NTT DATA (Germany) Performance
| NT5 Stock | EUR 17.60 0.30 1.68% |
On a scale of 0 to 100, NTT DATA holds a performance score of 11. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NTT DATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding NTT DATA is expected to be smaller as well. Please check NTT DATA's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether NTT DATA's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in NTT DATA are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, NTT DATA unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 287.1 B | |
| Free Cash Flow | 135.4 B |
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NTT DATA Relative Risk vs. Return Landscape
If you would invest 1,400 in NTT DATA on August 31, 2024 and sell it today you would earn a total of 360.00 from holding NTT DATA or generate 25.71% return on investment over 90 days. NTT DATA is generating 0.39% of daily returns assuming 2.5698% volatility of returns over the 90 days investment horizon. Simply put, 22% of all stocks have less volatile historical return distribution than NTT DATA, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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NTT DATA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NTT DATA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NTT DATA , and traders can use it to determine the average amount a NTT DATA'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 = 0.1518
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Estimated Market Risk
| 2.57 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.39 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average NTT DATA is performing at about 11% 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 NTT DATA by adding it to a well-diversified portfolio.
NTT DATA Fundamentals Growth
NTT Stock prices reflect investors' perceptions of the future prospects and financial health of NTT DATA, and NTT DATA 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 NTT Stock performance.
| Current Valuation | 23.21 B | |||
| Price To Book | 1.97 X | |||
| Price To Sales | 1.04 X | |||
| Revenue | 2.55 T | |||
| EBITDA | 441.99 B | |||
| Total Debt | 393.65 B | |||
| Cash Flow From Operations | 310.4 B | |||
| Total Asset | 3.08 T | |||
About NTT DATA Performance
Assessing NTT DATA's fundamental ratios provides investors with valuable insights into NTT DATA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the NTT DATA 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 NTT DATA performance evaluation
Checking the ongoing alerts about NTT DATA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NTT DATA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating NTT DATA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate NTT DATA's stock performance include:- Analyzing NTT DATA'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 NTT DATA's stock is overvalued or undervalued compared to its peers.
- Examining NTT DATA'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 NTT DATA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NTT DATA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NTT DATA's stock. These opinions can provide insight into NTT DATA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for NTT Stock Analysis
When running NTT DATA's price analysis, check to measure NTT DATA'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 NTT DATA is operating at the current time. Most of NTT DATA's value examination focuses on studying past and present price action to predict the probability of NTT DATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NTT DATA's price. Additionally, you may evaluate how the addition of NTT DATA to your portfolios can decrease your overall portfolio volatility.