SECOM CO (Germany) Performance
| XSC Stock | EUR 31.20 0.60 1.89% |
The entity owns a Beta (Systematic Risk) of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SECOM CO's returns are expected to increase less than the market. However, during the bear market, the loss of holding SECOM CO is expected to be smaller as well. At this point, SECOM LTD has a negative expected return of -0.0539%. Please make sure to validate SECOM CO's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to decide if SECOM LTD performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days SECOM LTD has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, SECOM CO is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 490 B | |
| Total Cashflows From Investing Activities | -55.4 B |
SECOM |
SECOM CO Relative Risk vs. Return Landscape
If you would invest 3,240 in SECOM LTD on October 17, 2024 and sell it today you would lose (120.00) from holding SECOM LTD or give up 3.7% of portfolio value over 90 days. SECOM LTD is currently producing negative expected returns and takes up 1.3489% volatility of returns over 90 trading days. Put another way, 12% of traded stocks are less volatile than SECOM, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
SECOM CO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SECOM CO's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SECOM LTD, and traders can use it to determine the average amount a SECOM CO'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 = -0.04
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XSC |
Estimated Market Risk
| 1.35 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SECOM CO 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 SECOM CO by adding SECOM CO to a well-diversified portfolio.
SECOM CO Fundamentals Growth
SECOM Stock prices reflect investors' perceptions of the future prospects and financial health of SECOM CO, and SECOM CO 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 SECOM Stock performance.
| Return On Equity | 0.0811 | |||
| Return On Asset | 0.0438 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 7.89 B | |||
| Shares Outstanding | 215.92 M | |||
| Price To Earning | 18.77 X | |||
| Price To Book | 1.51 X | |||
| Price To Sales | 0.01 X | |||
| Revenue | 1.05 T | |||
| EBITDA | 220.31 B | |||
| Cash And Equivalents | 4.27 B | |||
| Cash Per Share | 19.57 X | |||
| Total Debt | 15.14 B | |||
| Debt To Equity | 6.40 % | |||
| Book Value Per Share | 5,355 X | |||
| Cash Flow From Operations | 164.91 B | |||
| Earnings Per Share | 2.96 X | |||
| Total Asset | 1.91 T | |||
About SECOM CO Performance
By analyzing SECOM CO's fundamental ratios, stakeholders can gain valuable insights into SECOM CO's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SECOM CO 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 SECOM CO has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SECOM CO., LTD. provides security services in Japan and internationally. The company was founded in 1962 and is headquartered in Tokyo, Japan. SECOM LTD operates under Security Protection Services classification in Germany and is traded on Frankfurt Stock Exchange. It employs 56923 people.Things to note about SECOM LTD performance evaluation
Checking the ongoing alerts about SECOM CO for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SECOM LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SECOM LTD generated a negative expected return over the last 90 days |
- Analyzing SECOM CO'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 SECOM CO's stock is overvalued or undervalued compared to its peers.
- Examining SECOM CO'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 SECOM CO's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SECOM CO's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SECOM CO's stock. These opinions can provide insight into SECOM CO's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SECOM Stock analysis
When running SECOM CO's price analysis, check to measure SECOM CO'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 SECOM CO is operating at the current time. Most of SECOM CO's value examination focuses on studying past and present price action to predict the probability of SECOM CO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SECOM CO's price. Additionally, you may evaluate how the addition of SECOM CO to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |