Systemair (UK) Performance
| 0HDK Stock | 79.00 1.00 1.25% |
The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Systemair's returns are expected to increase less than the market. However, during the bear market, the loss of holding Systemair is expected to be smaller as well. At this point, Systemair AB has a negative expected return of -0.17%. Please make sure to validate Systemair's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Systemair AB performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Systemair AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Payout Ratio 0.3285 | Last Split Factor 4:1 | Last Split Date 2021-09-06 |
1 | Systemair AB Interim Report Q3 202425 - Yahoo Finance | 03/05/2025 |
| Begin Period Cash Flow | 339.9 M |
Systemair |
Systemair Relative Risk vs. Return Landscape
If you would invest 8,930 in Systemair AB on December 21, 2024 and sell it today you would lose (1,030) from holding Systemair AB or give up 11.53% of portfolio value over 90 days. Systemair AB is generating negative expected returns and assumes 2.2602% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Systemair, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Systemair Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Systemair's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Systemair AB, and traders can use it to determine the average amount a Systemair'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 = -0.0762
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| Negative Returns | 0HDK |
Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Systemair 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 Systemair by adding Systemair to a well-diversified portfolio.
Systemair Fundamentals Growth
Systemair Stock prices reflect investors' perceptions of the future prospects and financial health of Systemair, and Systemair 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 Systemair Stock performance.
| Return On Equity | 0.14 | ||||
| Return On Asset | 0.0801 | ||||
| Profit Margin | 0.06 % | ||||
| Operating Margin | 0.07 % | ||||
| Current Valuation | 17.61 B | ||||
| Shares Outstanding | 52 M | ||||
| Price To Sales | 0.43 X | ||||
| Revenue | 12.26 B | ||||
| Gross Profit | 4.45 B | ||||
| EBITDA | 1.38 B | ||||
| Net Income | 645.6 M | ||||
| Total Debt | 1.46 B | ||||
| Book Value Per Share | 28.70 X | ||||
| Cash Flow From Operations | 1.33 B | ||||
| Earnings Per Share | 2.62 X | ||||
| Total Asset | 9.79 B | ||||
| Retained Earnings | 4.87 B | ||||
About Systemair Performance
Assessing Systemair's fundamental ratios provides investors with valuable insights into Systemair's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Systemair is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Systemair is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about Systemair AB performance evaluation
Checking the ongoing alerts about Systemair for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Systemair AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Systemair AB generated a negative expected return over the last 90 days | |
| Systemair AB is unlikely to experience financial distress in the next 2 years | |
| About 54.0% of the company shares are owned by insiders or employees | |
| Latest headline from news.google.com: Systemair AB Interim Report Q3 202425 - Yahoo Finance |
- Analyzing Systemair'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 Systemair's stock is overvalued or undervalued compared to its peers.
- Examining Systemair'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 Systemair's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Systemair's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Systemair's stock. These opinions can provide insight into Systemair's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Systemair Stock Analysis
When running Systemair's price analysis, check to measure Systemair'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 Systemair is operating at the current time. Most of Systemair's value examination focuses on studying past and present price action to predict the probability of Systemair's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Systemair's price. Additionally, you may evaluate how the addition of Systemair to your portfolios can decrease your overall portfolio volatility.