Sensirion Holding (Switzerland) Performance
| SENS Stock | CHF 55.80 0.20 0.36% |
The entity has a beta of 1.4, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sensirion Holding will likely underperform. At this point, Sensirion Holding has a negative expected return of -0.11%. Please make sure to validate Sensirion Holding's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Sensirion Holding 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 Sensirion Holding AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the venture sophisticated investors. ...more
| Begin Period Cash Flow | 61.9 M | |
| Total Cashflows From Investing Activities | -22.3 M |
Sensirion |
Sensirion Holding Relative Risk vs. Return Landscape
If you would invest 6,190 in Sensirion Holding AG on September 15, 2024 and sell it today you would lose (610.00) from holding Sensirion Holding AG or give up 9.85% of portfolio value over 90 days. Sensirion Holding AG is generating negative expected returns and assumes 3.1056% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Sensirion, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Sensirion Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensirion Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sensirion Holding AG, and traders can use it to determine the average amount a Sensirion Holding'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 = -0.0366
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| Negative Returns | SENS |
Estimated Market Risk
| 3.11 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sensirion Holding 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 Sensirion Holding by adding Sensirion Holding to a well-diversified portfolio.
Sensirion Holding Fundamentals Growth
Sensirion Stock prices reflect investors' perceptions of the future prospects and financial health of Sensirion Holding, and Sensirion Holding 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 Sensirion Stock performance.
| Return On Equity | 0.26 | |||
| Return On Asset | 0.16 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.26 % | |||
| Current Valuation | 1.43 B | |||
| Shares Outstanding | 15.6 M | |||
| Price To Earning | 48.22 X | |||
| Price To Book | 5.59 X | |||
| Price To Sales | 4.84 X | |||
| Revenue | 287.48 M | |||
| EBITDA | 90.97 M | |||
| Cash And Equivalents | 111.67 M | |||
| Cash Per Share | 7.18 X | |||
| Total Debt | 13.74 M | |||
| Debt To Equity | 0.07 % | |||
| Book Value Per Share | 17.35 X | |||
| Cash Flow From Operations | 73.03 M | |||
| Earnings Per Share | 4.25 X | |||
| Total Asset | 296.42 M | |||
About Sensirion Holding Performance
Evaluating Sensirion Holding's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Sensirion Holding 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 Sensirion Holding has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Sensirion Holding AG, together with its subsidiaries, engages in the development, production, sale, and servicing of sensor systems, modules, and components. Sensirion Holding AG was incorporated in 1998 and is headquartered in Stfa, Switzerland. SENSIRION operates under Scientific Technical Instruments classification in Switzerland and is traded on Switzerland Exchange. It employs 857 people.Things to note about Sensirion Holding performance evaluation
Checking the ongoing alerts about Sensirion Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sensirion Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sensirion Holding generated a negative expected return over the last 90 days | |
| Sensirion Holding has high historical volatility and very poor performance | |
| About 42.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Sensirion Holding'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 Sensirion Holding's stock is overvalued or undervalued compared to its peers.
- Examining Sensirion Holding'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 Sensirion Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sensirion Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sensirion Holding's stock. These opinions can provide insight into Sensirion Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Sensirion Stock Analysis
When running Sensirion Holding's price analysis, check to measure Sensirion Holding'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 Sensirion Holding is operating at the current time. Most of Sensirion Holding's value examination focuses on studying past and present price action to predict the probability of Sensirion Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensirion Holding's price. Additionally, you may evaluate how the addition of Sensirion Holding to your portfolios can decrease your overall portfolio volatility.