FUJITSU (Germany) Performance
| FUJA Stock | EUR 17.80 0.30 1.71% |
FUJITSU has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, FUJITSU's returns are expected to increase less than the market. However, during the bear market, the loss of holding FUJITSU is expected to be smaller as well. FUJITSU LTD ADR currently shows a risk of 2.03%. Please confirm FUJITSU LTD ADR jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if FUJITSU LTD ADR will be following its price patterns.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in FUJITSU LTD ADR are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward-looking indicators, FUJITSU is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
FUJITSU |
FUJITSU Relative Risk vs. Return Landscape
If you would invest 1,700 in FUJITSU LTD ADR on September 4, 2024 and sell it today you would earn a total of 80.00 from holding FUJITSU LTD ADR or generate 4.71% return on investment over 90 days. FUJITSU LTD ADR is generating 0.0925% of daily returns assuming 2.0294% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than FUJITSU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FUJITSU Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUJITSU's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FUJITSU LTD ADR, and traders can use it to determine the average amount a FUJITSU'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 = 0.0456
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | FUJA | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.03 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average FUJITSU is performing at about 3% of its full potential. 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 FUJITSU by adding it to a well-diversified portfolio.
FUJITSU Fundamentals Growth
FUJITSU Stock prices reflect investors' perceptions of the future prospects and financial health of FUJITSU, and FUJITSU 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 FUJITSU Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0573 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.08 % | |||
| Shares Outstanding | 973.54 M | |||
| Price To Earning | 19.70 X | |||
| Revenue | 3.68 T | |||
| EBITDA | 468.82 B | |||
| Cash And Equivalents | 481.83 B | |||
| Cash Per Share | 484.26 X | |||
| Total Debt | 316.33 B | |||
| Debt To Equity | 0.20 % | |||
| Book Value Per Share | 1,613 X | |||
| Cash Flow From Operations | 307.95 B | |||
| Earnings Per Share | 1.45 X | |||
About FUJITSU Performance
By analyzing FUJITSU's fundamental ratios, stakeholders can gain valuable insights into FUJITSU's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FUJITSU 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 FUJITSU has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fujitsu Limited operates as an information and communication technology company in japan and internationally. Fujitsu Limited was founded in 1923 and is headquartered in Tokyo, Japan. FUJITSU is traded on Frankfurt Stock Exchange in Germany.Things to note about FUJITSU LTD ADR performance evaluation
Checking the ongoing alerts about FUJITSU for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FUJITSU LTD ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating FUJITSU's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FUJITSU's stock performance include:- Analyzing FUJITSU'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 FUJITSU's stock is overvalued or undervalued compared to its peers.
- Examining FUJITSU'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 FUJITSU's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FUJITSU's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FUJITSU's stock. These opinions can provide insight into FUJITSU's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for FUJITSU Stock analysis
When running FUJITSU's price analysis, check to measure FUJITSU'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 FUJITSU is operating at the current time. Most of FUJITSU's value examination focuses on studying past and present price action to predict the probability of FUJITSU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FUJITSU's price. Additionally, you may evaluate how the addition of FUJITSU to your portfolios can decrease your overall portfolio volatility.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |