AGCO (Germany) Performance
| AGJ Stock | EUR 85.36 0.36 0.42% |
The firm owns a Beta (Systematic Risk) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AGCO's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGCO is expected to be smaller as well. At this point, AGCO has a negative expected return of -0.0495%. Please make sure to confirm AGCO's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if AGCO performance from the past will be repeated at some future date.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days AGCO Corporation has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, AGCO is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 889.1 M |
AGCO |
AGCO Relative Risk vs. Return Landscape
If you would invest 9,013 in AGCO Corporation on December 17, 2024 and sell it today you would lose (477.00) from holding AGCO Corporation or give up 5.29% of portfolio value over 90 days. AGCO Corporation is currently producing negative expected returns and takes up 2.8768% volatility of returns over 90 trading days. Put another way, 25% of traded stocks are less volatile than AGCO, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
AGCO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGCO's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AGCO Corporation, and traders can use it to determine the average amount a AGCO'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 = -0.0172
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| Negative Returns | AGJ |
Estimated Market Risk
| 2.88 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AGCO 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 AGCO by adding AGCO to a well-diversified portfolio.
AGCO Fundamentals Growth
AGCO Stock prices reflect investors' perceptions of the future prospects and financial health of AGCO, and AGCO 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 AGCO Stock performance.
| Return On Equity | 0.24 | |||
| Return On Asset | 0.0847 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.10 % | |||
| Current Valuation | 11 B | |||
| Shares Outstanding | 74.6 M | |||
| Price To Earning | 13.79 X | |||
| Price To Book | 2.83 X | |||
| Price To Sales | 0.77 X | |||
| Revenue | 12.65 B | |||
| EBITDA | 1.39 B | |||
| Cash And Equivalents | 279.9 M | |||
| Cash Per Share | 3.65 X | |||
| Total Debt | 1.26 B | |||
| Debt To Equity | 64.10 % | |||
| Book Value Per Share | 52.04 X | |||
| Cash Flow From Operations | 838.2 M | |||
| Earnings Per Share | 11.20 X | |||
| Total Asset | 10.1 B | |||
About AGCO Performance
By analyzing AGCO's fundamental ratios, stakeholders can gain valuable insights into AGCO's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AGCO 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 AGCO has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
AGCO Corporation manufactures and distributes agricultural equipment and related replacement parts worldwide. AGCO Corporation was founded in 1990 and is headquartered in Duluth, Georgia. AGCO CORP operates under Farm Construction Equipment classification in Germany and is traded on Frankfurt Stock Exchange. It employs 21200 people.Things to note about AGCO performance evaluation
Checking the ongoing alerts about AGCO for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AGCO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AGCO generated a negative expected return over the last 90 days | |
| The company has €1.26 Billion in debt which may indicate that it relies heavily on debt financing | |
| Over 83.0% of the company shares are held by institutions such as insurance companies |
- Analyzing AGCO'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 AGCO's stock is overvalued or undervalued compared to its peers.
- Examining AGCO'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 AGCO's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AGCO's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AGCO's stock. These opinions can provide insight into AGCO's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AGCO Stock analysis
When running AGCO's price analysis, check to measure AGCO'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 AGCO is operating at the current time. Most of AGCO's value examination focuses on studying past and present price action to predict the probability of AGCO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGCO's price. Additionally, you may evaluate how the addition of AGCO to your portfolios can decrease your overall portfolio volatility.
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