Schneider Electric (Germany) Performance
| SND Stock | EUR 231.70 5.45 2.30% |
The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schneider Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schneider Electric is expected to be smaller as well. At this point, Schneider Electric has a negative expected return of -0.0243%. Please make sure to validate Schneider Electric's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if Schneider Electric performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Schneider Electric SE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Schneider Electric is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 6.8 B | |
| Total Cashflows From Investing Activities | -5.2 B |
Schneider |
Schneider Electric Relative Risk vs. Return Landscape
If you would invest 24,030 in Schneider Electric SE on December 24, 2024 and sell it today you would lose (860.00) from holding Schneider Electric SE or give up 3.58% of portfolio value over 90 days. Schneider Electric SE is currently producing negative expected returns and takes up 2.6963% volatility of returns over 90 trading days. Put another way, 24% of traded stocks are less volatile than Schneider, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Schneider Electric Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schneider Electric's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Schneider Electric SE, and traders can use it to determine the average amount a Schneider Electric'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 = -0.009
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Estimated Market Risk
| 2.7 actual daily | 24 76% 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 Schneider Electric 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 Schneider Electric by adding Schneider Electric to a well-diversified portfolio.
Schneider Electric Fundamentals Growth
Schneider Stock prices reflect investors' perceptions of the future prospects and financial health of Schneider Electric, and Schneider Electric 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 Schneider Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0612 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 86.58 B | |||
| Shares Outstanding | 559.12 M | |||
| Price To Earning | 18.75 X | |||
| Price To Book | 2.92 X | |||
| Price To Sales | 2.39 X | |||
| Revenue | 28.91 B | |||
| EBITDA | 5.71 B | |||
| Cash And Equivalents | 2.53 B | |||
| Cash Per Share | 4.57 X | |||
| Total Debt | 7.55 B | |||
| Debt To Equity | 45.00 % | |||
| Book Value Per Share | 45.50 X | |||
| Cash Flow From Operations | 3.62 B | |||
| Earnings Per Share | 5.68 X | |||
| Total Asset | 54.55 B | |||
About Schneider Electric Performance
By analyzing Schneider Electric's fundamental ratios, stakeholders can gain valuable insights into Schneider Electric's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Schneider Electric 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 Schneider Electric has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Schneider Electric S.E. provides energy management and automation solutions worldwide. Schneider Electric SE was founded in 1836 and is headquartered in Rueil-Malmaison, France. SCHNEIDER ELEC operates under Diversified Industrials classification in Germany and is traded on Frankfurt Stock Exchange. It employs 141446 people.Things to note about Schneider Electric performance evaluation
Checking the ongoing alerts about Schneider Electric for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Schneider Electric help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Schneider Electric generated a negative expected return over the last 90 days | |
| About 68.0% of the company shares are owned by institutional investors |
- Analyzing Schneider Electric'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 Schneider Electric's stock is overvalued or undervalued compared to its peers.
- Examining Schneider Electric'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 Schneider Electric's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Schneider Electric's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Schneider Electric's stock. These opinions can provide insight into Schneider Electric's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Schneider Stock analysis
When running Schneider Electric's price analysis, check to measure Schneider Electric'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 Schneider Electric is operating at the current time. Most of Schneider Electric's value examination focuses on studying past and present price action to predict the probability of Schneider Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Schneider Electric's price. Additionally, you may evaluate how the addition of Schneider Electric to your portfolios can decrease your overall portfolio volatility.
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