UNICREDIT SPA (Germany) Performance
| CRIP Stock | EUR 17.90 0.10 0.56% |
The entity has a beta of 0.0434, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UNICREDIT SPA's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNICREDIT SPA is expected to be smaller as well. UNICREDIT SPA ADR currently has a risk of 1.86%. Please validate UNICREDIT SPA downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if UNICREDIT SPA will be following its existing price patterns.
Risk-Adjusted Performance
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Over the last 90 days UNICREDIT SPA ADR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable forward indicators, UNICREDIT SPA is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
UNICREDIT |
UNICREDIT SPA Relative Risk vs. Return Landscape
If you would invest 1,803 in UNICREDIT SPA ADR on September 3, 2024 and sell it today you would lose (13.00) from holding UNICREDIT SPA ADR or give up 0.72% of portfolio value over 90 days. UNICREDIT SPA ADR is generating 0.006% of daily returns assuming 1.86% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than UNICREDIT SPA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UNICREDIT SPA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNICREDIT SPA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as UNICREDIT SPA ADR, and traders can use it to determine the average amount a UNICREDIT SPA'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 = 0.0032
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Estimated Market Risk
| 1.86 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average UNICREDIT SPA 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 UNICREDIT SPA by adding UNICREDIT SPA to a well-diversified portfolio.
UNICREDIT SPA Fundamentals Growth
UNICREDIT Stock prices reflect investors' perceptions of the future prospects and financial health of UNICREDIT SPA, and UNICREDIT SPA 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 UNICREDIT Stock performance.
| Return On Equity | 0.1 | |||
| Return On Asset | 0.0073 | |||
| Profit Margin | 0.35 % | |||
| Operating Margin | 0.42 % | |||
| Shares Outstanding | 3.87 B | |||
| Price To Earning | 5.78 X | |||
| Revenue | 18.27 B | |||
| Cash And Equivalents | 271.33 B | |||
| Cash Per Share | 60.94 X | |||
| Total Debt | 244.82 B | |||
| Book Value Per Share | 14.45 X | |||
| Cash Flow From Operations | 107.1 B | |||
| Earnings Per Share | 1.81 X | |||
About UNICREDIT SPA Performance
By analyzing UNICREDIT SPA's fundamental ratios, stakeholders can gain valuable insights into UNICREDIT SPA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UNICREDIT SPA 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 UNICREDIT SPA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The company operates through Commercial Banking Italy, Commercial Banking Germany, Commercial Banking Austria, Corporate Investment Banking, and Central Eastern Europe segments. UniCredit S.p.A. was founded in 1870 and is headquartered in Milan, Italy. UNICREDIT operates under BanksRegional classification in Germany and is traded on Frankfurt Stock Exchange. It employs 80879 people.Things to note about UNICREDIT SPA ADR performance evaluation
Checking the ongoing alerts about UNICREDIT SPA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for UNICREDIT SPA ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating UNICREDIT SPA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate UNICREDIT SPA's stock performance include:- Analyzing UNICREDIT SPA'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 UNICREDIT SPA's stock is overvalued or undervalued compared to its peers.
- Examining UNICREDIT SPA'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 UNICREDIT SPA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of UNICREDIT SPA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of UNICREDIT SPA's stock. These opinions can provide insight into UNICREDIT SPA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for UNICREDIT Stock analysis
When running UNICREDIT SPA's price analysis, check to measure UNICREDIT SPA'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 UNICREDIT SPA is operating at the current time. Most of UNICREDIT SPA's value examination focuses on studying past and present price action to predict the probability of UNICREDIT SPA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UNICREDIT SPA's price. Additionally, you may evaluate how the addition of UNICREDIT SPA to your portfolios can decrease your overall portfolio volatility.
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