Nepa AB (Sweden) Performance
| NEPA Stock | SEK 19.95 0.35 1.72% |
The company secures a Beta (Market Risk) of -0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nepa AB are expected to decrease at a much lower rate. During the bear market, Nepa AB is likely to outperform the market. At this point, Nepa AB has a negative expected return of -0.2%. Please make sure to verify Nepa AB's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Nepa AB 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 Nepa 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 | 69.5 M | |
| Total Cashflows From Investing Activities | -10.6 M |
Nepa |
Nepa AB Relative Risk vs. Return Landscape
If you would invest 2,450 in Nepa AB on September 1, 2024 and sell it today you would lose (455.00) from holding Nepa AB or give up 18.57% of portfolio value over 90 days. Nepa AB is generating negative expected returns and assumes 4.4566% volatility on return distribution over the 90 days horizon. Simply put, 39% of stocks are less volatile than Nepa, and 99% 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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Nepa AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nepa AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nepa AB, and traders can use it to determine the average amount a Nepa 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 = -0.044
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Estimated Market Risk
| 4.46 actual daily | 39 61% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nepa 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 Nepa AB by adding Nepa AB to a well-diversified portfolio.
Nepa AB Fundamentals Growth
Nepa Stock prices reflect investors' perceptions of the future prospects and financial health of Nepa AB, and Nepa 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 Nepa Stock performance.
| Return On Equity | 0.32 | |||
| Return On Asset | 0.1 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 359.19 M | |||
| Shares Outstanding | 7.86 M | |||
| Price To Book | 2.66 X | |||
| Price To Sales | 0.87 X | |||
| Revenue | 295.46 M | |||
| EBITDA | 51.97 M | |||
| Cash And Equivalents | 85.07 M | |||
| Cash Per Share | 5.31 X | |||
| Book Value Per Share | 14.46 X | |||
| Cash Flow From Operations | 26.14 M | |||
| Earnings Per Share | 4.17 X | |||
| Total Asset | 196.71 M | |||
About Nepa AB Performance
Assessing Nepa AB's fundamental ratios provides investors with valuable insights into Nepa AB's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Nepa 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.
It offers Nepa CX IQ, a customer experience platform that collects, integrates, analyses, and simulates customer feedback, transaction, and third-party data to improve sales. The company was founded in 2006 and is based in Stockholm, Sweden. Nepa AB is traded on Stockholm Stock Exchange in Sweden.Things to note about Nepa AB performance evaluation
Checking the ongoing alerts about Nepa AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nepa AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nepa AB generated a negative expected return over the last 90 days | |
| Nepa AB has high historical volatility and very poor performance | |
| About 32.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Nepa 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 Nepa AB's stock is overvalued or undervalued compared to its peers.
- Examining Nepa 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 Nepa AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nepa AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nepa AB's stock. These opinions can provide insight into Nepa AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Nepa Stock Analysis
When running Nepa AB's price analysis, check to measure Nepa 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 Nepa AB is operating at the current time. Most of Nepa AB's value examination focuses on studying past and present price action to predict the probability of Nepa 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 Nepa AB's price. Additionally, you may evaluate how the addition of Nepa AB to your portfolios can decrease your overall portfolio volatility.