DATA MODUL (Germany) Performance
| DAM Stock | EUR 25.60 0.40 1.59% |
The firm shows a Beta (market volatility) of 0.0882, which means not very significant fluctuations relative to the market. As returns on the market increase, DATA MODUL's returns are expected to increase less than the market. However, during the bear market, the loss of holding DATA MODUL is expected to be smaller as well. At this point, DATA MODUL has a negative expected return of -0.22%. Please make sure to confirm DATA MODUL's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if DATA MODUL performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days DATA MODUL has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's primary indicators remain comparatively stable which may send shares a bit higher in February 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 26.7 M | |
| Free Cash Flow | -18.7 M |
DATA |
DATA MODUL Relative Risk vs. Return Landscape
If you would invest 2,960 in DATA MODUL on October 22, 2024 and sell it today you would lose (400.00) from holding DATA MODUL or give up 13.51% of portfolio value over 90 days. DATA MODUL is producing return of less than zero assuming 2.0624% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than DATA MODUL, 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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DATA MODUL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DATA MODUL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DATA MODUL , and traders can use it to determine the average amount a DATA MODUL'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 = -0.1071
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| Negative Returns | DAM |
Estimated Market Risk
| 2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DATA MODUL 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 DATA MODUL by adding DATA MODUL to a well-diversified portfolio.
DATA MODUL Fundamentals Growth
DATA Stock prices reflect investors' perceptions of the future prospects and financial health of DATA MODUL, and DATA MODUL 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 DATA Stock performance.
| Current Valuation | 221.07 M | |||
| Price To Book | 1.58 X | |||
| Price To Sales | 0.82 X | |||
| Revenue | 194.77 M | |||
| EBITDA | 17.69 M | |||
| Cash Flow From Operations | (15.71 M) | |||
| Total Asset | 188.84 M | |||
About DATA MODUL Performance
Assessing DATA MODUL's fundamental ratios provides investors with valuable insights into DATA MODUL's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the DATA MODUL 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.
Things to note about DATA MODUL performance evaluation
Checking the ongoing alerts about DATA MODUL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DATA MODUL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DATA MODUL generated a negative expected return over the last 90 days | |
| DATA MODUL generates negative cash flow from operations |
- Analyzing DATA MODUL'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 DATA MODUL's stock is overvalued or undervalued compared to its peers.
- Examining DATA MODUL'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 DATA MODUL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DATA MODUL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DATA MODUL's stock. These opinions can provide insight into DATA MODUL's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for DATA Stock Analysis
When running DATA MODUL's price analysis, check to measure DATA MODUL'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 DATA MODUL is operating at the current time. Most of DATA MODUL's value examination focuses on studying past and present price action to predict the probability of DATA MODUL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DATA MODUL's price. Additionally, you may evaluate how the addition of DATA MODUL to your portfolios can decrease your overall portfolio volatility.