Fujitsu (Germany) Performance
| FUJ1 Stock | EUR 17.79 0.21 1.19% |
On a scale of 0 to 100, Fujitsu holds a performance score of 7. The firm shows a Beta (market volatility) of -0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fujitsu are expected to decrease at a much lower rate. During the bear market, Fujitsu is likely to outperform the market. Please check Fujitsu's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Fujitsu's price patterns will revert.
Risk-Adjusted Performance
7 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Fujitsu Limited are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile forward-looking indicators, Fujitsu reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 481.8 B | |
| Total Cashflows From Investing Activities | -59.3 B |
Fujitsu |
Fujitsu Relative Risk vs. Return Landscape
If you would invest 1,595 in Fujitsu Limited on November 2, 2024 and sell it today you would earn a total of 184.00 from holding Fujitsu Limited or generate 11.54% return on investment over 90 days. Fujitsu Limited is generating 0.205% of daily returns assuming 2.0197% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Fujitsu, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fujitsu Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fujitsu's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fujitsu Limited, and traders can use it to determine the average amount a Fujitsu'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 = 0.1015
| Best Portfolio | Best Equity | |||
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| Small Returns | FUJ1 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.02 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Fujitsu 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 Fujitsu by adding it to a well-diversified portfolio.
Fujitsu Fundamentals Growth
Fujitsu Stock prices reflect investors' perceptions of the future prospects and financial health of Fujitsu, and Fujitsu 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 Fujitsu Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0573 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.08 % | |||
| Current Valuation | 23.31 B | |||
| Shares Outstanding | 194.71 M | |||
| Price To Earning | 7.67 X | |||
| Price To Book | 2.15 X | |||
| Price To Sales | 0.01 X | |||
| Revenue | 3.59 T | |||
| EBITDA | 430.9 B | |||
| Cash And Equivalents | 4.11 B | |||
| Cash Per Share | 2.01 X | |||
| Total Debt | 3.65 B | |||
| Debt To Equity | 36.50 % | |||
| Book Value Per Share | 8,145 X | |||
| Cash Flow From Operations | 248.35 B | |||
| Earnings Per Share | 6.10 X | |||
| Total Asset | 3.33 T | |||
About Fujitsu Performance
By analyzing Fujitsu's fundamental ratios, stakeholders can gain valuable insights into Fujitsu's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fujitsu 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 Fujitsu has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fujitsu Limited operates as an information and communication technology company. Fujitsu Limited was founded in 1923 and is headquartered in Tokyo, Japan. FUJITSU LTD operates under Information Technology Services classification in Germany and is traded on Frankfurt Stock Exchange. It employs 132138 people.Things to note about Fujitsu Limited performance evaluation
Checking the ongoing alerts about Fujitsu for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fujitsu Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Fujitsu's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fujitsu's stock performance include:- Analyzing Fujitsu'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 Fujitsu's stock is overvalued or undervalued compared to its peers.
- Examining Fujitsu'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 Fujitsu's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fujitsu's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fujitsu's stock. These opinions can provide insight into Fujitsu's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Fujitsu Stock analysis
When running Fujitsu's price analysis, check to measure Fujitsu'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 Fujitsu is operating at the current time. Most of Fujitsu's value examination focuses on studying past and present price action to predict the probability of Fujitsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fujitsu's price. Additionally, you may evaluate how the addition of Fujitsu to your portfolios can decrease your overall portfolio volatility.
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