TechnipFMC Plc (Germany) Performance
| 1T1 Stock | 24.30 0.69 2.92% |
The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TechnipFMC Plc are expected to decrease at a much lower rate. During the bear market, TechnipFMC Plc is likely to outperform the market. At this point, TechnipFMC plc has a negative expected return of -0.3%. Please make sure to validate TechnipFMC Plc's coefficient of variation, treynor ratio, skewness, as well as the relationship between the jensen alpha and value at risk , to decide if TechnipFMC plc performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days TechnipFMC plc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
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TechnipFMC Plc Relative Risk vs. Return Landscape
If you would invest 2,948 in TechnipFMC plc on December 13, 2024 and sell it today you would lose (518.00) from holding TechnipFMC plc or give up 17.57% of portfolio value over 90 days. TechnipFMC plc is generating negative expected returns and assumes 2.3605% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than TechnipFMC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TechnipFMC Plc Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TechnipFMC Plc's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TechnipFMC plc, and traders can use it to determine the average amount a TechnipFMC Plc'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 = -0.1269
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| Negative Returns | 1T1 |
Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TechnipFMC Plc is not performing at its full potential. However, 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 TechnipFMC Plc by adding TechnipFMC Plc to a well-diversified portfolio.
Things to note about TechnipFMC plc performance evaluation
Checking the ongoing alerts about TechnipFMC Plc for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TechnipFMC plc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TechnipFMC plc generated a negative expected return over the last 90 days |
- Analyzing TechnipFMC Plc'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 TechnipFMC Plc's stock is overvalued or undervalued compared to its peers.
- Examining TechnipFMC Plc'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 TechnipFMC Plc's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TechnipFMC Plc's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TechnipFMC Plc's stock. These opinions can provide insight into TechnipFMC Plc's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for TechnipFMC Stock Analysis
When running TechnipFMC Plc's price analysis, check to measure TechnipFMC Plc'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 TechnipFMC Plc is operating at the current time. Most of TechnipFMC Plc's value examination focuses on studying past and present price action to predict the probability of TechnipFMC Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TechnipFMC Plc's price. Additionally, you may evaluate how the addition of TechnipFMC Plc to your portfolios can decrease your overall portfolio volatility.