VONOVIA SE (Germany) Performance
| VNAA Stock | EUR 15.40 0.50 3.36% |
The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VONOVIA SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding VONOVIA SE is expected to be smaller as well. At this point, VONOVIA SE ADR has a negative expected return of -0.0316%. Please make sure to validate VONOVIA SE's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if VONOVIA SE ADR performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days VONOVIA SE ADR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, VONOVIA SE is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
VONOVIA |
VONOVIA SE Relative Risk vs. Return Landscape
If you would invest 1,590 in VONOVIA SE ADR on August 31, 2024 and sell it today you would lose (50.00) from holding VONOVIA SE ADR or give up 3.14% of portfolio value over 90 days. VONOVIA SE ADR is producing return of less than zero assuming 1.8887% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than VONOVIA SE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VONOVIA SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VONOVIA SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VONOVIA SE ADR, and traders can use it to determine the average amount a VONOVIA 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 = -0.0167
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Estimated Market Risk
| 1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.03 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 VONOVIA SE 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 VONOVIA SE by adding VONOVIA SE to a well-diversified portfolio.
VONOVIA SE Fundamentals Growth
VONOVIA Stock prices reflect investors' perceptions of the future prospects and financial health of VONOVIA SE, and VONOVIA 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 VONOVIA Stock performance.
| Return On Equity | 0.0355 | |||
| Return On Asset | 0.0065 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.12 % | |||
| Shares Outstanding | 1.59 B | |||
| Price To Earning | 9.47 X | |||
| Revenue | 8.98 B | |||
| EBITDA | 2.07 B | |||
| Cash And Equivalents | 2.25 B | |||
| Cash Per Share | 1.96 X | |||
| Total Debt | 30.04 B | |||
| Debt To Equity | 1.11 % | |||
| Book Value Per Share | 21.41 X | |||
| Cash Flow From Operations | 1.51 B | |||
| Earnings Per Share | 0.75 X | |||
About VONOVIA SE Performance
By analyzing VONOVIA SE's fundamental ratios, stakeholders can gain valuable insights into VONOVIA SE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if VONOVIA 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 VONOVIA SE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Vonovia SE operates as an integrated residential real estate company in Europe. Vonovia SE was founded in 1998 and is headquartered in Bochum, Germany. VONOVIA SE operates under Real Estate Services classification in Germany and is traded on Frankfurt Stock Exchange. It employs 10793 people.Things to note about VONOVIA SE ADR performance evaluation
Checking the ongoing alerts about VONOVIA SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VONOVIA SE ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VONOVIA SE ADR generated a negative expected return over the last 90 days | |
| VONOVIA SE ADR has accumulated 30.04 B in total debt with debt to equity ratio (D/E) of 1.11, which is about average as compared to similar companies. VONOVIA SE ADR has a current ratio of 0.84, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist VONOVIA SE until it has trouble settling it off, either with new capital or with free cash flow. So, VONOVIA SE's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like VONOVIA SE ADR sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for VONOVIA to invest in growth at high rates of return. When we think about VONOVIA SE's use of debt, we should always consider it together with cash and equity. |
- Analyzing VONOVIA 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 VONOVIA SE's stock is overvalued or undervalued compared to its peers.
- Examining VONOVIA 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 VONOVIA SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VONOVIA SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VONOVIA SE's stock. These opinions can provide insight into VONOVIA SE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for VONOVIA Stock analysis
When running VONOVIA SE's price analysis, check to measure VONOVIA 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 VONOVIA SE is operating at the current time. Most of VONOVIA SE's value examination focuses on studying past and present price action to predict the probability of VONOVIA 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 VONOVIA SE's price. Additionally, you may evaluate how the addition of VONOVIA SE to your portfolios can decrease your overall portfolio volatility.
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