGM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GIGM Sortino Ratio Rank: 4242
Sortino Ratio Rank
GIGM Omega Ratio Rank: 4242
Omega Ratio Rank
GIGM Calmar Ratio Rank: 4747
Calmar Ratio Rank
GIGM Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for GigaMedia Limited (GIGM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GIGMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.17

2.78

-2.61

Martin ratioReturn relative to average drawdown

0.31

12.44

-12.13

Dividends

Dividend History


GigaMedia Limited doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the GigaMedia Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GigaMedia Limited was 99.25%, occurring on Sep 20, 2001. Recovery took 1520 trading sessions.

The current GigaMedia Limited drawdown is 98.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-99.25%Sep 2001
1y 6mo6y 15d
7y 7moMar 2000 - Oct 2007
Bear market2022
-99.05%Dec 2022
15y 1mo
18y 8moOct 2007 - now
2000 bear market2000
-31.53%Feb 2000
2d6d
8dFeb 2000 - Mar 2000
Financial crisis2007–2009
-6.61%Oct 2007
3d7d
10dOct 2007 - Oct 2007
Financial crisis2007–2009
-1.33%Oct 2007
0s6d
6dOct 2007 - Oct 2007

Drawdown Indicators


GIGMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-56.78%

-42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-29.04%

-9.10%

-19.94%

Max Drawdown (3Y)

Largest decline over 3 years

-29.04%

-18.90%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-64.22%

-25.43%

-38.79%

Max Drawdown (10Y)

Largest decline over 10 years

-75.93%

-33.92%

-42.01%

Current Drawdown

Current decline from peak

-98.81%

-1.80%

-97.01%

Average Drawdown

Average peak-to-trough decline

-88.64%

-10.71%

-77.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.42%

2.03%

+14.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of GigaMedia Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how GigaMedia Limited is priced in the market compared to other companies in the Electronic Gaming & Multimedia industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for GIGM relative to other companies in the Electronic Gaming & Multimedia industry. Currently, GIGM has a P/S ratio of 4.8. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for GIGM in comparison with other companies in the Electronic Gaming & Multimedia industry. Currently, GIGM has a P/B value of 0.4. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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