Illinois Tool (Germany) Performance
| ILT Stock | EUR 250.00 0.80 0.32% |
Illinois Tool has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Illinois Tool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Illinois Tool is expected to be smaller as well. Illinois Tool Works right now retains a risk of 0.97%. Please check out Illinois Tool jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Illinois Tool will be following its current trending patterns.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Illinois Tool Works are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Illinois Tool may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 1.5 B |
Illinois |
Illinois Tool Relative Risk vs. Return Landscape
If you would invest 22,774 in Illinois Tool Works on September 23, 2024 and sell it today you would earn a total of 2,226 from holding Illinois Tool Works or generate 9.77% return on investment over 90 days. Illinois Tool Works is currently producing 0.146% returns and takes up 0.9706% volatility of returns over 90 trading days. Put another way, 8% of traded stocks are less volatile than Illinois, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Illinois Tool Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illinois Tool's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Illinois Tool Works, and traders can use it to determine the average amount a Illinois Tool'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 = 0.1504
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | ILT | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Illinois Tool is performing at about 11% 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 Illinois Tool by adding it to a well-diversified portfolio.
Illinois Tool Fundamentals Growth
Illinois Stock prices reflect investors' perceptions of the future prospects and financial health of Illinois Tool, and Illinois Tool 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 Illinois Stock performance.
| Return On Equity | 0.9 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.19 % | |||
| Operating Margin | 0.24 % | |||
| Current Valuation | 71.85 B | |||
| Shares Outstanding | 305.07 M | |||
| Price To Earning | 18.88 X | |||
| Price To Book | 22.79 X | |||
| Price To Sales | 4.12 X | |||
| Revenue | 15.93 B | |||
| EBITDA | 4.46 B | |||
| Cash And Equivalents | 1.76 B | |||
| Cash Per Share | 5.39 X | |||
| Total Debt | 6.17 B | |||
| Debt To Equity | 247.90 % | |||
| Book Value Per Share | 10.12 X | |||
| Cash Flow From Operations | 2.35 B | |||
| Earnings Per Share | 9.21 X | |||
| Total Asset | 15.42 B | |||
About Illinois Tool Performance
By analyzing Illinois Tool's fundamental ratios, stakeholders can gain valuable insights into Illinois Tool's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Illinois Tool 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 Illinois Tool has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Illinois Tool Works Inc. manufactures and sells industrial products and equipment worldwide. Illinois Tool Works Inc. was founded in 1912 and is based in Glenview, Illinois. Illinois Tool operates under Diversified Industrials classification in Germany and is traded on Frankfurt Stock Exchange. It employs 48000 people.Things to note about Illinois Tool Works performance evaluation
Checking the ongoing alerts about Illinois Tool for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Illinois Tool Works help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Illinois Tool Works has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 82.0% of the company shares are owned by institutional investors |
- Analyzing Illinois Tool'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 Illinois Tool's stock is overvalued or undervalued compared to its peers.
- Examining Illinois Tool'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 Illinois Tool's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Illinois Tool's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Illinois Tool's stock. These opinions can provide insight into Illinois Tool's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Illinois Stock analysis
When running Illinois Tool's price analysis, check to measure Illinois Tool'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 Illinois Tool is operating at the current time. Most of Illinois Tool's value examination focuses on studying past and present price action to predict the probability of Illinois Tool's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Illinois Tool's price. Additionally, you may evaluate how the addition of Illinois Tool to your portfolios can decrease your overall portfolio volatility.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |