ALLIANZ SE (Germany) Performance
| ALVE Stock | EUR 28.80 0.20 0.70% |
ALLIANZ SE has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALLIANZ SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALLIANZ SE is expected to be smaller as well. ALLIANZ SE UNSPADR now shows a risk of 1.51%. Please confirm ALLIANZ SE UNSPADR coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if ALLIANZ SE UNSPADR will be following its price patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in ALLIANZ SE UNSPADR are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, ALLIANZ SE is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
ALLIANZ |
ALLIANZ SE Relative Risk vs. Return Landscape
If you would invest 2,740 in ALLIANZ SE UNSPADR on August 29, 2024 and sell it today you would earn a total of 140.00 from holding ALLIANZ SE UNSPADR or generate 5.11% return on investment over 90 days. ALLIANZ SE UNSPADR is generating 0.0891% of daily returns assuming 1.5107% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than ALLIANZ SE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ALLIANZ SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALLIANZ SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ALLIANZ SE UNSPADR, and traders can use it to determine the average amount a ALLIANZ SE'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 = 0.059
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Estimated Market Risk
| 1.51 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average ALLIANZ SE 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 ALLIANZ SE by adding it to a well-diversified portfolio.
ALLIANZ SE Fundamentals Growth
ALLIANZ Stock prices reflect investors' perceptions of the future prospects and financial health of ALLIANZ SE, and ALLIANZ SE 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 ALLIANZ Stock performance.
| Return On Equity | 0.0696 | |||
| Return On Asset | 0.0014 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.02 % | |||
| Shares Outstanding | 4.03 B | |||
| Price To Earning | 10.39 X | |||
| Revenue | 108.08 B | |||
| EBITDA | 3.88 B | |||
| Cash And Equivalents | 42.22 B | |||
| Cash Per Share | 10.11 X | |||
| Total Debt | 39.32 B | |||
| Debt To Equity | 0.48 % | |||
| Book Value Per Share | 19.59 X | |||
| Cash Flow From Operations | 33.32 B | |||
| Earnings Per Share | 1.64 X | |||
About ALLIANZ SE Performance
By analyzing ALLIANZ SE's fundamental ratios, stakeholders can gain valuable insights into ALLIANZ SE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALLIANZ SE 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 ALLIANZ SE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Allianz SE, together with its subsidiaries, provides property-casualty insurance, lifehealth insurance, and asset management products and services worldwide. Allianz SE was founded in 1890 and is headquartered in Munich, Germany. ALLIANZ SE is traded on Frankfurt Stock Exchange in Germany.Things to note about ALLIANZ SE UNSPADR performance evaluation
Checking the ongoing alerts about ALLIANZ SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ALLIANZ SE UNSPADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ALLIANZ SE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ALLIANZ SE's stock performance include:- Analyzing ALLIANZ SE'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 ALLIANZ SE's stock is overvalued or undervalued compared to its peers.
- Examining ALLIANZ SE'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 ALLIANZ SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALLIANZ SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ALLIANZ SE's stock. These opinions can provide insight into ALLIANZ SE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ALLIANZ Stock analysis
When running ALLIANZ SE's price analysis, check to measure ALLIANZ SE'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 ALLIANZ SE is operating at the current time. Most of ALLIANZ SE's value examination focuses on studying past and present price action to predict the probability of ALLIANZ SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALLIANZ SE's price. Additionally, you may evaluate how the addition of ALLIANZ SE to your portfolios can decrease your overall portfolio volatility.
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