TDK (Germany) Performance
| TDK Stock | EUR 12.06 0.30 2.43% |
TDK has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TDK are expected to decrease at a much lower rate. During the bear market, TDK is likely to outperform the market. TDK Corporation currently has a risk of 1.94%. Please validate TDK sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if TDK will be following its existing price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in TDK Corporation are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain forward-looking signals, TDK may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
| Begin Period Cash Flow | 380.4 B | |
| Free Cash Flow | -112.3 B |
TDK |
TDK Relative Risk vs. Return Landscape
If you would invest 1,144 in TDK Corporation on October 11, 2024 and sell it today you would earn a total of 62.00 from holding TDK Corporation or generate 5.42% return on investment over 90 days. TDK Corporation is generating 0.1064% of daily returns assuming 1.9393% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than TDK, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TDK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TDK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TDK Corporation, and traders can use it to determine the average amount a TDK'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 = 0.0549
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | TDK | High Risk | Huge Risk |
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Estimated Market Risk
| 1.94 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average TDK is performing at about 4% 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 TDK by adding it to a well-diversified portfolio.
TDK Fundamentals Growth
TDK Stock prices reflect investors' perceptions of the future prospects and financial health of TDK, and TDK 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 TDK Stock performance.
| Current Valuation | 14.15 B | |||
| Price To Book | 1.16 X | |||
| Price To Sales | 0.84 X | |||
| Revenue | 1.9 T | |||
| EBITDA | 357.37 B | |||
| Total Debt | 455.56 B | |||
| Cash Flow From Operations | 178.99 B | |||
| Total Asset | 3.04 T | |||
About TDK Performance
By analyzing TDK's fundamental ratios, stakeholders can gain valuable insights into TDK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TDK 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 TDK 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 TDK Corporation performance evaluation
Checking the ongoing alerts about TDK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TDK Corporation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating TDK's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate TDK's stock performance include:- Analyzing TDK'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 TDK's stock is overvalued or undervalued compared to its peers.
- Examining TDK'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 TDK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TDK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TDK's stock. These opinions can provide insight into TDK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TDK Stock analysis
When running TDK's price analysis, check to measure TDK'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 TDK is operating at the current time. Most of TDK's value examination focuses on studying past and present price action to predict the probability of TDK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TDK's price. Additionally, you may evaluate how the addition of TDK to your portfolios can decrease your overall portfolio volatility.
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