S A P (Germany) Performance
| SAP Stock | EUR 241.80 7.30 3.11% |
S A P has a performance score of 1 on a scale of 0 to 100. The firm has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, S A P's returns are expected to increase less than the market. However, during the bear market, the loss of holding S A P is expected to be smaller as well. SAP SE currently has a risk of 1.57%. Please validate S A P sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if S A P will be following its existing price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SAP SE are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, S A P is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 8.9 B |
SAP |
S A P Relative Risk vs. Return Landscape
If you would invest 23,865 in SAP SE on December 18, 2024 and sell it today you would earn a total of 315.00 from holding SAP SE or generate 1.32% return on investment over 90 days. SAP SE is currently producing 0.0344% returns and takes up 1.567% volatility of returns over 90 trading days. Put another way, 13% of traded stocks are less volatile than SAP, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
S A P Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for S A P's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAP SE, and traders can use it to determine the average amount a S A P'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 = 0.022
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SAP |
Estimated Market Risk
| 1.57 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average S A P is performing at about 1% 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 S A P by adding it to a well-diversified portfolio.
S A P Fundamentals Growth
SAP Stock prices reflect investors' perceptions of the future prospects and financial health of S A P, and S A P 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 SAP Stock performance.
| Return On Equity | 0.0406 | |||
| Return On Asset | 0.0458 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 129.02 B | |||
| Shares Outstanding | 1.17 B | |||
| Price To Earning | 28.24 X | |||
| Price To Book | 2.78 X | |||
| Price To Sales | 3.98 X | |||
| Revenue | 30.87 B | |||
| EBITDA | 7.19 B | |||
| Cash And Equivalents | 11.75 B | |||
| Cash Per Share | 9.95 X | |||
| Total Debt | 9.24 B | |||
| Debt To Equity | 0.49 % | |||
| Book Value Per Share | 34.42 X | |||
| Cash Flow From Operations | 5.65 B | |||
| Earnings Per Share | 1.98 X | |||
| Total Asset | 72.16 B | |||
| Current Asset | 9.74 B | |||
| Current Liabilities | 7.87 B | |||
About S A P Performance
By analyzing S A P's fundamental ratios, stakeholders can gain valuable insights into S A P's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if S A P 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 S A P has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SAP SE operates as an enterprise application software company worldwide. SAP SE was founded in 1972 and is headquartered in Walldorf, Germany. S A P operates under SoftwareApplication classification in Germany and is traded on Frankfurt Stock Exchange. It employs 103142 people.Things to note about SAP SE performance evaluation
Checking the ongoing alerts about S A P for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAP SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating S A P's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate S A P's stock performance include:- Analyzing S A P'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 S A P's stock is overvalued or undervalued compared to its peers.
- Examining S A P'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 S A P's management team can have a significant impact on its success or failure. Reviewing the track record and experience of S A P's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of S A P's stock. These opinions can provide insight into S A P's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SAP Stock analysis
When running S A P's price analysis, check to measure S A P'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 S A P is operating at the current time. Most of S A P's value examination focuses on studying past and present price action to predict the probability of S A P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S A P's price. Additionally, you may evaluate how the addition of S A P to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |