Wacker Neuson (Germany) Performance
| WAC Stock | EUR 13.26 0.14 1.07% |
The firm maintains a market beta of 0.0902, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wacker Neuson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wacker Neuson is expected to be smaller as well. At this point, Wacker Neuson SE has a negative expected return of -0.12%. Please make sure to check out Wacker Neuson's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Wacker Neuson SE performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Wacker Neuson SE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
| Begin Period Cash Flow | 283.1 M | |
| Free Cash Flow | 249.5 M |
Wacker |
Wacker Neuson Relative Risk vs. Return Landscape
If you would invest 1,452 in Wacker Neuson SE on August 30, 2024 and sell it today you would lose (126.00) from holding Wacker Neuson SE or give up 8.68% of portfolio value over 90 days. Wacker Neuson SE is producing return of less than zero assuming 1.9042% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than Wacker Neuson, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Wacker Neuson Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wacker Neuson's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Wacker Neuson SE, and traders can use it to determine the average amount a Wacker Neuson'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 = -0.0639
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | WAC |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Wacker Neuson 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 Wacker Neuson by adding Wacker Neuson to a well-diversified portfolio.
Wacker Neuson Fundamentals Growth
Wacker Stock prices reflect investors' perceptions of the future prospects and financial health of Wacker Neuson, and Wacker Neuson 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 Wacker Stock performance.
| Current Valuation | 1.52 B | |||
| Price To Book | 0.89 X | |||
| Price To Sales | 0.56 X | |||
| Revenue | 1.87 B | |||
| EBITDA | 275.4 M | |||
| Total Debt | 293.6 M | |||
| Cash Flow From Operations | 331.7 M | |||
| Total Asset | 2.32 B | |||
About Wacker Neuson Performance
By analyzing Wacker Neuson's fundamental ratios, stakeholders can gain valuable insights into Wacker Neuson's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Wacker Neuson 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 Wacker Neuson 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 Wacker Neuson SE performance evaluation
Checking the ongoing alerts about Wacker Neuson for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Wacker Neuson SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Wacker Neuson SE generated a negative expected return over the last 90 days |
- Analyzing Wacker Neuson'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 Wacker Neuson's stock is overvalued or undervalued compared to its peers.
- Examining Wacker Neuson'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 Wacker Neuson's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Wacker Neuson's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Wacker Neuson's stock. These opinions can provide insight into Wacker Neuson's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Wacker Stock analysis
When running Wacker Neuson's price analysis, check to measure Wacker Neuson'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 Wacker Neuson is operating at the current time. Most of Wacker Neuson's value examination focuses on studying past and present price action to predict the probability of Wacker Neuson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wacker Neuson's price. Additionally, you may evaluate how the addition of Wacker Neuson to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |