MTU Aero (Germany) Performance
| MTX Stock | 309.00 1.30 0.42% |
The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MTU Aero's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTU Aero is expected to be smaller as well. At this point, MTU Aero Engines has a negative expected return of -0.0077%. Please make sure to verify MTU Aero's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if MTU Aero Engines performance from the past will be repeated at some future point.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days MTU Aero Engines has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, MTU Aero is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 773 M | |
| Total Cashflows From Investing Activities | -345 M |
MTU |
MTU Aero Relative Risk vs. Return Landscape
If you would invest 31,300 in MTU Aero Engines on November 28, 2024 and sell it today you would lose (400.00) from holding MTU Aero Engines or give up 1.28% of portfolio value over 90 days. MTU Aero Engines is generating negative expected returns and assumes 1.6753% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than MTU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MTU Aero Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTU Aero's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MTU Aero Engines, and traders can use it to determine the average amount a MTU Aero'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 = -0.0046
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| Negative Returns | MTX |
Estimated Market Risk
| 1.68 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MTU Aero 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 MTU Aero by adding MTU Aero to a well-diversified portfolio.
MTU Aero Fundamentals Growth
MTU Stock prices reflect investors' perceptions of the future prospects and financial health of MTU Aero, and MTU Aero 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 MTU Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0354 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 11.21 B | |||
| Shares Outstanding | 53.28 M | |||
| Price To Book | 3.94 X | |||
| Price To Sales | 2.14 X | |||
| Revenue | 4.19 B | |||
| EBITDA | 711 M | |||
| Cash And Equivalents | 722 M | |||
| Total Debt | 1.34 B | |||
| Book Value Per Share | 57.26 X | |||
| Cash Flow From Operations | 567 M | |||
| Earnings Per Share | 4.52 X | |||
| Total Asset | 8.3 B | |||
About MTU Aero Performance
Assessing MTU Aero's fundamental ratios provides investors with valuable insights into MTU Aero's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MTU Aero is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about MTU Aero Engines performance evaluation
Checking the ongoing alerts about MTU Aero for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MTU Aero Engines help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MTU Aero Engines generated a negative expected return over the last 90 days | |
| About 66.0% of the company shares are owned by institutional investors |
- Analyzing MTU Aero'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 MTU Aero's stock is overvalued or undervalued compared to its peers.
- Examining MTU Aero'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 MTU Aero's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MTU Aero's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MTU Aero's stock. These opinions can provide insight into MTU Aero's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MTU Stock Analysis
When running MTU Aero's price analysis, check to measure MTU Aero'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 MTU Aero is operating at the current time. Most of MTU Aero's value examination focuses on studying past and present price action to predict the probability of MTU Aero's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MTU Aero's price. Additionally, you may evaluate how the addition of MTU Aero to your portfolios can decrease your overall portfolio volatility.