AstraZeneca PLC (Brazil) Performance
| A1ZN34 Stock | BRL 74.56 1.05 1.43% |
AstraZeneca PLC has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AstraZeneca PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding AstraZeneca PLC is expected to be smaller as well. AstraZeneca PLC right now shows a risk of 1.75%. Please confirm AstraZeneca PLC total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if AstraZeneca PLC will be following its price patterns.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in AstraZeneca PLC are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, AstraZeneca PLC may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Begin Period Cash Flow | 7.5 B | |
| Total Cashflows From Investing Activities | -11.1 B | |
| Free Cash Flow | 3.8 B |
AstraZeneca |
AstraZeneca PLC Relative Risk vs. Return Landscape
If you would invest 6,807 in AstraZeneca PLC on December 3, 2024 and sell it today you would earn a total of 649.00 from holding AstraZeneca PLC or generate 9.53% return on investment over 90 days. AstraZeneca PLC is generating 0.1643% of daily returns and assumes 1.7478% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than AstraZeneca, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AstraZeneca PLC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AstraZeneca PLC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AstraZeneca PLC, and traders can use it to determine the average amount a AstraZeneca 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 = 0.094
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | A1ZN34 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average AstraZeneca PLC is performing at about 7% 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 AstraZeneca PLC by adding it to a well-diversified portfolio.
AstraZeneca PLC Fundamentals Growth
AstraZeneca Stock prices reflect investors' perceptions of the future prospects and financial health of AstraZeneca PLC, and AstraZeneca PLC 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 AstraZeneca Stock performance.
| Return On Equity | 0.0863 | |||
| Return On Asset | 0.0531 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.19 % | |||
| Current Valuation | 1.25 T | |||
| Shares Outstanding | 9.3 B | |||
| Price To Book | 3.09 X | |||
| Price To Sales | 25.25 X | |||
| Revenue | 37.42 B | |||
| EBITDA | 7.54 B | |||
| Total Debt | 28.13 B | |||
| Book Value Per Share | 11.96 X | |||
| Cash Flow From Operations | 5.96 B | |||
| Earnings Per Share | 1.85 X | |||
| Total Asset | 105.36 B | |||
About AstraZeneca PLC Performance
By analyzing AstraZeneca PLC's fundamental ratios, stakeholders can gain valuable insights into AstraZeneca PLC's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AstraZeneca PLC 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 AstraZeneca PLC 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 AstraZeneca PLC performance evaluation
Checking the ongoing alerts about AstraZeneca PLC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AstraZeneca PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating AstraZeneca PLC's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate AstraZeneca PLC's stock performance include:- Analyzing AstraZeneca 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 AstraZeneca PLC's stock is overvalued or undervalued compared to its peers.
- Examining AstraZeneca 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 AstraZeneca PLC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AstraZeneca PLC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AstraZeneca PLC's stock. These opinions can provide insight into AstraZeneca PLC's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AstraZeneca Stock analysis
When running AstraZeneca PLC's price analysis, check to measure AstraZeneca 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 AstraZeneca PLC is operating at the current time. Most of AstraZeneca PLC's value examination focuses on studying past and present price action to predict the probability of AstraZeneca 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 AstraZeneca PLC's price. Additionally, you may evaluate how the addition of AstraZeneca PLC to your portfolios can decrease your overall portfolio volatility.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |