STEEL DYNAMICS (Germany) Performance
| SD5 Stock | 121.08 0.14 0.12% |
The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STEEL DYNAMICS's returns are expected to increase less than the market. However, during the bear market, the loss of holding STEEL DYNAMICS is expected to be smaller as well. STEEL DYNAMICS currently has a risk of 2.15%. Please validate STEEL DYNAMICS value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to decide if STEEL DYNAMICS will be following its existing price patterns.
Risk-Adjusted Performance
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Over the last 90 days STEEL DYNAMICS has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, STEEL DYNAMICS 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 | 1.2 B | |
| Free Cash Flow | 3.6 B |
STEEL |
STEEL DYNAMICS Relative Risk vs. Return Landscape
If you would invest 12,139 in STEEL DYNAMICS on October 22, 2024 and sell it today you would lose (31.00) from holding STEEL DYNAMICS or give up 0.26% of portfolio value over 90 days. STEEL DYNAMICS is generating 0.0182% of daily returns and assumes 2.1501% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than STEEL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
STEEL DYNAMICS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STEEL DYNAMICS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as STEEL DYNAMICS, and traders can use it to determine the average amount a STEEL DYNAMICS'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 = 0.0085
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SD5 |
Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average STEEL DYNAMICS 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 STEEL DYNAMICS by adding STEEL DYNAMICS to a well-diversified portfolio.
STEEL DYNAMICS Fundamentals Growth
STEEL Stock prices reflect investors' perceptions of the future prospects and financial health of STEEL DYNAMICS, and STEEL DYNAMICS 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 STEEL Stock performance.
| Current Valuation | 19.08 B | |||
| Price To Book | 2.36 X | |||
| Price To Sales | 0.90 X | |||
| Revenue | 22.26 B | |||
| EBITDA | 5.5 B | |||
| Total Debt | 3.01 B | |||
| Cash Flow From Operations | 4.46 B | |||
| Total Asset | 14.16 B | |||
About STEEL DYNAMICS Performance
Assessing STEEL DYNAMICS's fundamental ratios provides investors with valuable insights into STEEL DYNAMICS's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the STEEL DYNAMICS 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 STEEL DYNAMICS performance evaluation
Checking the ongoing alerts about STEEL DYNAMICS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STEEL DYNAMICS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating STEEL DYNAMICS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate STEEL DYNAMICS's stock performance include:- Analyzing STEEL DYNAMICS'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 STEEL DYNAMICS's stock is overvalued or undervalued compared to its peers.
- Examining STEEL DYNAMICS'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 STEEL DYNAMICS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of STEEL DYNAMICS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of STEEL DYNAMICS's stock. These opinions can provide insight into STEEL DYNAMICS's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for STEEL Stock Analysis
When running STEEL DYNAMICS's price analysis, check to measure STEEL DYNAMICS'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 STEEL DYNAMICS is operating at the current time. Most of STEEL DYNAMICS's value examination focuses on studying past and present price action to predict the probability of STEEL DYNAMICS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STEEL DYNAMICS's price. Additionally, you may evaluate how the addition of STEEL DYNAMICS to your portfolios can decrease your overall portfolio volatility.