HITACHI CONSTRMACHADR/2 (Germany) Performance
| HCMA Stock | EUR 41.40 0.40 0.98% |
The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HITACHI CONSTRMACHADR/2's returns are expected to increase less than the market. However, during the bear market, the loss of holding HITACHI CONSTRMACHADR/2 is expected to be smaller as well. At this point, HITACHI CONSTRMACHADR/2 has a negative expected return of -0.0477%. Please make sure to check out HITACHI CONSTRMACHADR/2's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if HITACHI CONSTRMACHADR/2 performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days HITACHI STRMACHADR2 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable primary indicators, HITACHI CONSTRMACHADR/2 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
HITACHI |
HITACHI CONSTRMACHADR/2 Relative Risk vs. Return Landscape
If you would invest 4,300 in HITACHI STRMACHADR2 on September 2, 2024 and sell it today you would lose (160.00) from holding HITACHI STRMACHADR2 or give up 3.72% of portfolio value over 90 days. HITACHI STRMACHADR2 is producing return of less than zero assuming 1.4048% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than HITACHI CONSTRMACHADR/2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HITACHI CONSTRMACHADR/2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HITACHI CONSTRMACHADR/2's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as HITACHI STRMACHADR2, and traders can use it to determine the average amount a HITACHI CONSTRMACHADR/2'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 = -0.0339
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| Negative Returns | HCMA |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HITACHI CONSTRMACHADR/2 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 HITACHI CONSTRMACHADR/2 by adding HITACHI CONSTRMACHADR/2 to a well-diversified portfolio.
HITACHI CONSTRMACHADR/2 Fundamentals Growth
HITACHI Stock prices reflect investors' perceptions of the future prospects and financial health of HITACHI CONSTRMACHADR/2, and HITACHI CONSTRMACHADR/2 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 HITACHI Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0561 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.11 % | |||
| Shares Outstanding | 106.33 M | |||
| Price To Earning | 63.22 X | |||
| Revenue | 1.21 T | |||
| EBITDA | 190.6 B | |||
| Cash And Equivalents | 94.06 B | |||
| Cash Per Share | 884.66 X | |||
| Total Debt | 398.93 B | |||
| Debt To Equity | 0.69 % | |||
| Book Value Per Share | 5,955 X | |||
| Cash Flow From Operations | 76.59 B | |||
| Earnings Per Share | 5.30 X | |||
About HITACHI CONSTRMACHADR/2 Performance
By analyzing HITACHI CONSTRMACHADR/2's fundamental ratios, stakeholders can gain valuable insights into HITACHI CONSTRMACHADR/2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HITACHI CONSTRMACHADR/2 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 HITACHI CONSTRMACHADR/2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Hitachi Construction Machinery Co., Ltd., together with its subsidiaries, engages in the manufacture, sale, rental, and service of construction and transportation machinery, environmental related products, and other machines and devices worldwide. Hitachi Construction Machinery Co., Ltd. is a subsidiary of Hitachi Ltd. HITACHI CONSTR operates under Farm Heavy Construction Machinery classification in Germany and is traded on Frankfurt Stock Exchange. It employs 24873 people.Things to note about HITACHI CONSTRMACHADR/2 performance evaluation
Checking the ongoing alerts about HITACHI CONSTRMACHADR/2 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for HITACHI CONSTRMACHADR/2 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HITACHI CONSTRMACHADR/2 generated a negative expected return over the last 90 days |
- Analyzing HITACHI CONSTRMACHADR/2'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 HITACHI CONSTRMACHADR/2's stock is overvalued or undervalued compared to its peers.
- Examining HITACHI CONSTRMACHADR/2'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 HITACHI CONSTRMACHADR/2's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HITACHI CONSTRMACHADR/2's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of HITACHI CONSTRMACHADR/2's stock. These opinions can provide insight into HITACHI CONSTRMACHADR/2's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for HITACHI Stock analysis
When running HITACHI CONSTRMACHADR/2's price analysis, check to measure HITACHI CONSTRMACHADR/2'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 HITACHI CONSTRMACHADR/2 is operating at the current time. Most of HITACHI CONSTRMACHADR/2's value examination focuses on studying past and present price action to predict the probability of HITACHI CONSTRMACHADR/2's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HITACHI CONSTRMACHADR/2's price. Additionally, you may evaluate how the addition of HITACHI CONSTRMACHADR/2 to your portfolios can decrease your overall portfolio volatility.
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