Amgen (Germany) Performance
| AMG Stock | EUR 284.70 9.10 3.10% |
Amgen has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amgen are expected to decrease at a much lower rate. During the bear market, Amgen is likely to outperform the market. Amgen Inc right now shows a risk of 1.72%. Please confirm Amgen Inc coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Amgen Inc will be following its price patterns.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Amgen Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain technical and fundamental indicators, Amgen may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Begin Period Cash Flow | 8 B | |
| Free Cash Flow | 8.8 B |
Amgen |
Amgen Relative Risk vs. Return Landscape
If you would invest 25,806 in Amgen Inc on December 13, 2024 and sell it today you would earn a total of 2,664 from holding Amgen Inc or generate 10.32% return on investment over 90 days. Amgen Inc is generating 0.1782% of daily returns assuming 1.7217% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than Amgen, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Amgen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amgen's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amgen Inc, and traders can use it to determine the average amount a Amgen'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 = 0.1035
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | AMG | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.72 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Amgen is performing at about 8% 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 Amgen by adding it to a well-diversified portfolio.
Amgen Fundamentals Growth
Amgen Stock prices reflect investors' perceptions of the future prospects and financial health of Amgen, and Amgen 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 Amgen Stock performance.
| Current Valuation | 163.09 B | |||
| Price To Book | 39.37 X | |||
| Price To Sales | 5.61 X | |||
| Revenue | 26.32 B | |||
| EBITDA | 12.17 B | |||
| Total Debt | 37.35 B | |||
| Cash Flow From Operations | 9.72 B | |||
| Total Asset | 65.12 B | |||
About Amgen Performance
By analyzing Amgen's fundamental ratios, stakeholders can gain valuable insights into Amgen's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Amgen 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 Amgen 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 Amgen Inc performance evaluation
Checking the ongoing alerts about Amgen for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amgen Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Amgen's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Amgen's stock performance include:- Analyzing Amgen'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 Amgen's stock is overvalued or undervalued compared to its peers.
- Examining Amgen'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 Amgen's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amgen's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amgen's stock. These opinions can provide insight into Amgen's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Amgen Stock analysis
When running Amgen's price analysis, check to measure Amgen'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 Amgen is operating at the current time. Most of Amgen's value examination focuses on studying past and present price action to predict the probability of Amgen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amgen's price. Additionally, you may evaluate how the addition of Amgen to your portfolios can decrease your overall portfolio volatility.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |