Heidelberg Materials (Germany) Performance
| HEI Stock | EUR 122.30 2.40 2.00% |
On a scale of 0 to 100, Heidelberg Materials holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Heidelberg Materials are expected to decrease at a much lower rate. During the bear market, Heidelberg Materials is likely to outperform the market. Please check Heidelberg Materials' coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Heidelberg Materials' current trending patterns will revert.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Heidelberg Materials AG are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of very uncertain forward indicators, Heidelberg Materials displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 2.9 B | |
| Free Cash Flow | 976.5 M |
Heidelberg |
Heidelberg Materials Relative Risk vs. Return Landscape
If you would invest 9,756 in Heidelberg Materials AG on October 8, 2024 and sell it today you would earn a total of 2,234 from holding Heidelberg Materials AG or generate 22.9% return on investment over 90 days. Heidelberg Materials AG is generating 0.3555% of daily returns assuming 1.5264% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Heidelberg Materials, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Heidelberg Materials Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heidelberg Materials' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Heidelberg Materials AG, and traders can use it to determine the average amount a Heidelberg Materials' 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 = 0.2329
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Estimated Market Risk
| 1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Heidelberg Materials is performing at about 18% 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 Heidelberg Materials by adding it to a well-diversified portfolio.
Heidelberg Materials Fundamentals Growth
Heidelberg Stock prices reflect investors' perceptions of the future prospects and financial health of Heidelberg Materials, and Heidelberg Materials 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 Heidelberg Stock performance.
| Current Valuation | 17.1 B | |||
| Price To Book | 0.61 X | |||
| Price To Sales | 0.51 X | |||
| Revenue | 18.72 B | |||
| EBITDA | 4.38 B | |||
| Total Debt | 5.63 B | |||
| Cash Flow From Operations | 2.4 B | |||
| Total Asset | 33.71 B | |||
About Heidelberg Materials Performance
By examining Heidelberg Materials' fundamental ratios, stakeholders can obtain critical insights into Heidelberg Materials' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Heidelberg Materials is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Heidelberg Materials performance evaluation
Checking the ongoing alerts about Heidelberg Materials for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Heidelberg Materials help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Heidelberg Materials' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Heidelberg Materials' stock performance include:- Analyzing Heidelberg Materials' 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 Heidelberg Materials' stock is overvalued or undervalued compared to its peers.
- Examining Heidelberg Materials' 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 Heidelberg Materials' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Heidelberg Materials' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Heidelberg Materials' stock. These opinions can provide insight into Heidelberg Materials' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Heidelberg Stock
Heidelberg Materials financial ratios help investors to determine whether Heidelberg Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Heidelberg with respect to the benefits of owning Heidelberg Materials security.