ELMOS SEMICONDUCTOR (Germany) Performance
| ELG Stock | EUR 61.10 0.20 0.33% |
The firm shows a Beta (market volatility) of 0.76, which means possible diversification benefits within a given portfolio. As returns on the market increase, ELMOS SEMICONDUCTOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding ELMOS SEMICONDUCTOR is expected to be smaller as well. At this point, ELMOS SEMICONDUCTOR has a negative expected return of -0.38%. Please make sure to confirm ELMOS SEMICONDUCTOR's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if ELMOS SEMICONDUCTOR performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ELMOS SEMICONDUCTOR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 40.3 M | |
| Free Cash Flow | 10.9 M |
ELMOS |
ELMOS SEMICONDUCTOR Relative Risk vs. Return Landscape
If you would invest 8,130 in ELMOS SEMICONDUCTOR on September 2, 2024 and sell it today you would lose (2,020) from holding ELMOS SEMICONDUCTOR or give up 24.85% of portfolio value over 90 days. ELMOS SEMICONDUCTOR is producing return of less than zero assuming 3.2193% volatility of returns over the 90 days investment horizon. Simply put, 28% of all stocks have less volatile historical return distribution than ELMOS SEMICONDUCTOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ELMOS SEMICONDUCTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ELMOS SEMICONDUCTOR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ELMOS SEMICONDUCTOR, and traders can use it to determine the average amount a ELMOS SEMICONDUCTOR'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 = -0.1188
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ELG |
Estimated Market Risk
| 3.22 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.38 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ELMOS SEMICONDUCTOR 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 ELMOS SEMICONDUCTOR by adding ELMOS SEMICONDUCTOR to a well-diversified portfolio.
ELMOS SEMICONDUCTOR Fundamentals Growth
ELMOS Stock prices reflect investors' perceptions of the future prospects and financial health of ELMOS SEMICONDUCTOR, and ELMOS SEMICONDUCTOR 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 ELMOS Stock performance.
| Current Valuation | 1.09 B | |||
| Price To Book | 3.25 X | |||
| Price To Sales | 2.82 X | |||
| Revenue | 322.09 M | |||
| EBITDA | 91.72 M | |||
| Cash And Equivalents | 52.63 M | |||
| Cash Per Share | 0.82 X | |||
| Total Debt | 53 M | |||
| Debt To Equity | 0.22 % | |||
| Cash Flow From Operations | 79.6 M | |||
| Total Asset | 418.01 M | |||
| Current Asset | 130.77 M | |||
| Current Liabilities | 49.64 M | |||
About ELMOS SEMICONDUCTOR Performance
By analyzing ELMOS SEMICONDUCTOR's fundamental ratios, stakeholders can gain valuable insights into ELMOS SEMICONDUCTOR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ELMOS SEMICONDUCTOR 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 ELMOS SEMICONDUCTOR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about ELMOS SEMICONDUCTOR performance evaluation
Checking the ongoing alerts about ELMOS SEMICONDUCTOR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ELMOS SEMICONDUCTOR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ELMOS SEMICONDUCTOR generated a negative expected return over the last 90 days | |
| ELMOS SEMICONDUCTOR has high historical volatility and very poor performance |
- Analyzing ELMOS SEMICONDUCTOR'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 ELMOS SEMICONDUCTOR's stock is overvalued or undervalued compared to its peers.
- Examining ELMOS SEMICONDUCTOR'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 ELMOS SEMICONDUCTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ELMOS SEMICONDUCTOR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ELMOS SEMICONDUCTOR's stock. These opinions can provide insight into ELMOS SEMICONDUCTOR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ELMOS Stock analysis
When running ELMOS SEMICONDUCTOR's price analysis, check to measure ELMOS SEMICONDUCTOR'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 ELMOS SEMICONDUCTOR is operating at the current time. Most of ELMOS SEMICONDUCTOR's value examination focuses on studying past and present price action to predict the probability of ELMOS SEMICONDUCTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ELMOS SEMICONDUCTOR's price. Additionally, you may evaluate how the addition of ELMOS SEMICONDUCTOR to your portfolios can decrease your overall portfolio volatility.
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