Cognex (Germany) Performance
| CGZ Stock | EUR 28.50 0.54 1.93% |
The firm shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cognex's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cognex is expected to be smaller as well. At this point, Cognex has a negative expected return of -0.33%. Please make sure to confirm Cognex's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Cognex performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Cognex has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 186.2 M |
Cognex |
Cognex Relative Risk vs. Return Landscape
If you would invest 3,547 in Cognex on December 17, 2024 and sell it today you would lose (697.00) from holding Cognex or give up 19.65% of portfolio value over 90 days. Cognex is currently producing negative expected returns and takes up 2.5183% volatility of returns over 90 trading days. Put another way, 22% of traded stocks are less volatile than Cognex, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Cognex Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cognex's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cognex, and traders can use it to determine the average amount a Cognex'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 = -0.1294
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CGZ |
Estimated Market Risk
| 2.52 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Cognex 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 Cognex by adding Cognex to a well-diversified portfolio.
Cognex Fundamentals Growth
Cognex Stock prices reflect investors' perceptions of the future prospects and financial health of Cognex, and Cognex 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 Cognex Stock performance.
| Return On Equity | 0.15 | |||
| Return On Asset | 0.0848 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.27 % | |||
| Current Valuation | 7.5 B | |||
| Shares Outstanding | 172.54 M | |||
| Price To Earning | 32.79 X | |||
| Price To Book | 6.08 X | |||
| Price To Sales | 8.48 X | |||
| Revenue | 1.01 B | |||
| EBITDA | 288.29 M | |||
| Cash And Equivalents | 453.59 M | |||
| Cash Per Share | 2.66 X | |||
| Total Debt | 17.98 M | |||
| Debt To Equity | 1.50 % | |||
| Book Value Per Share | 8.33 X | |||
| Cash Flow From Operations | 243.41 M | |||
| Earnings Per Share | 1.16 X | |||
| Total Asset | 1.96 B | |||
About Cognex Performance
By analyzing Cognex's fundamental ratios, stakeholders can gain valuable insights into Cognex's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Cognex 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 Cognex has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Cognex Corporation provides machine vision products that capture and analyze visual information in order to automate tasks primarily in manufacturing processes worldwide. The company was founded in 1981 and is headquartered in Natick, Massachusetts. COGNEX CORP operates under Scientific Technical Instruments classification in Germany and is traded on Frankfurt Stock Exchange. It employs 2124 people.Things to note about Cognex performance evaluation
Checking the ongoing alerts about Cognex for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cognex help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cognex generated a negative expected return over the last 90 days | |
| Over 93.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Cognex'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 Cognex's stock is overvalued or undervalued compared to its peers.
- Examining Cognex'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 Cognex's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cognex's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Cognex's stock. These opinions can provide insight into Cognex's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Cognex Stock analysis
When running Cognex's price analysis, check to measure Cognex'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 Cognex is operating at the current time. Most of Cognex's value examination focuses on studying past and present price action to predict the probability of Cognex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cognex's price. Additionally, you may evaluate how the addition of Cognex to your portfolios can decrease your overall portfolio volatility.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Stocks Directory Find actively traded stocks across global markets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |