Donaldson Stock Performance
| DCI Stock | USD 77.45 1.44 1.89% |
Donaldson has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, Donaldson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Donaldson is expected to be smaller as well. Donaldson right now shows a risk of 1.06%. Please confirm Donaldson total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Donaldson will be following its price patterns.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Donaldson are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong fundamental indicators, Donaldson is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
| Begin Period Cash Flow | 187.1 M |
Donaldson |
Donaldson Relative Risk vs. Return Landscape
If you would invest 7,442 in Donaldson on August 27, 2024 and sell it today you would earn a total of 303.00 from holding Donaldson or generate 4.07% return on investment over 90 days. Donaldson is generating 0.0679% of daily returns assuming volatility of 1.056% on return distribution over 90 days investment horizon. In other words, 9% of stocks are less volatile than Donaldson, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Donaldson Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Donaldson's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Donaldson, and traders can use it to determine the average amount a Donaldson'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 = 0.0643
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Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average Donaldson is performing at about 5% 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 Donaldson by adding it to a well-diversified portfolio.
Donaldson Fundamentals Growth
Donaldson Stock prices reflect investors' perceptions of the future prospects and financial health of Donaldson, and Donaldson 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 Donaldson Stock performance.
| Return On Equity | 0.29 | ||||
| Return On Asset | 0.12 | ||||
| Profit Margin | 0.12 % | ||||
| Operating Margin | 0.16 % | ||||
| Current Valuation | 9.58 B | ||||
| Shares Outstanding | 119.75 M | ||||
| Price To Earning | 32.03 X | ||||
| Price To Book | 6.23 X | ||||
| Price To Sales | 2.59 X | ||||
| Revenue | 3.59 B | ||||
| EBITDA | 647.5 M | ||||
| Cash And Equivalents | 187.1 M | ||||
| Cash Per Share | 1.58 X | ||||
| Total Debt | 536.7 M | ||||
| Debt To Equity | 0.61 % | ||||
| Book Value Per Share | 12.40 X | ||||
| Cash Flow From Operations | 492.5 M | ||||
| Earnings Per Share | 3.38 X | ||||
| Total Asset | 2.91 B | ||||
| Retained Earnings | 2.38 B | ||||
| Current Asset | 1.01 B | ||||
| Current Liabilities | 543.8 M | ||||
About Donaldson Performance
By evaluating Donaldson's fundamental ratios, stakeholders can gain valuable insights into Donaldson's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Donaldson 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 Donaldson has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Donaldson Company, Inc. manufactures and sells filtration systems and replacement parts worldwide. The company was founded in 1915 and is headquartered in Bloomington, Minnesota. Donaldson operates under Specialty Industrial Machinery classification in the United States and is traded on New York Stock Exchange. It employs 14000 people.Things to note about Donaldson performance evaluation
Checking the ongoing alerts about Donaldson for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Donaldson help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Over 87.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Donaldson'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 Donaldson's stock is overvalued or undervalued compared to its peers.
- Examining Donaldson'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 Donaldson's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Donaldson's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Donaldson's stock. These opinions can provide insight into Donaldson's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Donaldson Stock analysis
When running Donaldson's price analysis, check to measure Donaldson'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 Donaldson is operating at the current time. Most of Donaldson's value examination focuses on studying past and present price action to predict the probability of Donaldson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Donaldson's price. Additionally, you may evaluate how the addition of Donaldson to your portfolios can decrease your overall portfolio volatility.
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