AECOM TECHNOLOGY (Germany) Performance
| E6Z Stock | EUR 86.50 0.50 0.58% |
The firm owns a Beta (Systematic Risk) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AECOM TECHNOLOGY are expected to decrease at a much lower rate. During the bear market, AECOM TECHNOLOGY is likely to outperform the market. At this point, AECOM TECHNOLOGY has a negative expected return of -0.31%. Please make sure to confirm AECOM TECHNOLOGY's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if AECOM TECHNOLOGY performance from the past will be repeated at some future date.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days AECOM TECHNOLOGY has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in April 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 1.2 B | |
| Free Cash Flow | 576.6 M |
AECOM |
AECOM TECHNOLOGY Relative Risk vs. Return Landscape
If you would invest 10,474 in AECOM TECHNOLOGY on December 18, 2024 and sell it today you would lose (1,824) from holding AECOM TECHNOLOGY or give up 17.41% of portfolio value over 90 days. AECOM TECHNOLOGY is producing return of less than zero assuming 1.4582% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than AECOM TECHNOLOGY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AECOM TECHNOLOGY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AECOM TECHNOLOGY's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AECOM TECHNOLOGY, and traders can use it to determine the average amount a AECOM TECHNOLOGY'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 = -0.2148
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | E6Z |
Estimated Market Risk
| 1.46 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AECOM TECHNOLOGY 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 AECOM TECHNOLOGY by adding AECOM TECHNOLOGY to a well-diversified portfolio.
AECOM TECHNOLOGY Fundamentals Growth
AECOM Stock prices reflect investors' perceptions of the future prospects and financial health of AECOM TECHNOLOGY, and AECOM TECHNOLOGY 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 AECOM Stock performance.
| Current Valuation | 12.54 B | |||
| Price To Book | 4.76 X | |||
| Price To Sales | 0.92 X | |||
| Revenue | 13.15 B | |||
| EBITDA | 831.84 M | |||
| Total Debt | 2.16 B | |||
| Cash Flow From Operations | 713.64 M | |||
| Total Asset | 11.14 B | |||
About AECOM TECHNOLOGY Performance
By analyzing AECOM TECHNOLOGY's fundamental ratios, stakeholders can gain valuable insights into AECOM TECHNOLOGY's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AECOM TECHNOLOGY 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 AECOM TECHNOLOGY 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 AECOM TECHNOLOGY performance evaluation
Checking the ongoing alerts about AECOM TECHNOLOGY for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AECOM TECHNOLOGY help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AECOM TECHNOLOGY generated a negative expected return over the last 90 days |
- Analyzing AECOM TECHNOLOGY'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 AECOM TECHNOLOGY's stock is overvalued or undervalued compared to its peers.
- Examining AECOM TECHNOLOGY'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 AECOM TECHNOLOGY's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AECOM TECHNOLOGY's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AECOM TECHNOLOGY's stock. These opinions can provide insight into AECOM TECHNOLOGY's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AECOM Stock analysis
When running AECOM TECHNOLOGY's price analysis, check to measure AECOM TECHNOLOGY'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 AECOM TECHNOLOGY is operating at the current time. Most of AECOM TECHNOLOGY's value examination focuses on studying past and present price action to predict the probability of AECOM TECHNOLOGY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AECOM TECHNOLOGY's price. Additionally, you may evaluate how the addition of AECOM TECHNOLOGY to your portfolios can decrease your overall portfolio volatility.
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