ASM International (Netherlands) Performance
| ASM Stock | EUR 511.40 11.20 2.24% |
The firm shows a Beta (market volatility) of 0.0362, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ASM International's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASM International is expected to be smaller as well. At this point, ASM International has a negative expected return of -0.22%. Please make sure to confirm ASM International's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if ASM International performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days ASM International NV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's primary indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 435.2 M | |
| Total Cashflows From Investing Activities | -114.4 M |
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ASM International Relative Risk vs. Return Landscape
If you would invest 60,800 in ASM International NV on August 31, 2024 and sell it today you would lose (9,660) from holding ASM International NV or give up 15.89% of portfolio value over 90 days. ASM International NV is producing return of less than zero assuming 2.8414% volatility of returns over the 90 days investment horizon. Simply put, 25% of all stocks have less volatile historical return distribution than ASM International, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ASM International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASM International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ASM International NV, and traders can use it to determine the average amount a ASM International'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 = -0.079
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| Negative Returns | ASM |
Estimated Market Risk
| 2.84 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ASM International 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 ASM International by adding ASM International to a well-diversified portfolio.
ASM International Fundamentals Growth
ASM Stock prices reflect investors' perceptions of the future prospects and financial health of ASM International, and ASM International 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 ASM Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.12 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.26 % | |||
| Current Valuation | 12.66 B | |||
| Shares Outstanding | 48.73 M | |||
| Price To Earning | 37.20 X | |||
| Price To Book | 5.39 X | |||
| Price To Sales | 5.82 X | |||
| Revenue | 1.73 B | |||
| EBITDA | 694.92 M | |||
| Cash And Equivalents | 552.05 M | |||
| Cash Per Share | 11.34 X | |||
| Total Debt | 15.52 M | |||
| Debt To Equity | 0.01 % | |||
| Book Value Per Share | 50.75 X | |||
| Cash Flow From Operations | 380.64 M | |||
| Earnings Per Share | 5.89 X | |||
| Total Asset | 2.71 B | |||
About ASM International Performance
Assessing ASM International's fundamental ratios provides investors with valuable insights into ASM International's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ASM International 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.
ASM International NV, together with its subsidiaries, engages in the research, development, manufacture, marketing, and servicing of equipment and materials that are used to produce semiconductor devices in the United States, Europe, and Asia. ASM International NV was incorporated in 1968 and is headquartered in Almere, the Netherlands. ASM INTERNATIONAL operates under Semiconductor Equipment Materials classification in Netherlands and is traded on Amsterdam Stock Exchange. It employs 3805 people.Things to note about ASM International performance evaluation
Checking the ongoing alerts about ASM International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ASM International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ASM International generated a negative expected return over the last 90 days | |
| About 64.0% of the company shares are held by institutions such as insurance companies |
- Analyzing ASM International'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 ASM International's stock is overvalued or undervalued compared to its peers.
- Examining ASM International'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 ASM International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ASM International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ASM International's stock. These opinions can provide insight into ASM International's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ASM Stock Analysis
When running ASM International's price analysis, check to measure ASM International'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 ASM International is operating at the current time. Most of ASM International's value examination focuses on studying past and present price action to predict the probability of ASM International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASM International's price. Additionally, you may evaluate how the addition of ASM International to your portfolios can decrease your overall portfolio volatility.