VODAFONE GRP (Germany) Performance
| VODJ Stock | EUR 8.30 0.10 1.22% |
The entity has a beta of 0.096, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VODAFONE GRP's returns are expected to increase less than the market. However, during the bear market, the loss of holding VODAFONE GRP is expected to be smaller as well. At this point, VODAFONE GRP SP has a negative expected return of -0.0338%. Please make sure to validate VODAFONE GRP's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if VODAFONE GRP SP performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days VODAFONE GRP SP has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, VODAFONE GRP is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Dividend Yield | 0.0763 |
VODAFONE |
VODAFONE GRP Relative Risk vs. Return Landscape
If you would invest 855.00 in VODAFONE GRP SP on August 28, 2024 and sell it today you would lose (25.00) from holding VODAFONE GRP SP or give up 2.92% of portfolio value over 90 days. VODAFONE GRP SP is generating negative expected returns and assumes 1.5815% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than VODAFONE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VODAFONE GRP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VODAFONE GRP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VODAFONE GRP SP, and traders can use it to determine the average amount a VODAFONE GRP'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 = -0.0214
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| Negative Returns | VODJ |
Estimated Market Risk
| 1.58 actual daily | 14 86% 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 VODAFONE GRP 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 VODAFONE GRP by adding VODAFONE GRP to a well-diversified portfolio.
VODAFONE GRP Fundamentals Growth
VODAFONE Stock prices reflect investors' perceptions of the future prospects and financial health of VODAFONE GRP, and VODAFONE GRP 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 VODAFONE Stock performance.
| Current Valuation | 88.19 B | |||
| Price To Book | 0.49 X | |||
| Price To Sales | 0.61 X | |||
| Total Debt | 48.32 B | |||
| Total Asset | 153.95 B | |||
About VODAFONE GRP Performance
By analyzing VODAFONE GRP's fundamental ratios, stakeholders can gain valuable insights into VODAFONE GRP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if VODAFONE GRP 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 VODAFONE GRP 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 VODAFONE GRP SP performance evaluation
Checking the ongoing alerts about VODAFONE GRP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VODAFONE GRP SP help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VODAFONE GRP SP generated a negative expected return over the last 90 days |
- Analyzing VODAFONE GRP'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 VODAFONE GRP's stock is overvalued or undervalued compared to its peers.
- Examining VODAFONE GRP'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 VODAFONE GRP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VODAFONE GRP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VODAFONE GRP's stock. These opinions can provide insight into VODAFONE GRP's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for VODAFONE Stock analysis
When running VODAFONE GRP's price analysis, check to measure VODAFONE GRP'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 VODAFONE GRP is operating at the current time. Most of VODAFONE GRP's value examination focuses on studying past and present price action to predict the probability of VODAFONE GRP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VODAFONE GRP's price. Additionally, you may evaluate how the addition of VODAFONE GRP to your portfolios can decrease your overall portfolio volatility.
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