MTR (Germany) Performance
| MRI Stock | EUR 3.28 0.04 1.20% |
MTR has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MTR's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTR is expected to be smaller as well. MTR Limited presently secures a risk of 1.53%. Please verify MTR Limited sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if MTR Limited will be following its current price movements.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in MTR Limited are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, MTR may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 11.9 B | |
| Total Cashflows From Investing Activities | 6 B |
MTR |
MTR Relative Risk vs. Return Landscape
If you would invest 312.00 in MTR Limited on September 23, 2024 and sell it today you would earn a total of 20.00 from holding MTR Limited or generate 6.41% return on investment over 90 days. MTR Limited is currently producing 0.1057% returns and takes up 1.5337% volatility of returns over 90 trading days. Put another way, 13% of traded stocks are less volatile than MTR, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MTR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MTR Limited, and traders can use it to determine the average amount a MTR'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 = 0.0689
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| Cash | Small Risk | MRI | High Risk | Huge Risk |
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Estimated Market Risk
| 1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average MTR is performing at about 5% 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 MTR by adding it to a well-diversified portfolio.
MTR Fundamentals Growth
MTR Stock prices reflect investors' perceptions of the future prospects and financial health of MTR, and MTR 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 MTR Stock performance.
| Return On Equity | 0.0673 | |||
| Return On Asset | 0.04 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.39 % | |||
| Current Valuation | 30.09 B | |||
| Shares Outstanding | 6.2 B | |||
| Price To Earning | 17.48 X | |||
| Price To Book | 1.33 X | |||
| Price To Sales | 0.62 X | |||
| Revenue | 47.2 B | |||
| EBITDA | 12.91 B | |||
| Cash And Equivalents | 1.79 B | |||
| Cash Per Share | 0.30 X | |||
| Total Debt | 42.25 B | |||
| Debt To Equity | 22.30 % | |||
| Book Value Per Share | 28.65 X | |||
| Cash Flow From Operations | 7.47 B | |||
| Earnings Per Share | 0.22 X | |||
| Total Asset | 292.08 B | |||
About MTR Performance
By analyzing MTR's fundamental ratios, stakeholders can gain valuable insights into MTR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MTR 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 MTR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MTR Corporation Limited designs, constructs, operates, maintains, and invests in railways in Hong Kong, Australia, Mainland of China, Sweden, the United Kingdom, and internationally. The company was founded in 1975 and is headquartered in Kowloon Bay, Hong Kong. MTR operates under Railroads classification in Germany and is traded on Frankfurt Stock Exchange. It employs 31896 people.Things to note about MTR Limited performance evaluation
Checking the ongoing alerts about MTR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MTR Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 75.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing MTR'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 MTR's stock is overvalued or undervalued compared to its peers.
- Examining MTR'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 MTR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MTR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MTR's stock. These opinions can provide insight into MTR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MTR Stock analysis
When running MTR's price analysis, check to measure MTR'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 MTR is operating at the current time. Most of MTR's value examination focuses on studying past and present price action to predict the probability of MTR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MTR's price. Additionally, you may evaluate how the addition of MTR to your portfolios can decrease your overall portfolio volatility.
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