MISUMI GROUP (Germany) Performance
| MS3 Stock | EUR 14.60 0.30 2.10% |
The company secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MISUMI GROUP are expected to decrease at a much lower rate. During the bear market, MISUMI GROUP is likely to outperform the market. At this point, MISUMI GROUP INC has a negative expected return of -0.11%. Please make sure to verify MISUMI GROUP's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if MISUMI GROUP INC performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days MISUMI GROUP INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
MISUMI |
MISUMI GROUP Relative Risk vs. Return Landscape
If you would invest 1,570 in MISUMI GROUP INC on October 11, 2024 and sell it today you would lose (110.00) from holding MISUMI GROUP INC or give up 7.01% of portfolio value over 90 days. MISUMI GROUP INC is currently producing negative expected returns and takes up 1.8701% volatility of returns over 90 trading days. Put another way, 16% of traded stocks are less volatile than MISUMI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MISUMI GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MISUMI GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MISUMI GROUP INC, and traders can use it to determine the average amount a MISUMI GROUP'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 = -0.0566
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MS3 |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MISUMI GROUP 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 MISUMI GROUP by adding MISUMI GROUP to a well-diversified portfolio.
MISUMI GROUP Fundamentals Growth
MISUMI Stock prices reflect investors' perceptions of the future prospects and financial health of MISUMI GROUP, and MISUMI GROUP 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 MISUMI Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0879 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.13 % | |||
| Shares Outstanding | 284.48 M | |||
| Price To Earning | 23.37 X | |||
| Revenue | 374 B | |||
| EBITDA | 64.82 B | |||
| Cash And Equivalents | 122.67 B | |||
| Cash Per Share | 431.33 X | |||
| Total Debt | 7.18 B | |||
| Debt To Equity | 0.03 % | |||
| Book Value Per Share | 1,077 X | |||
| Cash Flow From Operations | 42.1 B | |||
| Earnings Per Share | 0.92 X | |||
About MISUMI GROUP Performance
By analyzing MISUMI GROUP's fundamental ratios, stakeholders can gain valuable insights into MISUMI GROUP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MISUMI GROUP 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 MISUMI GROUP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MISUMI Group Inc. engages in the factory automation and die components businesses worldwide. MISUMI Group Inc. was incorporated in 1963 and is headquartered in Tokyo, Japan. MISUMI GROUP operates under Tools Accessories classification in Germany and is traded on Frankfurt Stock Exchange. It employs 11842 people.Things to note about MISUMI GROUP INC performance evaluation
Checking the ongoing alerts about MISUMI GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MISUMI GROUP INC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MISUMI GROUP INC generated a negative expected return over the last 90 days | |
| About 65.0% of the company shares are owned by institutional investors |
- Analyzing MISUMI GROUP'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 MISUMI GROUP's stock is overvalued or undervalued compared to its peers.
- Examining MISUMI GROUP'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 MISUMI GROUP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MISUMI GROUP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MISUMI GROUP's stock. These opinions can provide insight into MISUMI GROUP's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MISUMI Stock analysis
When running MISUMI GROUP's price analysis, check to measure MISUMI GROUP'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 MISUMI GROUP is operating at the current time. Most of MISUMI GROUP's value examination focuses on studying past and present price action to predict the probability of MISUMI GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MISUMI GROUP's price. Additionally, you may evaluate how the addition of MISUMI GROUP to your portfolios can decrease your overall portfolio volatility.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |