SUNCOKE ENERGY (Germany) Performance
| S01 Stock | EUR 12.00 0.20 1.69% |
On a scale of 0 to 100, SUNCOKE ENERGY holds a performance score of 18. The entity has a beta of 1.04, which indicates a somewhat significant risk relative to the market. SUNCOKE ENERGY returns are very sensitive to returns on the market. As the market goes up or down, SUNCOKE ENERGY is expected to follow. Please check SUNCOKE ENERGY's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether SUNCOKE ENERGY's existing price patterns will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in SUNCOKE ENERGY are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, SUNCOKE ENERGY exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 63.8 M | |
| Free Cash Flow | 133.4 M |
SUNCOKE |
SUNCOKE ENERGY Relative Risk vs. Return Landscape
If you would invest 747.00 in SUNCOKE ENERGY on September 5, 2024 and sell it today you would earn a total of 453.00 from holding SUNCOKE ENERGY or generate 60.64% return on investment over 90 days. SUNCOKE ENERGY is generating 0.7847% of daily returns assuming 3.4032% volatility of returns over the 90 days investment horizon. Simply put, 30% of all stocks have less volatile historical return distribution than SUNCOKE ENERGY, and 85% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SUNCOKE ENERGY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SUNCOKE ENERGY's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SUNCOKE ENERGY, and traders can use it to determine the average amount a SUNCOKE ENERGY'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 = 0.2306
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | S01 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.4 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.78 actual daily | 15 85% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average SUNCOKE ENERGY is performing at about 18% of its full potential. 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 SUNCOKE ENERGY by adding it to a well-diversified portfolio.
SUNCOKE ENERGY Fundamentals Growth
SUNCOKE Stock prices reflect investors' perceptions of the future prospects and financial health of SUNCOKE ENERGY, and SUNCOKE ENERGY 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 SUNCOKE Stock performance.
| Current Valuation | 1.15 B | |||
| Price To Book | 1.20 X | |||
| Price To Sales | 0.38 X | |||
| Revenue | 1.97 B | |||
| EBITDA | 296.2 M | |||
| Total Debt | 528.9 M | |||
| Cash Flow From Operations | 208.9 M | |||
| Total Asset | 1.65 B | |||
About SUNCOKE ENERGY Performance
By analyzing SUNCOKE ENERGY's fundamental ratios, stakeholders can gain valuable insights into SUNCOKE ENERGY's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SUNCOKE ENERGY 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 SUNCOKE ENERGY 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 SUNCOKE ENERGY performance evaluation
Checking the ongoing alerts about SUNCOKE ENERGY for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SUNCOKE ENERGY help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SUNCOKE ENERGY appears to be risky and price may revert if volatility continues |
- Analyzing SUNCOKE ENERGY'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 SUNCOKE ENERGY's stock is overvalued or undervalued compared to its peers.
- Examining SUNCOKE ENERGY'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 SUNCOKE ENERGY's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SUNCOKE ENERGY's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SUNCOKE ENERGY's stock. These opinions can provide insight into SUNCOKE ENERGY's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SUNCOKE Stock analysis
When running SUNCOKE ENERGY's price analysis, check to measure SUNCOKE ENERGY'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 SUNCOKE ENERGY is operating at the current time. Most of SUNCOKE ENERGY's value examination focuses on studying past and present price action to predict the probability of SUNCOKE ENERGY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SUNCOKE ENERGY's price. Additionally, you may evaluate how the addition of SUNCOKE ENERGY to your portfolios can decrease your overall portfolio volatility.
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Bonds Directory Find actively traded corporate debentures issued by US companies |