Azbil (Germany) Performance
| YMK Stock | EUR 7.40 0.05 0.68% |
The firm shows a Beta (market volatility) of -0.0053, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Azbil are expected to decrease at a much lower rate. During the bear market, Azbil is likely to outperform the market. At this point, Azbil has a negative expected return of -0.0211%. Please make sure to confirm Azbil's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to decide if Azbil 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 Azbil has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Azbil is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 90.7 B | |
| Total Cashflows From Investing Activities | -4 B |
Azbil |
Azbil Relative Risk vs. Return Landscape
If you would invest 755.00 in Azbil on December 17, 2024 and sell it today you would lose (15.00) from holding Azbil or give up 1.99% of portfolio value over 90 days. Azbil is currently producing negative expected returns and takes up 1.5848% volatility of returns over 90 trading days. Put another way, 14% of traded stocks are less volatile than Azbil, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Azbil Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Azbil's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Azbil, and traders can use it to determine the average amount a Azbil'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 = -0.0133
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | YMK |
Estimated Market Risk
| 1.58 actual daily | 14 86% 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 Azbil 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 Azbil by adding Azbil to a well-diversified portfolio.
Azbil Fundamentals Growth
Azbil Stock prices reflect investors' perceptions of the future prospects and financial health of Azbil, and Azbil 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 Azbil Stock performance.
| Return On Equity | 0.1 | |||
| Return On Asset | 0.0648 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.10 % | |||
| Current Valuation | 3.16 B | |||
| Shares Outstanding | 136.55 M | |||
| Price To Earning | 18.54 X | |||
| Price To Book | 2.67 X | |||
| Price To Sales | 0.01 X | |||
| Revenue | 256.55 B | |||
| EBITDA | 35.01 B | |||
| Cash And Equivalents | 749.49 M | |||
| Cash Per Share | 10.33 X | |||
| Total Debt | 300 M | |||
| Debt To Equity | 4.90 % | |||
| Book Value Per Share | 1,433 X | |||
| Cash Flow From Operations | 10.12 B | |||
| Earnings Per Share | 1.00 X | |||
| Total Asset | 280.05 B | |||
About Azbil Performance
By analyzing Azbil's fundamental ratios, stakeholders can gain valuable insights into Azbil's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Azbil 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 Azbil has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Azbil Corporation provides automation products and services worldwide. Azbil Corporation was founded in 1906 and is headquartered in Tokyo, Japan. AZBIL CORP operates under Diversified Industrials classification in Germany and is traded on Frankfurt Stock Exchange. It employs 9607 people.Things to note about Azbil performance evaluation
Checking the ongoing alerts about Azbil for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Azbil help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Azbil generated a negative expected return over the last 90 days | |
| About 61.0% of the company outstanding shares are owned by institutional investors |
- Analyzing Azbil'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 Azbil's stock is overvalued or undervalued compared to its peers.
- Examining Azbil'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 Azbil's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Azbil's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Azbil's stock. These opinions can provide insight into Azbil's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Azbil Stock analysis
When running Azbil's price analysis, check to measure Azbil'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 Azbil is operating at the current time. Most of Azbil's value examination focuses on studying past and present price action to predict the probability of Azbil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Azbil's price. Additionally, you may evaluate how the addition of Azbil to your portfolios can decrease your overall portfolio volatility.
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