Bunzl PLC (Germany) Performance
| BUZ1 Stock | 38.72 1.74 4.30% |
The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bunzl PLC are expected to decrease at a much lower rate. During the bear market, Bunzl PLC is likely to outperform the market. At this point, Bunzl PLC has a negative expected return of -0.13%. Please make sure to confirm Bunzl PLC's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Bunzl PLC 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 Bunzl PLC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile 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
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Bunzl PLC Relative Risk vs. Return Landscape
If you would invest 4,221 in Bunzl PLC on October 22, 2024 and sell it today you would lose (349.00) from holding Bunzl PLC or give up 8.27% of portfolio value over 90 days. Bunzl PLC is generating negative expected returns and assumes 1.598% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Bunzl, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Bunzl PLC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bunzl PLC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Bunzl PLC, and traders can use it to determine the average amount a Bunzl PLC'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 = -0.082
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| Negative Returns | BUZ1 |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.13 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 Bunzl PLC 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 Bunzl PLC by adding Bunzl PLC to a well-diversified portfolio.
Things to note about Bunzl PLC performance evaluation
Checking the ongoing alerts about Bunzl PLC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Bunzl PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Bunzl PLC generated a negative expected return over the last 90 days |
- Analyzing Bunzl PLC'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 Bunzl PLC's stock is overvalued or undervalued compared to its peers.
- Examining Bunzl PLC'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 Bunzl PLC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Bunzl PLC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Bunzl PLC's stock. These opinions can provide insight into Bunzl PLC's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Bunzl Stock Analysis
When running Bunzl PLC's price analysis, check to measure Bunzl PLC'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 Bunzl PLC is operating at the current time. Most of Bunzl PLC's value examination focuses on studying past and present price action to predict the probability of Bunzl PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bunzl PLC's price. Additionally, you may evaluate how the addition of Bunzl PLC to your portfolios can decrease your overall portfolio volatility.