Sunrun (Germany) Performance
| 3S9 Stock | EUR 10.03 0.33 3.40% |
The entity has a beta of -1.63, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sunrun are expected to decrease by larger amounts. On the other hand, during market turmoil, Sunrun is expected to outperform it. At this point, Sunrun Inc has a negative expected return of -0.78%. Please make sure to validate Sunrun's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Sunrun Inc 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 Sunrun Inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 850.4 M |
Sunrun |
Sunrun Relative Risk vs. Return Landscape
If you would invest 1,848 in Sunrun Inc on August 27, 2024 and sell it today you would lose (845.00) from holding Sunrun Inc or give up 45.73% of portfolio value over 90 days. Sunrun Inc is currently producing negative expected returns and takes up 5.3929% volatility of returns over 90 trading days. Put another way, 48% of traded stocks are less volatile than Sunrun, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Sunrun Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunrun's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sunrun Inc, and traders can use it to determine the average amount a Sunrun'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 = -0.1445
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3S9 |
Estimated Market Risk
| 5.39 actual daily | 47 53% of assets are more volatile |
Expected Return
| -0.78 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sunrun 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 Sunrun by adding Sunrun to a well-diversified portfolio.
Sunrun Fundamentals Growth
Sunrun Stock prices reflect investors' perceptions of the future prospects and financial health of Sunrun, and Sunrun 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 Sunrun Stock performance.
| Return On Equity | -0.11 | |||
| Return On Asset | -0.0218 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | (0.27) % | |||
| Current Valuation | 13.9 B | |||
| Shares Outstanding | 214.42 M | |||
| Price To Earning | 63.39 X | |||
| Price To Book | 1.03 X | |||
| Price To Sales | 2.88 X | |||
| Revenue | 2.32 B | |||
| EBITDA | 49.51 M | |||
| Cash And Equivalents | 245.6 M | |||
| Cash Per Share | 2.13 X | |||
| Total Debt | 8.24 B | |||
| Debt To Equity | 152.40 % | |||
| Book Value Per Share | 31.32 X | |||
| Cash Flow From Operations | (848.79 M) | |||
| Earnings Per Share | 0.29 X | |||
| Total Asset | 19.27 B | |||
About Sunrun Performance
By analyzing Sunrun's fundamental ratios, stakeholders can gain valuable insights into Sunrun's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sunrun 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 Sunrun has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Sunrun Inc. engages in the design, development, installation, sale, ownership, and maintenance of residential solar energy systems in the United States. Sunrun Inc. was founded in 2007 and is headquartered in San Francisco, California. Sunrun operates under Solar classification in Germany and is traded on Frankfurt Stock Exchange. It employs 4400 people.Things to note about Sunrun Inc performance evaluation
Checking the ongoing alerts about Sunrun for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sunrun Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sunrun Inc generated a negative expected return over the last 90 days | |
| Sunrun Inc has high historical volatility and very poor performance | |
| Sunrun Inc has high likelihood to experience some financial distress in the next 2 years | |
| Sunrun Inc has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Sunrun Inc has accumulated about 245.6 M in cash with (848.79 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.13. | |
| Over 95.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Sunrun'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 Sunrun's stock is overvalued or undervalued compared to its peers.
- Examining Sunrun'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 Sunrun's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sunrun's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sunrun's stock. These opinions can provide insight into Sunrun's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sunrun Stock analysis
When running Sunrun's price analysis, check to measure Sunrun'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 Sunrun is operating at the current time. Most of Sunrun's value examination focuses on studying past and present price action to predict the probability of Sunrun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunrun's price. Additionally, you may evaluate how the addition of Sunrun to your portfolios can decrease your overall portfolio volatility.
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