Illumina (Brazil) Performance
| I1LM34 Stock | 169.65 5.61 3.42% |
On a scale of 0 to 100, Illumina holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.0335, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Illumina are expected to decrease at a much lower rate. During the bear market, Illumina is likely to outperform the market. Please check Illumina's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Illumina's current trending patterns will revert.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Illumina are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak essential indicators, Illumina sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 1.8 B | |
| Total Cashflows From Investing Activities | -1.1 B |
Illumina |
Illumina Relative Risk vs. Return Landscape
If you would invest 14,779 in Illumina on September 3, 2024 and sell it today you would earn a total of 2,186 from holding Illumina or generate 14.79% return on investment over 90 days. Illumina is generating 0.2347% of daily returns and assumes 1.7737% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Illumina, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Illumina Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illumina's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Illumina, and traders can use it to determine the average amount a Illumina'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 = 0.1323
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Estimated Market Risk
| 1.77 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Illumina is performing at about 10% 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 Illumina by adding it to a well-diversified portfolio.
Illumina Fundamentals Growth
Illumina Stock prices reflect investors' perceptions of the future prospects and financial health of Illumina, and Illumina 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 Illumina Stock performance.
| Return On Equity | -0.48 | |||
| Return On Asset | 0.0092 | |||
| Profit Margin | (0.88) % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 183.98 B | |||
| Shares Outstanding | 786.5 M | |||
| Price To Book | 4.76 X | |||
| Price To Sales | 36.61 X | |||
| Revenue | 4.53 B | |||
| EBITDA | 1.2 B | |||
| Total Debt | 1.7 B | |||
| Book Value Per Share | 42.87 X | |||
| Cash Flow From Operations | 545 M | |||
| Earnings Per Share | 4.34 X | |||
| Total Asset | 15.22 B | |||
About Illumina Performance
By analyzing Illumina's fundamental ratios, stakeholders can gain valuable insights into Illumina's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Illumina 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 Illumina 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 Illumina performance evaluation
Checking the ongoing alerts about Illumina for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Illumina help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Illumina's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Illumina's stock performance include:- Analyzing Illumina'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 Illumina's stock is overvalued or undervalued compared to its peers.
- Examining Illumina'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 Illumina's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Illumina's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Illumina's stock. These opinions can provide insight into Illumina's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Illumina Stock analysis
When running Illumina's price analysis, check to measure Illumina'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 Illumina is operating at the current time. Most of Illumina's value examination focuses on studying past and present price action to predict the probability of Illumina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Illumina's price. Additionally, you may evaluate how the addition of Illumina to your portfolios can decrease your overall portfolio volatility.
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