Sartorius Aktiengesellscha (Germany) Performance
| SRT3 Stock | 215.90 0.30 0.14% |
The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sartorius Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sartorius Aktiengesellscha is expected to be smaller as well. At this point, Sartorius Aktiengesellscha has a negative expected return of -0.0753%. Please make sure to validate Sartorius Aktiengesellscha's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Sartorius Aktiengesellscha performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Sartorius Aktiengesellschaft has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Sartorius Aktiengesellscha is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 342.8 M |
Sartorius |
Sartorius Aktiengesellscha Relative Risk vs. Return Landscape
If you would invest 23,310 in Sartorius Aktiengesellschaft on September 24, 2024 and sell it today you would lose (1,750) from holding Sartorius Aktiengesellschaft or give up 7.51% of portfolio value over 90 days. Sartorius Aktiengesellschaft is generating negative expected returns and assumes 3.0866% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Sartorius, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sartorius Aktiengesellscha Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Aktiengesellscha's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sartorius Aktiengesellschaft, and traders can use it to determine the average amount a Sartorius Aktiengesellscha'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 = -0.0244
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SRT3 |
Estimated Market Risk
| 3.09 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha by adding Sartorius Aktiengesellscha to a well-diversified portfolio.
Sartorius Aktiengesellscha Fundamentals Growth
Sartorius Stock prices reflect investors' perceptions of the future prospects and financial health of Sartorius Aktiengesellscha, and Sartorius Aktiengesellscha 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 Sartorius Stock performance.
| Return On Equity | 0.42 | |||
| Return On Asset | 0.12 | |||
| Profit Margin | 0.16 % | |||
| Operating Margin | 0.28 % | |||
| Current Valuation | 26.34 B | |||
| Shares Outstanding | 34.19 M | |||
| Price To Book | 13.55 X | |||
| Price To Sales | 5.49 X | |||
| Revenue | 4.17 B | |||
| EBITDA | 1.27 B | |||
| Cash And Equivalents | 342.81 M | |||
| Total Debt | 1.87 B | |||
| Book Value Per Share | 29.08 X | |||
| Cash Flow From Operations | 734.2 M | |||
| Earnings Per Share | 9.83 X | |||
| Total Asset | 6.98 B | |||
About Sartorius Aktiengesellscha Performance
By analyzing Sartorius Aktiengesellscha's fundamental ratios, stakeholders can gain valuable insights into Sartorius Aktiengesellscha's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Sartorius Aktiengesellscha performance evaluation
Checking the ongoing alerts about Sartorius Aktiengesellscha for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sartorius Aktiengesellscha help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sartorius Aktiengesellscha generated a negative expected return over the last 90 days | |
| Sartorius Aktiengesellscha has high historical volatility and very poor performance | |
| About 28.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Sartorius Aktiengesellscha'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 Sartorius Aktiengesellscha's stock is overvalued or undervalued compared to its peers.
- Examining Sartorius Aktiengesellscha'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 Sartorius Aktiengesellscha's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sartorius Aktiengesellscha's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sartorius Aktiengesellscha's stock. These opinions can provide insight into Sartorius Aktiengesellscha's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sartorius Stock analysis
When running Sartorius Aktiengesellscha's price analysis, check to measure Sartorius Aktiengesellscha'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 Sartorius Aktiengesellscha is operating at the current time. Most of Sartorius Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Sartorius Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sartorius Aktiengesellscha's price. Additionally, you may evaluate how the addition of Sartorius Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stocks Directory Find actively traded stocks across global markets | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |