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GigaMedia Limited (GIGM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINSG9999014831
CUSIP999900013
SectorCommunication Services
IndustryElectronic Gaming & Multimedia

Highlights

Market Cap$14.42M
EPS-$0.09
Revenue (TTM)$4.29M
Gross Profit (TTM)$3.25M
EBITDA (TTM)-$3.12M
Year Range$1.23 - $1.62
Target Price$1.50
Short %0.08%
Short Ratio0.63

Share Price Chart


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GigaMedia Limited

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GigaMedia Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-1.28%
19.37%
GIGM (GigaMedia Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

GigaMedia Limited had a return of -1.45% year-to-date (YTD) and -1.44% in the last 12 months. Over the past 10 years, GigaMedia Limited had an annualized return of -13.00%, while the S&P 500 had an annualized return of 10.55%, indicating that GigaMedia Limited did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.45%6.30%
1 month2.24%-3.13%
6 months-0.44%19.37%
1 year-1.44%22.56%
5 years (annualized)-11.99%11.65%
10 years (annualized)-13.00%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%-7.86%-0.78%
2023-1.76%2.23%2.17%-1.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GIGM is 43, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of GIGM is 4343
GigaMedia Limited(GIGM)
The Sharpe Ratio Rank of GIGM is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of GIGM is 3939Sortino Ratio Rank
The Omega Ratio Rank of GIGM is 3939Omega Ratio Rank
The Calmar Ratio Rank of GIGM is 4848Calmar Ratio Rank
The Martin Ratio Rank of GIGM is 4646Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for GigaMedia Limited (GIGM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GIGM
Sharpe ratio
The chart of Sharpe ratio for GIGM, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00-0.08
Sortino ratio
The chart of Sortino ratio for GIGM, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.07
Omega ratio
The chart of Omega ratio for GIGM, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for GIGM, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.00-0.02
Martin ratio
The chart of Martin ratio for GIGM, currently valued at -0.20, compared to the broader market0.0010.0020.0030.00-0.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current GigaMedia Limited Sharpe ratio is -0.08. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.08
1.92
GIGM (GigaMedia Limited)
Benchmark (^GSPC)

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-99.25%
-3.50%
GIGM (GigaMedia Limited)
Benchmark (^GSPC)

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 99.36%, occurring on Dec 14, 2022. The portfolio has not yet recovered.

The current GigaMedia Limited drawdown is 99.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.36%Mar 2, 20005734Dec 14, 2022
-31.53%Feb 22, 20003Feb 24, 20004Mar 1, 20007

Volatility

Volatility Chart

The current GigaMedia Limited volatility is 9.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
9.09%
3.58%
GIGM (GigaMedia Limited)
Benchmark (^GSPC)

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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items