Siemens Aktiengesellscha (Germany) Performance
| SIE Stock | 183.16 4.18 2.34% |
Siemens Aktiengesellscha has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Siemens Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siemens Aktiengesellscha is expected to be smaller as well. Siemens Aktiengesellscha right now has a risk of 1.67%. Please validate Siemens Aktiengesellscha jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Siemens Aktiengesellscha will be following its existing price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Siemens Aktiengesellschaft are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile technical and fundamental indicators, Siemens Aktiengesellscha may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 9.5 B | |
| Total Cashflows From Investing Activities | -2.5 B |
Siemens |
Siemens Aktiengesellscha Relative Risk vs. Return Landscape
If you would invest 17,056 in Siemens Aktiengesellschaft on August 31, 2024 and sell it today you would earn a total of 1,260 from holding Siemens Aktiengesellschaft or generate 7.39% return on investment over 90 days. Siemens Aktiengesellschaft is generating 0.1234% of daily returns and assumes 1.6696% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Siemens, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Siemens Aktiengesellscha Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens Aktiengesellscha's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Siemens Aktiengesellschaft, and traders can use it to determine the average amount a Siemens Aktiengesellscha'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 = 0.0739
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Estimated Market Risk
| 1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Siemens Aktiengesellscha is performing at about 5% 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 Siemens Aktiengesellscha by adding it to a well-diversified portfolio.
Siemens Aktiengesellscha Fundamentals Growth
Siemens Stock prices reflect investors' perceptions of the future prospects and financial health of Siemens Aktiengesellscha, and Siemens Aktiengesellscha 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 Siemens Stock performance.
| Return On Equity | 0.0822 | |||
| Return On Asset | 0.0329 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.10 % | |||
| Current Valuation | 143.07 B | |||
| Shares Outstanding | 792.55 M | |||
| Price To Book | 2.16 X | |||
| Price To Sales | 1.40 X | |||
| Revenue | 71.98 B | |||
| EBITDA | 10.71 B | |||
| Cash And Equivalents | 10.46 B | |||
| Total Debt | 43.98 B | |||
| Book Value Per Share | 57.75 X | |||
| Cash Flow From Operations | 10.24 B | |||
| Earnings Per Share | 4.52 X | |||
| Total Asset | 151.5 B | |||
About Siemens Aktiengesellscha Performance
Assessing Siemens Aktiengesellscha's fundamental ratios provides investors with valuable insights into Siemens Aktiengesellscha's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Siemens Aktiengesellscha 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 Siemens Aktiengesellscha performance evaluation
Checking the ongoing alerts about Siemens Aktiengesellscha for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Siemens Aktiengesellscha help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Siemens Aktiengesellscha's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Siemens Aktiengesellscha's stock performance include:- Analyzing Siemens Aktiengesellscha'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 Siemens Aktiengesellscha's stock is overvalued or undervalued compared to its peers.
- Examining Siemens Aktiengesellscha'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 Siemens Aktiengesellscha's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siemens Aktiengesellscha's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Siemens Aktiengesellscha's stock. These opinions can provide insight into Siemens Aktiengesellscha's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Siemens Stock Analysis
When running Siemens Aktiengesellscha's price analysis, check to measure Siemens Aktiengesellscha'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 Siemens Aktiengesellscha is operating at the current time. Most of Siemens Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Siemens Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Aktiengesellscha's price. Additionally, you may evaluate how the addition of Siemens Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.