SINGAPORE EXUNSPADR/15 (Germany) Performance
| SOUU Stock | EUR 16.10 0.20 1.26% |
SINGAPORE EXUNSPADR/15 has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SINGAPORE EXUNSPADR/15's returns are expected to increase less than the market. However, during the bear market, the loss of holding SINGAPORE EXUNSPADR/15 is expected to be smaller as well. SINGAPORE EXUNSPADR/15 currently has a risk of 1.83%. Please validate SINGAPORE EXUNSPADR/15 potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if SINGAPORE EXUNSPADR/15 will be following its existing price patterns.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in SINGAPORE EXUNSPADR15 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, SINGAPORE EXUNSPADR/15 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
SINGAPORE |
SINGAPORE EXUNSPADR/15 Relative Risk vs. Return Landscape
If you would invest 1,600 in SINGAPORE EXUNSPADR15 on October 23, 2024 and sell it today you would earn a total of 10.00 from holding SINGAPORE EXUNSPADR15 or generate 0.63% return on investment over 90 days. SINGAPORE EXUNSPADR15 is generating 0.0271% of daily returns assuming 1.8277% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than SINGAPORE EXUNSPADR/15, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SINGAPORE EXUNSPADR/15 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SINGAPORE EXUNSPADR/15's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SINGAPORE EXUNSPADR15, and traders can use it to determine the average amount a SINGAPORE EXUNSPADR/15'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 = 0.0148
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SOUU |
Estimated Market Risk
| 1.83 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average SINGAPORE EXUNSPADR/15 is performing at about 1% 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 SINGAPORE EXUNSPADR/15 by adding it to a well-diversified portfolio.
SINGAPORE EXUNSPADR/15 Fundamentals Growth
SINGAPORE Stock prices reflect investors' perceptions of the future prospects and financial health of SINGAPORE EXUNSPADR/15, and SINGAPORE EXUNSPADR/15 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 SINGAPORE Stock performance.
| Return On Equity | 0.31 | |||
| Return On Asset | 0.0981 | |||
| Profit Margin | 0.41 % | |||
| Operating Margin | 0.49 % | |||
| Shares Outstanding | 71.28 M | |||
| Price To Earning | 20.18 X | |||
| Revenue | 1.1 B | |||
| EBITDA | 569.84 M | |||
| Cash And Equivalents | 1.1 B | |||
| Cash Per Share | 15.46 X | |||
| Total Debt | 539.18 M | |||
| Debt To Equity | 0.39 % | |||
| Book Value Per Share | 21.69 X | |||
| Cash Flow From Operations | 552.94 M | |||
| Earnings Per Share | 4.36 X | |||
About SINGAPORE EXUNSPADR/15 Performance
By analyzing SINGAPORE EXUNSPADR/15's fundamental ratios, stakeholders can gain valuable insights into SINGAPORE EXUNSPADR/15's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SINGAPORE EXUNSPADR/15 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 SINGAPORE EXUNSPADR/15 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Singapore Exchange Limited, together with its subsidiaries, operates as an integrated securities and derivatives exchange, and related clearing houses in Singapore. Singapore Exchange Limited was incorporated in 1999 and is headquartered in Singapore. SINGAPORE operates under Financial Data Stock Exchanges classification in Germany and is traded on Frankfurt Stock Exchange. It employs 970 people.Things to note about SINGAPORE EXUNSPADR/15 performance evaluation
Checking the ongoing alerts about SINGAPORE EXUNSPADR/15 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SINGAPORE EXUNSPADR/15 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SINGAPORE EXUNSPADR/15's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SINGAPORE EXUNSPADR/15's stock performance include:- Analyzing SINGAPORE EXUNSPADR/15'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 SINGAPORE EXUNSPADR/15's stock is overvalued or undervalued compared to its peers.
- Examining SINGAPORE EXUNSPADR/15'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 SINGAPORE EXUNSPADR/15's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SINGAPORE EXUNSPADR/15's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SINGAPORE EXUNSPADR/15's stock. These opinions can provide insight into SINGAPORE EXUNSPADR/15's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SINGAPORE Stock analysis
When running SINGAPORE EXUNSPADR/15's price analysis, check to measure SINGAPORE EXUNSPADR/15'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 SINGAPORE EXUNSPADR/15 is operating at the current time. Most of SINGAPORE EXUNSPADR/15's value examination focuses on studying past and present price action to predict the probability of SINGAPORE EXUNSPADR/15's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SINGAPORE EXUNSPADR/15's price. Additionally, you may evaluate how the addition of SINGAPORE EXUNSPADR/15 to your portfolios can decrease your overall portfolio volatility.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |