Siemens AG (Germany) Performance
| SIY Stock | EUR 0.42 0.01 2.44% |
The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Siemens AG are expected to decrease at a much lower rate. During the bear market, Siemens AG is likely to outperform the market. At this point, Siemens AG ADR has a negative expected return of -0.12%. Please make sure to validate Siemens AG's variance, treynor ratio, accumulation distribution, as well as the relationship between the jensen alpha and skewness , to decide if Siemens AG ADR 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 Siemens AG ADR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile 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
| Begin Period Cash Flow | 11.3 B | |
| Total Cashflows From Investing Activities | 472.8 M |
Siemens |
Siemens AG Relative Risk vs. Return Landscape
If you would invest 45.00 in Siemens AG ADR on October 10, 2024 and sell it today you would lose (4.00) from holding Siemens AG ADR or give up 8.89% of portfolio value over 90 days. Siemens AG ADR is currently producing negative expected returns and takes up 2.4948% volatility of returns over 90 trading days. Put another way, 22% of traded stocks are less volatile than Siemens, and 99% of all traded equity instruments are likely to generate higher returns 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 ADR, 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 = -0.0498
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| Negative Returns | SIY |
Estimated Market Risk
| 2.49 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Siemens AG 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 Siemens AG by adding Siemens AG 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 | 0.13 | |||
| Return On Asset | 0.023 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 2.4 B | |||
| Shares Outstanding | 2.04 B | |||
| Price To Earning | 5.02 X | |||
| Price To Book | 0.47 X | |||
| Price To Sales | 0.03 X | |||
| Revenue | 124.35 B | |||
| EBITDA | 7.25 B | |||
| Cash And Equivalents | 2 B | |||
| Cash Per Share | 0.33 X | |||
| Total Debt | 11.96 B | |||
| Debt To Equity | 56.30 % | |||
| Book Value Per Share | 4.67 X | |||
| Cash Flow From Operations | 4.16 B | |||
| Earnings Per Share | 0.07 X | |||
| Total Asset | 74.3 B | |||
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.
Sinotrans Limited provides integrated logistics services primarily in the Peoples Republic of China. Sinotrans Limited was founded in 1950 and is headquartered in Beijing, the Peoples Republic of China. SINOTRANS LTD operates under Integrated Shipping Logistics classification in Germany and is traded on Frankfurt Stock Exchange. It employs 36441 people.Things to note about Siemens AG ADR 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 ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Siemens AG ADR generated a negative expected return over the last 90 days | |
| Siemens AG ADR has some characteristics of a very speculative penny stock |
- 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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