COMPUTER MODELLING (Germany) Performance
| 5TJ Stock | EUR 3.80 0.05 1.33% |
COMPUTER MODELLING has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0437, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning COMPUTER MODELLING are expected to decrease at a much lower rate. During the bear market, COMPUTER MODELLING is likely to outperform the market. COMPUTER MODELLING now shows a risk of 0.19%. Please confirm COMPUTER MODELLING standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if COMPUTER MODELLING will be following its price patterns.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in COMPUTER MODELLING are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound forward-looking indicators, COMPUTER MODELLING is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 49.1 M | |
| Free Cash Flow | 28 M |
COMPUTER |
COMPUTER MODELLING Relative Risk vs. Return Landscape
If you would invest 377.00 in COMPUTER MODELLING on December 13, 2024 and sell it today you would earn a total of 3.00 from holding COMPUTER MODELLING or generate 0.8% return on investment over 90 days. COMPUTER MODELLING is generating 0.0134% of daily returns assuming 0.1863% volatility of returns over the 90 days investment horizon. Simply put, 1% of all stocks have less volatile historical return distribution than COMPUTER MODELLING, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
COMPUTER MODELLING Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMPUTER MODELLING's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as COMPUTER MODELLING, and traders can use it to determine the average amount a COMPUTER MODELLING'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 = 0.0718
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 5TJ |
Estimated Market Risk
| 0.19 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average COMPUTER MODELLING is performing at about 5% 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 COMPUTER MODELLING by adding it to a well-diversified portfolio.
COMPUTER MODELLING Fundamentals Growth
COMPUTER Stock prices reflect investors' perceptions of the future prospects and financial health of COMPUTER MODELLING, and COMPUTER MODELLING 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 COMPUTER Stock performance.
| Current Valuation | 311.64 M | |||
| Price To Book | 10.38 X | |||
| Price To Sales | 6.71 X | |||
| Revenue | 66.2 M | |||
| EBITDA | 30.22 M | |||
| Cash Flow From Operations | 28.71 M | |||
| Total Asset | 125.15 M | |||
About COMPUTER MODELLING Performance
By analyzing COMPUTER MODELLING's fundamental ratios, stakeholders can gain valuable insights into COMPUTER MODELLING's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if COMPUTER MODELLING 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 COMPUTER MODELLING has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about COMPUTER MODELLING performance evaluation
Checking the ongoing alerts about COMPUTER MODELLING for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for COMPUTER MODELLING help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating COMPUTER MODELLING's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate COMPUTER MODELLING's stock performance include:- Analyzing COMPUTER MODELLING'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 COMPUTER MODELLING's stock is overvalued or undervalued compared to its peers.
- Examining COMPUTER MODELLING'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 COMPUTER MODELLING's management team can have a significant impact on its success or failure. Reviewing the track record and experience of COMPUTER MODELLING's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of COMPUTER MODELLING's stock. These opinions can provide insight into COMPUTER MODELLING's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for COMPUTER Stock analysis
When running COMPUTER MODELLING's price analysis, check to measure COMPUTER MODELLING'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 COMPUTER MODELLING is operating at the current time. Most of COMPUTER MODELLING's value examination focuses on studying past and present price action to predict the probability of COMPUTER MODELLING's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COMPUTER MODELLING's price. Additionally, you may evaluate how the addition of COMPUTER MODELLING to your portfolios can decrease your overall portfolio volatility.
| Stocks Directory Find actively traded stocks across global markets | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |