Great Portland (Germany) Performance
| G9KB Stock | EUR 3.58 0.04 1.13% |
The company retains a Market Volatility (i.e., Beta) of 0.0231, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Great Portland's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great Portland is expected to be smaller as well. At this point, Great Portland Estates has a negative expected return of -0.21%. Please make sure to check out Great Portland's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Great Portland Estates performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Great Portland Estates has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's forward-looking signals remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 11.1 M | |
| Total Cashflows From Investing Activities | -24.1 M |
Great |
Great Portland Relative Risk vs. Return Landscape
If you would invest 414.00 in Great Portland Estates on September 12, 2024 and sell it today you would lose (56.00) from holding Great Portland Estates or give up 13.53% of portfolio value over 90 days. Great Portland Estates is producing return of less than zero assuming 1.6821% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than Great Portland, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Great Portland Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Portland's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Great Portland Estates, and traders can use it to determine the average amount a Great Portland'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 = -0.1265
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | G9KB |
Estimated Market Risk
| 1.68 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Great Portland 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 Great Portland by adding Great Portland to a well-diversified portfolio.
Great Portland Fundamentals Growth
Great Stock prices reflect investors' perceptions of the future prospects and financial health of Great Portland, and Great Portland 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 Great Stock performance.
| Return On Equity | 0.0092 | |||
| Return On Asset | 0.0056 | |||
| Profit Margin | 0.20 % | |||
| Operating Margin | 0.26 % | |||
| Current Valuation | 2.29 B | |||
| Shares Outstanding | 253.87 M | |||
| Price To Book | 0.62 X | |||
| Price To Sales | 15.84 X | |||
| Revenue | 84.2 M | |||
| EBITDA | 177.4 M | |||
| Cash And Equivalents | 11.1 M | |||
| Cash Per Share | 0.04 X | |||
| Total Debt | 531 M | |||
| Debt To Equity | 0.27 % | |||
| Book Value Per Share | 7.94 X | |||
| Cash Flow From Operations | 6.7 M | |||
| Earnings Per Share | 0.08 X | |||
| Total Asset | 2.76 B | |||
About Great Portland Performance
By analyzing Great Portland's fundamental ratios, stakeholders can gain valuable insights into Great Portland's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Great Portland 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 Great Portland has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
We are a FTSE 250 property investment and development company owning 2.6 billion of real estate in central London. We create in-demand spaces that people want to be part of helping our occupiers, local communities and the city to thrive. GREAT P operates under REITOffice classification in Germany and is traded on Frankfurt Stock Exchange. It employs 116 people.Things to note about Great Portland Estates performance evaluation
Checking the ongoing alerts about Great Portland for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Great Portland Estates help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Great Portland generated a negative expected return over the last 90 days | |
| Great Portland Estates has accumulated 531 M in total debt with debt to equity ratio (D/E) of 0.27, which may suggest the company is not taking enough advantage from borrowing. Great Portland Estates has a current ratio of 0.55, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Great Portland until it has trouble settling it off, either with new capital or with free cash flow. So, Great Portland's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Great Portland Estates sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Great to invest in growth at high rates of return. When we think about Great Portland's use of debt, we should always consider it together with cash and equity. | |
| Over 82.0% of Great Portland shares are owned by institutional investors |
- Analyzing Great Portland'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 Great Portland's stock is overvalued or undervalued compared to its peers.
- Examining Great Portland'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 Great Portland's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Great Portland's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Great Portland's stock. These opinions can provide insight into Great Portland's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Great Stock analysis
When running Great Portland's price analysis, check to measure Great Portland'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 Great Portland is operating at the current time. Most of Great Portland's value examination focuses on studying past and present price action to predict the probability of Great Portland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great Portland's price. Additionally, you may evaluate how the addition of Great Portland to your portfolios can decrease your overall portfolio volatility.
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |