Treasury Wine (Australia) Performance
| TWE Stock | 11.30 0.02 0.18% |
The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Treasury Wine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Treasury Wine is expected to be smaller as well. At this point, Treasury Wine Estates has a negative expected return of -0.0423%. Please make sure to validate Treasury Wine's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Treasury Wine Estates 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 Treasury Wine Estates has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable technical and fundamental indicators, Treasury Wine is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Forward Dividend Yield 0.0319 | Payout Ratio 2.6845 | Forward Dividend Rate 0.36 | Ex Dividend Date 2024-08-28 |
1 | Treasury Wine Estates Updates on Securities Cessation - TipRanks | 11/06/2024 |
| Begin Period Cash Flow | 565.8 M |
Treasury |
Treasury Wine Relative Risk vs. Return Landscape
If you would invest 1,171 in Treasury Wine Estates on August 27, 2024 and sell it today you would lose (43.00) from holding Treasury Wine Estates or give up 3.67% of portfolio value over 90 days. Treasury Wine Estates is producing return of less than zero assuming 1.7711% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than Treasury Wine, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Treasury Wine Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treasury Wine's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Treasury Wine Estates, and traders can use it to determine the average amount a Treasury Wine'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 = -0.0239
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| Negative Returns | TWE |
Estimated Market Risk
| 1.77 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Treasury Wine 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 Treasury Wine by adding Treasury Wine to a well-diversified portfolio.
Treasury Wine Fundamentals Growth
Treasury Stock prices reflect investors' perceptions of the future prospects and financial health of Treasury Wine, and Treasury Wine 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 Treasury Stock performance.
| Return On Equity | 0.0233 | ||||
| Return On Asset | 0.0239 | ||||
| Profit Margin | 0.04 % | ||||
| Operating Margin | (0.01) % | ||||
| Current Valuation | 10.85 B | ||||
| Shares Outstanding | 811.43 M | ||||
| Price To Book | 1.99 X | ||||
| Price To Sales | 3.27 X | ||||
| Revenue | 2.81 B | ||||
| Gross Profit | 1.07 B | ||||
| EBITDA | 528.9 M | ||||
| Net Income | 98.9 M | ||||
| Total Debt | 2.16 B | ||||
| Book Value Per Share | 5.66 X | ||||
| Cash Flow From Operations | 431.7 M | ||||
| Earnings Per Share | 0.13 X | ||||
| Total Asset | 8.11 B | ||||
| Retained Earnings | 302.9 M | ||||
About Treasury Wine Performance
Assessing Treasury Wine's fundamental ratios provides investors with valuable insights into Treasury Wine's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Treasury Wine 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.
Treasury Wine is entity of Australia. It is traded as Stock on AU exchange.Things to note about Treasury Wine Estates performance evaluation
Checking the ongoing alerts about Treasury Wine for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Treasury Wine Estates help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Treasury Wine generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Treasury Wine Estates Updates on Securities Cessation - TipRanks |
- Analyzing Treasury Wine'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 Treasury Wine's stock is overvalued or undervalued compared to its peers.
- Examining Treasury Wine'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 Treasury Wine's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Treasury Wine's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Treasury Wine's stock. These opinions can provide insight into Treasury Wine's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Treasury Stock Analysis
When running Treasury Wine's price analysis, check to measure Treasury Wine'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 Treasury Wine is operating at the current time. Most of Treasury Wine's value examination focuses on studying past and present price action to predict the probability of Treasury Wine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Treasury Wine's price. Additionally, you may evaluate how the addition of Treasury Wine to your portfolios can decrease your overall portfolio volatility.