MITSUBISHI STEEL (Germany) Performance
| 0BK Stock | 10.80 0.20 1.89% |
On a scale of 0 to 100, MITSUBISHI STEEL holds a performance score of 13. The company secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MITSUBISHI STEEL's returns are expected to increase less than the market. However, during the bear market, the loss of holding MITSUBISHI STEEL is expected to be smaller as well. Please check MITSUBISHI STEEL's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether MITSUBISHI STEEL's current price movements will revert.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MITSUBISHI STEEL MFG are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, MITSUBISHI STEEL reported solid returns over the last few months and may actually be approaching a breakup point. ...more
MITSUBISHI |
MITSUBISHI STEEL Relative Risk vs. Return Landscape
If you would invest 930.00 in MITSUBISHI STEEL MFG on December 24, 2024 and sell it today you would earn a total of 150.00 from holding MITSUBISHI STEEL MFG or generate 16.13% return on investment over 90 days. MITSUBISHI STEEL MFG is currently producing 0.2613% returns and takes up 1.5499% volatility of returns over 90 trading days. Put another way, 13% of traded stocks are less volatile than MITSUBISHI, and 95% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MITSUBISHI STEEL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MITSUBISHI STEEL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MITSUBISHI STEEL MFG, and traders can use it to determine the average amount a MITSUBISHI STEEL'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 = 0.1686
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 0BK | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.55 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average MITSUBISHI STEEL is performing at about 13% 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 MITSUBISHI STEEL by adding it to a well-diversified portfolio.
About MITSUBISHI STEEL Performance
By analyzing MITSUBISHI STEEL's fundamental ratios, stakeholders can gain valuable insights into MITSUBISHI STEEL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MITSUBISHI STEEL 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 MITSUBISHI STEEL 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 MITSUBISHI STEEL MFG performance evaluation
Checking the ongoing alerts about MITSUBISHI STEEL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MITSUBISHI STEEL MFG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating MITSUBISHI STEEL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate MITSUBISHI STEEL's stock performance include:- Analyzing MITSUBISHI STEEL'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 MITSUBISHI STEEL's stock is overvalued or undervalued compared to its peers.
- Examining MITSUBISHI STEEL'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 MITSUBISHI STEEL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MITSUBISHI STEEL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MITSUBISHI STEEL's stock. These opinions can provide insight into MITSUBISHI STEEL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MITSUBISHI Stock analysis
When running MITSUBISHI STEEL's price analysis, check to measure MITSUBISHI STEEL'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 MITSUBISHI STEEL is operating at the current time. Most of MITSUBISHI STEEL's value examination focuses on studying past and present price action to predict the probability of MITSUBISHI STEEL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MITSUBISHI STEEL's price. Additionally, you may evaluate how the addition of MITSUBISHI STEEL to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |