Assystem (France) Performance
| ASY Stock | EUR 38.00 0.50 1.33% |
The firm shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Assystem returns are very sensitive to returns on the market. As the market goes up or down, Assystem is expected to follow. At this point, Assystem SA has a negative expected return of -0.4%. Please make sure to confirm Assystem's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Assystem SA 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 Assystem SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 42.9 M | |
| Total Cashflows From Investing Activities | -26.6 M |
Assystem |
Assystem Relative Risk vs. Return Landscape
If you would invest 5,070 in Assystem SA on September 2, 2024 and sell it today you would lose (1,270) from holding Assystem SA or give up 25.05% of portfolio value over 90 days. Assystem SA is producing return of less than zero assuming 2.8074% volatility of returns over the 90 days investment horizon. Simply put, 24% of all stocks have less volatile historical return distribution than Assystem, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Assystem Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Assystem's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Assystem SA, and traders can use it to determine the average amount a Assystem'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 = -0.1409
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| Negative Returns | ASY |
Estimated Market Risk
| 2.81 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.4 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Assystem 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 Assystem by adding Assystem to a well-diversified portfolio.
Assystem Fundamentals Growth
Assystem Stock prices reflect investors' perceptions of the future prospects and financial health of Assystem, and Assystem 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 Assystem Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0277 | |||
| Profit Margin | 0.11 % | |||
| Operating Margin | 0.06 % | |||
| Current Valuation | 663.15 M | |||
| Shares Outstanding | 14.84 M | |||
| Price To Earning | 31.21 X | |||
| Price To Book | 1.48 X | |||
| Price To Sales | 1.14 X | |||
| Revenue | 483.1 M | |||
| EBITDA | 57.5 M | |||
| Cash And Equivalents | 2.2 M | |||
| Cash Per Share | 2.16 X | |||
| Total Debt | 116.3 M | |||
| Debt To Equity | 16.40 % | |||
| Book Value Per Share | 26.30 X | |||
| Cash Flow From Operations | 11.9 M | |||
| Earnings Per Share | 2.77 X | |||
| Total Asset | 724.6 M | |||
| Retained Earnings | 16 M | |||
| Current Asset | 558 M | |||
| Current Liabilities | 300 M | |||
About Assystem Performance
By analyzing Assystem's fundamental ratios, stakeholders can gain valuable insights into Assystem's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Assystem 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 Assystem has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Assystem S.A. operates as an infrastructure engineering and consultancy company worldwide. The company was founded in 1966 and is headquartered in Paris, France. ASSYSTEM operates under Engineering Construction classification in France and is traded on Paris Stock Exchange. It employs 4823 people.Things to note about Assystem SA performance evaluation
Checking the ongoing alerts about Assystem for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Assystem SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Assystem SA generated a negative expected return over the last 90 days | |
| About 59.0% of the company shares are held by company insiders |
- Analyzing Assystem'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 Assystem's stock is overvalued or undervalued compared to its peers.
- Examining Assystem'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 Assystem's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Assystem's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Assystem's stock. These opinions can provide insight into Assystem's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Assystem Stock analysis
When running Assystem's price analysis, check to measure Assystem'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 Assystem is operating at the current time. Most of Assystem's value examination focuses on studying past and present price action to predict the probability of Assystem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Assystem's price. Additionally, you may evaluate how the addition of Assystem to your portfolios can decrease your overall portfolio volatility.
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