IMPERIAL TOBACCO (Germany) Performance
| ITB Stock | EUR 30.79 0.32 1.03% |
On a scale of 0 to 100, IMPERIAL TOBACCO holds a performance score of 19. The company retains a Market Volatility (i.e., Beta) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IMPERIAL TOBACCO are expected to decrease at a much lower rate. During the bear market, IMPERIAL TOBACCO is likely to outperform the market. Please check IMPERIAL TOBACCO's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether IMPERIAL TOBACCO's current trending patterns will revert.
Risk-Adjusted Performance
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in IMPERIAL TOBACCO are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady fundamental drivers, IMPERIAL TOBACCO unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Dividend Yield | 0.0755 |
IMPERIAL |
IMPERIAL TOBACCO Relative Risk vs. Return Landscape
If you would invest 2,526 in IMPERIAL TOBACCO on September 1, 2024 and sell it today you would earn a total of 553.00 from holding IMPERIAL TOBACCO or generate 21.89% return on investment over 90 days. IMPERIAL TOBACCO is generating 0.3126% of daily returns assuming 1.2465% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than IMPERIAL TOBACCO, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IMPERIAL TOBACCO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMPERIAL TOBACCO's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as IMPERIAL TOBACCO , and traders can use it to determine the average amount a IMPERIAL TOBACCO'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 = 0.2508
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Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average IMPERIAL TOBACCO is performing at about 19% 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 IMPERIAL TOBACCO by adding it to a well-diversified portfolio.
IMPERIAL TOBACCO Fundamentals Growth
IMPERIAL Stock prices reflect investors' perceptions of the future prospects and financial health of IMPERIAL TOBACCO, and IMPERIAL TOBACCO 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 IMPERIAL Stock performance.
| Current Valuation | 32.37 B | |||
| Price To Book | 2.83 X | |||
| Price To Sales | 0.60 X | |||
| Total Debt | 9 B | |||
| Total Asset | 30.96 B | |||
About IMPERIAL TOBACCO Performance
Assessing IMPERIAL TOBACCO's fundamental ratios provides investors with valuable insights into IMPERIAL TOBACCO's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IMPERIAL TOBACCO is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about IMPERIAL TOBACCO performance evaluation
Checking the ongoing alerts about IMPERIAL TOBACCO for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for IMPERIAL TOBACCO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating IMPERIAL TOBACCO's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate IMPERIAL TOBACCO's stock performance include:- Analyzing IMPERIAL TOBACCO'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 IMPERIAL TOBACCO's stock is overvalued or undervalued compared to its peers.
- Examining IMPERIAL TOBACCO'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 IMPERIAL TOBACCO's management team can have a significant impact on its success or failure. Reviewing the track record and experience of IMPERIAL TOBACCO's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of IMPERIAL TOBACCO's stock. These opinions can provide insight into IMPERIAL TOBACCO's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for IMPERIAL Stock Analysis
When running IMPERIAL TOBACCO's price analysis, check to measure IMPERIAL TOBACCO'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 IMPERIAL TOBACCO is operating at the current time. Most of IMPERIAL TOBACCO's value examination focuses on studying past and present price action to predict the probability of IMPERIAL TOBACCO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IMPERIAL TOBACCO's price. Additionally, you may evaluate how the addition of IMPERIAL TOBACCO to your portfolios can decrease your overall portfolio volatility.