SALMAR (Germany) Performance
| JEP Stock | EUR 49.14 0.38 0.78% |
The firm has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SALMAR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SALMAR is expected to be smaller as well. SALMAR now has a risk of 1.64%. Please validate SALMAR total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if SALMAR will be following its existing price patterns.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days SALMAR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, SALMAR is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 223.4 M | |
| Free Cash Flow | 684.1 M |
SALMAR |
SALMAR Relative Risk vs. Return Landscape
If you would invest 4,918 in SALMAR on August 27, 2024 and sell it today you would lose (4.00) from holding SALMAR or give up 0.08% of portfolio value over 90 days. SALMAR is generating 0.0121% of daily returns assuming 1.6428% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than SALMAR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SALMAR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SALMAR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SALMAR, and traders can use it to determine the average amount a SALMAR'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 = 0.0073
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JEP |
Estimated Market Risk
| 1.64 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SALMAR 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 SALMAR by adding SALMAR to a well-diversified portfolio.
SALMAR Fundamentals Growth
SALMAR Stock prices reflect investors' perceptions of the future prospects and financial health of SALMAR, and SALMAR 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 SALMAR Stock performance.
| Current Valuation | 5.71 B | |||
| Price To Book | 3.80 X | |||
| Price To Sales | 2.41 X | |||
| Revenue | 15.04 B | |||
| EBITDA | 4.38 B | |||
| Total Debt | 4.91 B | |||
| Cash Flow From Operations | 2.91 B | |||
| Total Asset | 28.09 B | |||
About SALMAR Performance
By analyzing SALMAR's fundamental ratios, stakeholders can gain valuable insights into SALMAR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SALMAR 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 SALMAR 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 SALMAR performance evaluation
Checking the ongoing alerts about SALMAR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SALMAR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SALMAR's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SALMAR's stock performance include:- Analyzing SALMAR'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 SALMAR's stock is overvalued or undervalued compared to its peers.
- Examining SALMAR'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 SALMAR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SALMAR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SALMAR's stock. These opinions can provide insight into SALMAR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SALMAR Stock analysis
When running SALMAR's price analysis, check to measure SALMAR'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 SALMAR is operating at the current time. Most of SALMAR's value examination focuses on studying past and present price action to predict the probability of SALMAR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SALMAR's price. Additionally, you may evaluate how the addition of SALMAR to your portfolios can decrease your overall portfolio volatility.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |