Fresenius Medical (Brazil) Performance
| FMSC34 Stock | BRL 136.89 27.44 25.07% |
On a scale of 0 to 100, Fresenius Medical holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0556, which means not very significant fluctuations relative to the market. As returns on the market increase, Fresenius Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fresenius Medical is expected to be smaller as well. Please check Fresenius Medical's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to make a quick decision on whether Fresenius Medical's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Fresenius Medical Care are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Fresenius Medical sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Fifty Two Week Low | 182.29 | |
| Fifty Two Week High | 235.41 |
Fresenius |
Fresenius Medical Relative Risk vs. Return Landscape
If you would invest 11,322 in Fresenius Medical Care on October 12, 2024 and sell it today you would earn a total of 2,367 from holding Fresenius Medical Care or generate 20.91% return on investment over 90 days. Fresenius Medical Care is generating 0.3748% of daily returns and assumes 3.3285% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Fresenius, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fresenius Medical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius Medical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fresenius Medical Care, and traders can use it to determine the average amount a Fresenius Medical'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 = 0.1126
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Estimated Market Risk
| 3.33 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Fresenius Medical is performing at about 8% 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 Fresenius Medical by adding it to a well-diversified portfolio.
About Fresenius Medical Performance
By analyzing Fresenius Medical's fundamental ratios, stakeholders can gain valuable insights into Fresenius Medical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fresenius Medical 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 Fresenius Medical 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 Fresenius Medical Care performance evaluation
Checking the ongoing alerts about Fresenius Medical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fresenius Medical Care help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fresenius Medical had very high historical volatility over the last 90 days |
- Analyzing Fresenius Medical'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 Fresenius Medical's stock is overvalued or undervalued compared to its peers.
- Examining Fresenius Medical'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 Fresenius Medical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fresenius Medical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fresenius Medical's stock. These opinions can provide insight into Fresenius Medical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Fresenius Stock analysis
When running Fresenius Medical's price analysis, check to measure Fresenius Medical'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 Fresenius Medical is operating at the current time. Most of Fresenius Medical's value examination focuses on studying past and present price action to predict the probability of Fresenius Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius Medical's price. Additionally, you may evaluate how the addition of Fresenius Medical to your portfolios can decrease your overall portfolio volatility.
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