Sdiptech (Sweden) Performance
| SDIP-B Stock | SEK 230.00 1.80 0.78% |
The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sdiptech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sdiptech is expected to be smaller as well. At this point, Sdiptech AB has a negative expected return of -0.48%. Please make sure to validate Sdiptech's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Sdiptech AB performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Sdiptech AB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's forward indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 279.4 M | |
| Total Cashflows From Investing Activities | -1.1 B |
Sdiptech |
Sdiptech Relative Risk vs. Return Landscape
If you would invest 31,880 in Sdiptech AB on August 31, 2024 and sell it today you would lose (8,880) from holding Sdiptech AB or give up 27.85% of portfolio value over 90 days. Sdiptech AB is generating negative expected returns and assumes 1.8972% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Sdiptech, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sdiptech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sdiptech's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sdiptech AB, and traders can use it to determine the average amount a Sdiptech'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 = -0.2546
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| Negative Returns | SDIP-B |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.48 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.25 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sdiptech 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 Sdiptech by adding Sdiptech to a well-diversified portfolio.
Sdiptech Fundamentals Growth
Sdiptech Stock prices reflect investors' perceptions of the future prospects and financial health of Sdiptech, and Sdiptech 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 Sdiptech Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0529 | |||
| Profit Margin | 0.12 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 11.96 B | |||
| Shares Outstanding | 35.8 M | |||
| Price To Earning | 15.42 X | |||
| Price To Book | 3.52 X | |||
| Price To Sales | 2.96 X | |||
| Revenue | 2.72 B | |||
| EBITDA | 513.1 M | |||
| Cash And Equivalents | 368.8 M | |||
| Cash Per Share | 3.70 X | |||
| Total Debt | 2.08 B | |||
| Debt To Equity | 104.80 % | |||
| Book Value Per Share | 93.04 X | |||
| Cash Flow From Operations | 385.3 M | |||
| Earnings Per Share | 9.24 X | |||
| Total Asset | 5.69 B | |||
About Sdiptech Performance
By analyzing Sdiptech's fundamental ratios, stakeholders can gain valuable insights into Sdiptech's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sdiptech 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 Sdiptech has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Sdiptech AB provides technical products and services for urban infrastructures in Sweden. Sdiptech AB was founded in 2004 and is based in Stockholm, Sweden. Sdiptech is traded on Stockholm Stock Exchange in Sweden.Things to note about Sdiptech AB performance evaluation
Checking the ongoing alerts about Sdiptech for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sdiptech AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sdiptech AB generated a negative expected return over the last 90 days | |
| Sdiptech AB has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 81.0% of the company shares are owned by institutional investors |
- Analyzing Sdiptech'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 Sdiptech's stock is overvalued or undervalued compared to its peers.
- Examining Sdiptech'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 Sdiptech's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sdiptech's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sdiptech's stock. These opinions can provide insight into Sdiptech's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sdiptech Stock analysis
When running Sdiptech's price analysis, check to measure Sdiptech'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 Sdiptech is operating at the current time. Most of Sdiptech's value examination focuses on studying past and present price action to predict the probability of Sdiptech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sdiptech's price. Additionally, you may evaluate how the addition of Sdiptech to your portfolios can decrease your overall portfolio volatility.
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