SIEMENS AG (Germany) Performance
| SIEB Stock | EUR 89.50 1.00 1.13% |
SIEMENS AG has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SIEMENS AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding SIEMENS AG is expected to be smaller as well. SIEMENS AG SP currently has a risk of 1.75%. Please validate SIEMENS AG downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if SIEMENS AG will be following its existing price patterns.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in SIEMENS AG SP are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain technical and fundamental indicators, SIEMENS AG may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
SIEMENS |
SIEMENS AG Relative Risk vs. Return Landscape
If you would invest 8,200 in SIEMENS AG SP on September 4, 2024 and sell it today you would earn a total of 750.00 from holding SIEMENS AG SP or generate 9.15% return on investment over 90 days. SIEMENS AG SP is generating 0.1518% of daily returns assuming 1.7462% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than SIEMENS AG, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SIEMENS AG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIEMENS AG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SIEMENS AG SP, and traders can use it to determine the average amount a SIEMENS AG'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 = 0.087
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Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average SIEMENS AG is performing at about 6% 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 SIEMENS AG by adding it to a well-diversified portfolio.
SIEMENS AG Fundamentals Growth
SIEMENS Stock prices reflect investors' perceptions of the future prospects and financial health of SIEMENS AG, and SIEMENS AG 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 SIEMENS Stock performance.
| Return On Equity | 0.085 | |||
| Return On Asset | 0.0315 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.10 % | |||
| Shares Outstanding | 1.59 B | |||
| Price To Earning | 18.61 X | |||
| Revenue | 71.98 B | |||
| EBITDA | 9.94 B | |||
| Cash And Equivalents | 18.17 B | |||
| Cash Per Share | 11.32 X | |||
| Total Debt | 51.11 B | |||
| Debt To Equity | 1.09 % | |||
| Book Value Per Share | 30.85 X | |||
| Cash Flow From Operations | 10.24 B | |||
| Earnings Per Share | 2.31 X | |||
About SIEMENS AG Performance
By analyzing SIEMENS AG's fundamental ratios, stakeholders can gain valuable insights into SIEMENS AG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SIEMENS AG 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 SIEMENS AG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Siemens Aktiengesellschaft, a technology company, focuses in the areas of automation and digitalization in Europe, Commonwealth of Independent States, Africa, the Middle East, the Americas, Asia, and Australia. The company was founded in 1847 and is headquartered in Munich, Germany. SIEMENS AG operates under Specialty Industrial Machinery classification in Germany and is traded on Frankfurt Stock Exchange. It employs 299000 people.Things to note about SIEMENS AG SP performance evaluation
Checking the ongoing alerts about SIEMENS AG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SIEMENS AG SP help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SIEMENS AG's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SIEMENS AG's stock performance include:- Analyzing SIEMENS AG'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 SIEMENS AG's stock is overvalued or undervalued compared to its peers.
- Examining SIEMENS AG'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 SIEMENS AG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SIEMENS AG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SIEMENS AG's stock. These opinions can provide insight into SIEMENS AG's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SIEMENS Stock analysis
When running SIEMENS AG's price analysis, check to measure SIEMENS AG'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 SIEMENS AG is operating at the current time. Most of SIEMENS AG's value examination focuses on studying past and present price action to predict the probability of SIEMENS AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SIEMENS AG's price. Additionally, you may evaluate how the addition of SIEMENS AG to your portfolios can decrease your overall portfolio volatility.
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