Marubeni (Germany) Performance
| MARA Stock | EUR 16.00 1.17 7.89% |
On a scale of 0 to 100, Marubeni holds a performance score of 9. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marubeni's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marubeni is expected to be smaller as well. Please check Marubeni's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Marubeni's current price movements will revert.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Marubeni are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Marubeni reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 745.9 B | |
| Total Cashflows From Investing Activities | -79.7 B |
Marubeni |
Marubeni Relative Risk vs. Return Landscape
If you would invest 1,407 in Marubeni on December 18, 2024 and sell it today you would earn a total of 193.00 from holding Marubeni or generate 13.72% return on investment over 90 days. Marubeni is generating 0.2388% of daily returns assuming 2.0677% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Marubeni, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Marubeni Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marubeni's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Marubeni, and traders can use it to determine the average amount a Marubeni'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 = 0.1155
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MARA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.07 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Marubeni is performing at about 9% 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 Marubeni by adding it to a well-diversified portfolio.
Marubeni Fundamentals Growth
Marubeni Stock prices reflect investors' perceptions of the future prospects and financial health of Marubeni, and Marubeni 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 Marubeni Stock performance.
| Return On Equity | 0.23 | |||
| Return On Asset | 0.0308 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 25.65 B | |||
| Shares Outstanding | 1.71 B | |||
| Price To Earning | 4.28 X | |||
| Price To Book | 0.92 X | |||
| Price To Sales | 0 X | |||
| Revenue | 8.51 T | |||
| EBITDA | 693.67 B | |||
| Cash And Equivalents | 7.64 B | |||
| Cash Per Share | 4.40 X | |||
| Total Debt | 1.7 T | |||
| Debt To Equity | 115.80 % | |||
| Book Value Per Share | 1,606 X | |||
| Cash Flow From Operations | 311.92 B | |||
| Earnings Per Share | 2.24 X | |||
| Total Asset | 8.26 T | |||
About Marubeni Performance
By analyzing Marubeni's fundamental ratios, stakeholders can gain valuable insights into Marubeni's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Marubeni 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 Marubeni has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Marubeni Corporation engages in various business activities worldwide. The company was founded in 1858 and is headquartered in Tokyo, Japan. MARUBENI CORP is traded on Frankfurt Stock Exchange in Germany.Things to note about Marubeni performance evaluation
Checking the ongoing alerts about Marubeni for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Marubeni help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Marubeni has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations |
- Analyzing Marubeni'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 Marubeni's stock is overvalued or undervalued compared to its peers.
- Examining Marubeni'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 Marubeni's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Marubeni's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Marubeni's stock. These opinions can provide insight into Marubeni's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Marubeni Stock analysis
When running Marubeni's price analysis, check to measure Marubeni'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 Marubeni is operating at the current time. Most of Marubeni's value examination focuses on studying past and present price action to predict the probability of Marubeni's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marubeni's price. Additionally, you may evaluate how the addition of Marubeni to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |