JM AB (Sweden) Performance
| JM Stock | 176.60 5.10 2.97% |
The company owns a Beta (Systematic Risk) of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JM AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding JM AB is expected to be smaller as well. At this point, JM AB has a negative expected return of -0.16%. Please make sure to check out JM AB's total risk alpha, as well as the relationship between the skewness and day median price , to decide if JM AB performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days JM AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Begin Period Cash Flow | 3 B | |
| Total Cashflows From Investing Activities | -17 M |
JM AB |
JM AB Relative Risk vs. Return Landscape
If you would invest 19,800 in JM AB on August 29, 2024 and sell it today you would lose (2,140) from holding JM AB or give up 10.81% of portfolio value over 90 days. JM AB is currently producing negative expected returns and takes up 1.8799% volatility of returns over 90 trading days. Put another way, 16% of traded stocks are less volatile than JM AB, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
JM AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JM AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as JM AB, and traders can use it to determine the average amount a JM AB'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 = -0.0842
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| Negative Returns | JM |
Estimated Market Risk
| 1.88 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JM AB 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 JM AB by adding JM AB to a well-diversified portfolio.
JM AB Fundamentals Growth
JM AB Stock prices reflect investors' perceptions of the future prospects and financial health of JM AB, and JM AB 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 JM AB Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.0518 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 18.63 B | |||
| Shares Outstanding | 64.86 M | |||
| Price To Book | 1.45 X | |||
| Price To Sales | 0.72 X | |||
| Revenue | 15.65 B | |||
| EBITDA | 2.35 B | |||
| Cash And Equivalents | 3.98 B | |||
| Total Debt | 818 M | |||
| Book Value Per Share | 135.26 X | |||
| Cash Flow From Operations | (961 M) | |||
| Earnings Per Share | 23.10 X | |||
| Total Asset | 24.39 B | |||
About JM AB Performance
Assessing JM AB's fundamental ratios provides investors with valuable insights into JM AB's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JM AB 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 JM AB performance evaluation
Checking the ongoing alerts about JM AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for JM AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| JM AB generated a negative expected return over the last 90 days | |
| JM AB has accumulated about 3.98 B in cash with (961 M) of positive cash flow from operations. | |
| Roughly 31.0% of the company shares are held by company insiders |
- Analyzing JM AB'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 JM AB's stock is overvalued or undervalued compared to its peers.
- Examining JM AB'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 JM AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JM AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of JM AB's stock. These opinions can provide insight into JM AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for JM AB Stock Analysis
When running JM AB's price analysis, check to measure JM AB'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 JM AB is operating at the current time. Most of JM AB's value examination focuses on studying past and present price action to predict the probability of JM AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JM AB's price. Additionally, you may evaluate how the addition of JM AB to your portfolios can decrease your overall portfolio volatility.