Construcciones (Spain) Performance
| CAF Stock | EUR 34.95 0.10 0.29% |
The firm shows a Beta (market volatility) of -0.099, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Construcciones are expected to decrease at a much lower rate. During the bear market, Construcciones is likely to outperform the market. At this point, Construcciones y Auxiliar has a negative expected return of -0.0602%. Please make sure to confirm Construcciones' total risk alpha, skewness, rate of daily change, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Construcciones y Auxiliar 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 Construcciones y Auxiliar has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Construcciones is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 573.9 M | |
| Total Cashflows From Investing Activities | -61.2 M |
Construcciones |
Construcciones Relative Risk vs. Return Landscape
If you would invest 3,645 in Construcciones y Auxiliar on October 25, 2024 and sell it today you would lose (150.00) from holding Construcciones y Auxiliar or give up 4.12% of portfolio value over 90 days. Construcciones y Auxiliar is producing return of less than zero assuming 1.3151% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than Construcciones, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Construcciones Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Construcciones' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Construcciones y Auxiliar, and traders can use it to determine the average amount a Construcciones' 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 = -0.0458
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CAF |
Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Construcciones 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 Construcciones by adding Construcciones to a well-diversified portfolio.
Construcciones Fundamentals Growth
Construcciones Stock prices reflect investors' perceptions of the future prospects and financial health of Construcciones, and Construcciones 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 Construcciones Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.023 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.05 % | |||
| Current Valuation | 1.31 B | |||
| Shares Outstanding | 34.23 M | |||
| Price To Earning | 33.02 X | |||
| Price To Book | 1.24 X | |||
| Price To Sales | 0.29 X | |||
| Revenue | 2.94 B | |||
| EBITDA | 257.05 M | |||
| Cash And Equivalents | 697.11 M | |||
| Cash Per Share | 20.33 X | |||
| Total Debt | 675.57 M | |||
| Debt To Equity | 134.90 % | |||
| Book Value Per Share | 22.32 X | |||
| Cash Flow From Operations | 153.55 M | |||
| Earnings Per Share | 1.84 X | |||
| Total Asset | 4.27 B | |||
About Construcciones Performance
By analyzing Construcciones' fundamental ratios, stakeholders can gain valuable insights into Construcciones' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Construcciones 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 Construcciones has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Construcciones y Auxiliar de Ferrocarriles, S.A. designs, manufactures, maintains, and supplies equipment and components for rail systems worldwide. Construcciones y Auxiliar de Ferrocarriles, S.A. was incorporated in 1917 and is based in Beasain, Spain. CONSTRUCCIONES operates under Diversified Industrials classification in Spain and is traded on Madrid SE C.A.T.S.. It employs 11433 people.Things to note about Construcciones y Auxiliar performance evaluation
Checking the ongoing alerts about Construcciones for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Construcciones y Auxiliar help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Construcciones generated a negative expected return over the last 90 days | |
| Construcciones has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 51.0% of the company shares are held by company insiders |
- Analyzing Construcciones' 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 Construcciones' stock is overvalued or undervalued compared to its peers.
- Examining Construcciones' 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 Construcciones' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Construcciones' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Construcciones' stock. These opinions can provide insight into Construcciones' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Construcciones Stock analysis
When running Construcciones' price analysis, check to measure Construcciones' 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 Construcciones is operating at the current time. Most of Construcciones' value examination focuses on studying past and present price action to predict the probability of Construcciones' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Construcciones' price. Additionally, you may evaluate how the addition of Construcciones to your portfolios can decrease your overall portfolio volatility.
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |