Freeport McMoRan (Germany) Performance
| FPMB Stock | EUR 38.50 0.10 0.26% |
The firm shows a Beta (market volatility) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, Freeport McMoRan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Freeport McMoRan is expected to be smaller as well. At this point, Freeport McMoRan has a negative expected return of -0.0443%. Please make sure to confirm Freeport McMoRan's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Freeport McMoRan performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Freeport McMoRan has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable primary indicators, Freeport McMoRan is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 8.3 B |
Freeport |
Freeport McMoRan Relative Risk vs. Return Landscape
If you would invest 4,017 in Freeport McMoRan on September 20, 2024 and sell it today you would lose (167.00) from holding Freeport McMoRan or give up 4.16% of portfolio value over 90 days. Freeport McMoRan is producing return of less than zero assuming 2.0731% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Freeport McMoRan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Freeport McMoRan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freeport McMoRan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Freeport McMoRan, and traders can use it to determine the average amount a Freeport McMoRan'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 = -0.0214
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FPMB |
Estimated Market Risk
| 2.07 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.04 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 Freeport McMoRan 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 Freeport McMoRan by adding Freeport McMoRan to a well-diversified portfolio.
Freeport McMoRan Fundamentals Growth
Freeport Stock prices reflect investors' perceptions of the future prospects and financial health of Freeport McMoRan, and Freeport McMoRan 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 Freeport Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.089 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 55.47 B | |||
| Shares Outstanding | 1.43 B | |||
| Price To Earning | 14.98 X | |||
| Price To Book | 3.72 X | |||
| Price To Sales | 2.22 X | |||
| Revenue | 22.78 B | |||
| EBITDA | 9.29 B | |||
| Cash And Equivalents | 2.62 B | |||
| Cash Per Share | 1.81 X | |||
| Total Debt | 9.58 B | |||
| Debt To Equity | 55.60 % | |||
| Book Value Per Share | 10.88 X | |||
| Cash Flow From Operations | 5.14 B | |||
| Earnings Per Share | 2.17 X | |||
| Total Asset | 51.09 B | |||
About Freeport McMoRan Performance
By analyzing Freeport McMoRan's fundamental ratios, stakeholders can gain valuable insights into Freeport McMoRan's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Freeport McMoRan 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 Freeport McMoRan has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Freeport-McMoRan Inc. engages in the mining of mineral properties in North America, South America, and Indonesia. Freeport-McMoRan Inc. was founded in 1987 and is headquartered in Phoenix, Arizona. FREEPORT MCMORAN operates under Copper classification in Germany and is traded on Frankfurt Stock Exchange. It employs 26800 people.Things to note about Freeport McMoRan performance evaluation
Checking the ongoing alerts about Freeport McMoRan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Freeport McMoRan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Freeport McMoRan generated a negative expected return over the last 90 days | |
| Over 80.0% of the company shares are owned by institutional investors |
- Analyzing Freeport McMoRan'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 Freeport McMoRan's stock is overvalued or undervalued compared to its peers.
- Examining Freeport McMoRan'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 Freeport McMoRan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Freeport McMoRan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Freeport McMoRan's stock. These opinions can provide insight into Freeport McMoRan's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Freeport Stock analysis
When running Freeport McMoRan's price analysis, check to measure Freeport McMoRan'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 Freeport McMoRan is operating at the current time. Most of Freeport McMoRan's value examination focuses on studying past and present price action to predict the probability of Freeport McMoRan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freeport McMoRan's price. Additionally, you may evaluate how the addition of Freeport McMoRan to your portfolios can decrease your overall portfolio volatility.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |