SAP SE (Germany) Performance
| SAPA Stock | EUR 224.00 6.00 2.75% |
SAP SE has a performance score of 8 on a scale of 0 to 100. The firm has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SAP SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding SAP SE is expected to be smaller as well. SAP SE currently has a risk of 1.73%. Please validate SAP SE treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SAP SE will be following its existing price patterns.
Risk-Adjusted Performance
8 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in SAP SE are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, SAP SE may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 8.9 B |
SAP |
SAP SE Relative Risk vs. Return Landscape
If you would invest 20,000 in SAP SE on August 31, 2024 and sell it today you would earn a total of 2,400 from holding SAP SE or generate 12.0% return on investment over 90 days. SAP SE is generating 0.1891% of daily returns assuming 1.7271% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than SAP SE, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAP SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAP SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAP SE, and traders can use it to determine the average amount a SAP SE'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 = 0.1095
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| Small Returns | SAPA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.73 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average SAP SE is performing at about 8% 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 SAP SE by adding it to a well-diversified portfolio.
SAP SE Fundamentals Growth
SAP Stock prices reflect investors' perceptions of the future prospects and financial health of SAP SE, and SAP SE 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 SAP Stock performance.
| Return On Equity | 0.0406 | |||
| Return On Asset | 0.0458 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 130.7 B | |||
| Shares Outstanding | 1.17 B | |||
| Price To Earning | 27.67 X | |||
| Price To Book | 2.77 X | |||
| Price To Sales | 3.85 X | |||
| Revenue | 30.87 B | |||
| EBITDA | 7.19 B | |||
| Cash And Equivalents | 11.75 B | |||
| Cash Per Share | 9.95 X | |||
| Total Debt | 9.24 B | |||
| Debt To Equity | 0.49 % | |||
| Book Value Per Share | 34.42 X | |||
| Cash Flow From Operations | 5.65 B | |||
| Earnings Per Share | 1.97 X | |||
| Total Asset | 72.16 B | |||
| Retained Earnings | 20.79 B | |||
| Current Asset | 10.37 B | |||
| Current Liabilities | 8.95 B | |||
About SAP SE Performance
By analyzing SAP SE's fundamental ratios, stakeholders can gain valuable insights into SAP SE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SAP SE 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 SAP SE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SAP SE operates as an enterprise application software company worldwide. SAP SE was founded in 1972 and is headquartered in Walldorf, Germany. SAP SE operates under SoftwareApplication classification in Germany and is traded on Frankfurt Stock Exchange. It employs 103142 people.Things to note about SAP SE performance evaluation
Checking the ongoing alerts about SAP SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAP SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SAP SE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SAP SE's stock performance include:- Analyzing SAP SE'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 SAP SE's stock is overvalued or undervalued compared to its peers.
- Examining SAP SE'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 SAP SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAP SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAP SE's stock. These opinions can provide insight into SAP SE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SAP Stock analysis
When running SAP SE's price analysis, check to measure SAP SE'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 SAP SE is operating at the current time. Most of SAP SE's value examination focuses on studying past and present price action to predict the probability of SAP SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAP SE's price. Additionally, you may evaluate how the addition of SAP SE to your portfolios can decrease your overall portfolio volatility.
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