Porsche AG (Germany) Performance

P911 Stock   52.32  1.84  3.40%   
The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Porsche AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Porsche AG is expected to be smaller as well. At this point, Porsche AG has a negative expected return of -0.15%. Please make sure to check Porsche AG's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Porsche AG performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

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Over the last 90 days Porsche AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
  

Porsche AG Relative Risk vs. Return Landscape

If you would invest  5,800  in Porsche AG on December 21, 2024 and sell it today you would lose (568.00) from holding Porsche AG or give up 9.79% of portfolio value over 90 days. Porsche AG is generating negative expected returns and assumes 2.1581% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Porsche, and 99% 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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Assuming the 90 days trading horizon Porsche AG is expected to under-perform the market. In addition to that, the company is 2.53 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of volatility.

Porsche AG Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Porsche AG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Porsche AG, and traders can use it to determine the average amount a Porsche AG'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 = -0.0688

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Negative ReturnsP911

Estimated Market Risk

 2.16
  actual daily
19
81% of assets are more volatile

Expected Return

 -0.15
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  actual daily
0
Most of other assets perform better
Based on monthly moving average Porsche AG 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 Porsche AG by adding Porsche AG to a well-diversified portfolio.

Porsche AG Fundamentals Growth

Porsche Stock prices reflect investors' perceptions of the future prospects and financial health of Porsche AG, and Porsche AG 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 Porsche Stock performance.

About Porsche AG Performance

By analyzing Porsche AG's fundamental ratios, stakeholders can gain valuable insights into Porsche AG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Porsche AG 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 Porsche AG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.

Things to note about Porsche AG performance evaluation

Checking the ongoing alerts about Porsche AG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Porsche AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Porsche AG generated a negative expected return over the last 90 days
Evaluating Porsche AG's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Porsche AG's stock performance include:
  • Analyzing Porsche AG'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 Porsche AG's stock is overvalued or undervalued compared to its peers.
  • Examining Porsche AG'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 Porsche AG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Porsche AG's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Porsche AG's stock. These opinions can provide insight into Porsche AG's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Porsche AG's stock performance is not an exact science, and many factors can impact Porsche AG's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for Porsche Stock analysis

When running Porsche AG's price analysis, check to measure Porsche AG'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 Porsche AG is operating at the current time. Most of Porsche AG's value examination focuses on studying past and present price action to predict the probability of Porsche AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Porsche AG's price. Additionally, you may evaluate how the addition of Porsche AG to your portfolios can decrease your overall portfolio volatility.
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