NKSJ HOLDINGS (Germany) Performance
| ANK Stock | EUR 24.60 0.40 1.65% |
On a scale of 0 to 100, NKSJ HOLDINGS holds a performance score of 7. The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NKSJ HOLDINGS's returns are expected to increase less than the market. However, during the bear market, the loss of holding NKSJ HOLDINGS is expected to be smaller as well. Please check NKSJ HOLDINGS's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether NKSJ HOLDINGS's current price movements will revert.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in NKSJ HOLDINGS are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile forward-looking signals, NKSJ HOLDINGS exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 1.1 T | |
| Free Cash Flow | 578.5 B |
NKSJ |
NKSJ HOLDINGS Relative Risk vs. Return Landscape
If you would invest 2,180 in NKSJ HOLDINGS on September 3, 2024 and sell it today you would earn a total of 280.00 from holding NKSJ HOLDINGS or generate 12.84% return on investment over 90 days. NKSJ HOLDINGS is generating 0.212% of daily returns assuming 2.3431% volatility of returns over the 90 days investment horizon. Simply put, 20% of all stocks have less volatile historical return distribution than NKSJ HOLDINGS, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NKSJ HOLDINGS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NKSJ HOLDINGS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NKSJ HOLDINGS, and traders can use it to determine the average amount a NKSJ HOLDINGS'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 = 0.0905
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ANK | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.34 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average NKSJ HOLDINGS is performing at about 7% 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 NKSJ HOLDINGS by adding it to a well-diversified portfolio.
NKSJ HOLDINGS Fundamentals Growth
NKSJ Stock prices reflect investors' perceptions of the future prospects and financial health of NKSJ HOLDINGS, and NKSJ HOLDINGS 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 NKSJ Stock performance.
| Current Valuation | 7.97 B | |||
| Price To Book | 1.03 X | |||
| Price To Sales | 0.43 X | |||
| Revenue | 4.13 T | |||
| Total Debt | 539.74 B | |||
| Cash Flow From Operations | 600.02 B | |||
| Total Asset | 13.79 T | |||
About NKSJ HOLDINGS Performance
By analyzing NKSJ HOLDINGS's fundamental ratios, stakeholders can gain valuable insights into NKSJ HOLDINGS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NKSJ HOLDINGS 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 NKSJ HOLDINGS 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 NKSJ HOLDINGS performance evaluation
Checking the ongoing alerts about NKSJ HOLDINGS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NKSJ HOLDINGS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating NKSJ HOLDINGS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate NKSJ HOLDINGS's stock performance include:- Analyzing NKSJ HOLDINGS'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 NKSJ HOLDINGS's stock is overvalued or undervalued compared to its peers.
- Examining NKSJ HOLDINGS'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 NKSJ HOLDINGS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NKSJ HOLDINGS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NKSJ HOLDINGS's stock. These opinions can provide insight into NKSJ HOLDINGS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for NKSJ Stock analysis
When running NKSJ HOLDINGS's price analysis, check to measure NKSJ HOLDINGS'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 NKSJ HOLDINGS is operating at the current time. Most of NKSJ HOLDINGS's value examination focuses on studying past and present price action to predict the probability of NKSJ HOLDINGS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NKSJ HOLDINGS's price. Additionally, you may evaluate how the addition of NKSJ HOLDINGS to your portfolios can decrease your overall portfolio volatility.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |