Vale SA (Brazil) Performance
| VALE3 Stock | BRL 58.13 0.70 1.22% |
The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vale SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vale SA is expected to be smaller as well. At this point, Vale SA has a negative expected return of -0.0235%. Please make sure to validate Vale SA's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Vale SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Vale SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Vale SA is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 13.5 B | |
| Total Cashflows From Investing Activities | -35.3 B |
Vale |
Vale SA Relative Risk vs. Return Landscape
If you would invest 5,958 in Vale SA on August 30, 2024 and sell it today you would lose (145.00) from holding Vale SA or give up 2.43% of portfolio value over 90 days. Vale SA is generating negative expected returns and assumes 1.82% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Vale, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vale SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vale SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vale SA, and traders can use it to determine the average amount a Vale SA'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 = -0.0129
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VALE3 |
Estimated Market Risk
| 1.82 actual daily | 16 84% 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 Vale SA 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 Vale SA by adding Vale SA to a well-diversified portfolio.
Vale SA Fundamentals Growth
Vale Stock prices reflect investors' perceptions of the future prospects and financial health of Vale SA, and Vale SA 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 Vale Stock performance.
| Return On Equity | 0.52 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.45 % | |||
| Operating Margin | 0.45 % | |||
| Current Valuation | 464.27 B | |||
| Shares Outstanding | 4.64 B | |||
| Price To Earning | 7.59 X | |||
| Price To Book | 2.38 X | |||
| Price To Sales | 1.69 X | |||
| Revenue | 54.5 B | |||
| EBITDA | 31.62 B | |||
| Cash And Equivalents | 65.41 B | |||
| Cash Per Share | 8.41 X | |||
| Total Debt | 70.19 B | |||
| Debt To Equity | 0.44 % | |||
| Book Value Per Share | 39.52 X | |||
| Cash Flow From Operations | 25.68 B | |||
| Earnings Per Share | 19.82 X | |||
| Total Asset | 89.44 B | |||
About Vale SA Performance
Assessing Vale SA's fundamental ratios provides investors with valuable insights into Vale SA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vale SA 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.
Vale S.A., together with its subsidiaries, produces and sells iron ore and iron ore pellets for use as raw materials in steelmaking in Brazil and internationally. Vale S.A. was founded in 1942 and is headquartered in Rio de Janeiro, Brazil. VALE ON operates under Other Industrial Metals Mining classification in Brazil and is traded on Sao Paolo Stock Exchange.Things to note about Vale SA performance evaluation
Checking the ongoing alerts about Vale SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vale SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vale SA generated a negative expected return over the last 90 days |
- Analyzing Vale SA'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 Vale SA's stock is overvalued or undervalued compared to its peers.
- Examining Vale SA'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 Vale SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vale SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vale SA's stock. These opinions can provide insight into Vale SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Vale Stock Analysis
When running Vale SA's price analysis, check to measure Vale SA'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 Vale SA is operating at the current time. Most of Vale SA's value examination focuses on studying past and present price action to predict the probability of Vale SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vale SA's price. Additionally, you may evaluate how the addition of Vale SA to your portfolios can decrease your overall portfolio volatility.