Japan Tobacco (Germany) Performance
| JAT Stock | EUR 26.20 0.27 1.02% |
The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Japan Tobacco are expected to decrease at a much lower rate. During the bear market, Japan Tobacco is likely to outperform the market. At this point, Japan Tobacco has a negative expected return of -0.0019%. Please make sure to check out Japan Tobacco's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Japan Tobacco performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Japan Tobacco has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Japan Tobacco is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 538.8 B | |
| Total Cashflows From Investing Activities | -97.5 B |
Japan |
Japan Tobacco Relative Risk vs. Return Landscape
If you would invest 2,576 in Japan Tobacco on August 28, 2024 and sell it today you would lose (18.00) from holding Japan Tobacco or give up 0.7% of portfolio value over 90 days. Japan Tobacco is currently producing negative expected returns and takes up 1.3544% volatility of returns over 90 trading days. Put another way, 12% of traded stocks are less volatile than Japan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Japan Tobacco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Tobacco's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Japan Tobacco, and traders can use it to determine the average amount a Japan 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 = -0.0014
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| Negative Returns | JAT |
Estimated Market Risk
| 1.35 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Japan Tobacco 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 Japan Tobacco by adding Japan Tobacco to a well-diversified portfolio.
Japan Tobacco Fundamentals Growth
Japan Stock prices reflect investors' perceptions of the future prospects and financial health of Japan Tobacco, and Japan 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 Japan Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0655 | |||
| Profit Margin | 0.17 % | |||
| Operating Margin | 0.24 % | |||
| Current Valuation | 35.48 B | |||
| Shares Outstanding | 1.77 B | |||
| Price To Earning | 10.09 X | |||
| Price To Book | 1.31 X | |||
| Price To Sales | 0.01 X | |||
| Revenue | 2.32 T | |||
| EBITDA | 705.09 B | |||
| Cash And Equivalents | 2.57 B | |||
| Cash Per Share | 1.44 X | |||
| Total Debt | 775.72 B | |||
| Debt To Equity | 39.80 % | |||
| Book Value Per Share | 1,995 X | |||
| Cash Flow From Operations | 598.91 B | |||
| Earnings Per Share | 1.56 X | |||
| Total Asset | 5.77 T | |||
About Japan Tobacco Performance
By analyzing Japan Tobacco's fundamental ratios, stakeholders can gain valuable insights into Japan Tobacco's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Japan Tobacco 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 Japan Tobacco has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Japan Tobacco Inc., a tobacco company, manufactures and sells tobacco products, prescription drugs, and processed food in Japan and internationally. Japan Tobacco Inc. was founded in 1898 and is headquartered in Tokyo, Japan. JAPAN TOBACCO operates under Tobacco classification in Germany and is traded on Frankfurt Stock Exchange. It employs 63968 people.Things to note about Japan Tobacco performance evaluation
Checking the ongoing alerts about Japan Tobacco for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Japan Tobacco help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Japan Tobacco generated a negative expected return over the last 90 days | |
| About 34.0% of the company shares are held by company insiders |
- Analyzing Japan 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 Japan Tobacco's stock is overvalued or undervalued compared to its peers.
- Examining Japan 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 Japan Tobacco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Japan Tobacco's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Japan Tobacco's stock. These opinions can provide insight into Japan Tobacco's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Japan Stock analysis
When running Japan Tobacco's price analysis, check to measure Japan 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 Japan Tobacco is operating at the current time. Most of Japan Tobacco's value examination focuses on studying past and present price action to predict the probability of Japan 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 Japan Tobacco's price. Additionally, you may evaluate how the addition of Japan Tobacco to your portfolios can decrease your overall portfolio volatility.
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