Umicore SA (Germany) Performance
| NVJP Stock | EUR 10.38 0.24 2.26% |
The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Umicore SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Umicore SA is expected to be smaller as well. At this point, Umicore SA has a negative expected return of -0.0902%. Please make sure to validate Umicore SA's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Umicore SA 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 Umicore SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable forward-looking indicators, Umicore SA 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 | 1.2 B |
Umicore |
Umicore SA Relative Risk vs. Return Landscape
If you would invest 1,123 in Umicore SA on August 28, 2024 and sell it today you would lose (85.00) from holding Umicore SA or give up 7.57% of portfolio value over 90 days. Umicore SA is producing return of less than zero assuming 2.5078% volatility of returns over the 90 days investment horizon. Simply put, 22% of all stocks have less volatile historical return distribution than Umicore SA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Umicore SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Umicore SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Umicore SA, and traders can use it to determine the average amount a Umicore SA'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 = -0.036
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| Negative Returns | NVJP |
Estimated Market Risk
| 2.51 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.09 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 Umicore SA 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 Umicore SA by adding Umicore SA to a well-diversified portfolio.
Umicore SA Fundamentals Growth
Umicore Stock prices reflect investors' perceptions of the future prospects and financial health of Umicore SA, and Umicore SA 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 Umicore Stock performance.
| Return On Equity | 0.17 | |||
| Return On Asset | 0.0535 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 9.12 B | |||
| Shares Outstanding | 240.2 M | |||
| Price To Earning | 21.70 X | |||
| Price To Book | 2.42 X | |||
| Price To Sales | 0.34 X | |||
| Revenue | 25.44 B | |||
| EBITDA | 1.14 B | |||
| Cash And Equivalents | 320.9 M | |||
| Cash Per Share | 1.33 X | |||
| Total Debt | 1.67 B | |||
| Debt To Equity | 52.30 % | |||
| Book Value Per Share | 14.58 X | |||
| Cash Flow From Operations | 634.2 M | |||
| Earnings Per Share | 2.37 X | |||
| Total Asset | 9.94 B | |||
About Umicore SA Performance
By analyzing Umicore SA's fundamental ratios, stakeholders can gain valuable insights into Umicore SA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Umicore SA 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 Umicore SA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Umicore S.A. operates as a materials technology and recycling company worldwide. Umicore S.A. was founded in 1906 and is headquartered in Brussels, Belgium. UMICORE S operates under Waste Management classification in Germany and is traded on Frankfurt Stock Exchange. It employs 10725 people.Things to note about Umicore SA performance evaluation
Checking the ongoing alerts about Umicore SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Umicore SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Umicore SA generated a negative expected return over the last 90 days | |
| About 16.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Umicore SA'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 Umicore SA's stock is overvalued or undervalued compared to its peers.
- Examining Umicore SA'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 Umicore SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Umicore SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Umicore SA's stock. These opinions can provide insight into Umicore SA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Umicore Stock analysis
When running Umicore SA's price analysis, check to measure Umicore SA'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 Umicore SA is operating at the current time. Most of Umicore SA's value examination focuses on studying past and present price action to predict the probability of Umicore SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Umicore SA's price. Additionally, you may evaluate how the addition of Umicore SA to your portfolios can decrease your overall portfolio volatility.
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