Allianz SE (Germany) Performance
| ALV Stock | 346.50 7.70 2.27% |
On a scale of 0 to 100, Allianz SE holds a performance score of 19. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz SE is expected to be smaller as well. Please check Allianz SE's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Allianz SE's price patterns will revert.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Allianz SE are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Allianz SE unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 22.4 B | |
| Free Cash Flow | 23.7 B |
Allianz |
Allianz SE Relative Risk vs. Return Landscape
If you would invest 30,250 in Allianz SE on December 13, 2024 and sell it today you would earn a total of 4,400 from holding Allianz SE or generate 14.55% return on investment over 90 days. Allianz SE is generating 0.2348% of daily returns and assumes 0.9393% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Allianz, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Allianz SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allianz SE, and traders can use it to determine the average amount a Allianz SE'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 = 0.2499
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Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Allianz SE is performing at about 19% 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 Allianz SE by adding it to a well-diversified portfolio.
Allianz SE Fundamentals Growth
Allianz Stock prices reflect investors' perceptions of the future prospects and financial health of Allianz SE, and Allianz SE 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 Allianz Stock performance.
| Current Valuation | 96.65 B | |||
| Price To Book | 1.58 X | |||
| Price To Sales | 0.69 X | |||
| Revenue | 118.91 B | |||
| Total Debt | 32.78 B | |||
| Cash Flow From Operations | 25.12 B | |||
| Total Asset | 1.14 T | |||
About Allianz SE Performance
Assessing Allianz SE's fundamental ratios provides investors with valuable insights into Allianz SE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Allianz SE is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Allianz SE performance evaluation
Checking the ongoing alerts about Allianz SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allianz SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Allianz SE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Allianz SE's stock performance include:- Analyzing Allianz SE'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 Allianz SE's stock is overvalued or undervalued compared to its peers.
- Examining Allianz SE'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 Allianz SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allianz SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Allianz SE's stock. These opinions can provide insight into Allianz SE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Allianz Stock Analysis
When running Allianz SE's price analysis, check to measure Allianz SE'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 Allianz SE is operating at the current time. Most of Allianz SE's value examination focuses on studying past and present price action to predict the probability of Allianz SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allianz SE's price. Additionally, you may evaluate how the addition of Allianz SE to your portfolios can decrease your overall portfolio volatility.