Macquarie Group (Germany) Performance
| 4M4 Stock | EUR 139.96 0.16 0.11% |
Macquarie Group has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0846, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Macquarie Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macquarie Group is expected to be smaller as well. Macquarie Group right now secures a risk of 1.32%. Please verify Macquarie Group Limited downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Macquarie Group Limited will be following its current price movements.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Macquarie Group Limited are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Macquarie Group may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 33.5 B | |
| Total Cashflows From Investing Activities | 12 M |
Macquarie |
Macquarie Group Relative Risk vs. Return Landscape
If you would invest 12,594 in Macquarie Group Limited on August 25, 2024 and sell it today you would earn a total of 1,402 from holding Macquarie Group Limited or generate 11.13% return on investment over 90 days. Macquarie Group Limited is currently producing 0.1711% returns and takes up 1.3214% volatility of returns over 90 trading days. Put another way, 11% of traded stocks are less volatile than Macquarie, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Macquarie Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macquarie Group Limited, and traders can use it to determine the average amount a Macquarie Group'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 = 0.1295
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 4M4 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Macquarie Group is performing at about 10% of its full potential. 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 Macquarie Group by adding it to a well-diversified portfolio.
Macquarie Group Fundamentals Growth
Macquarie Stock prices reflect investors' perceptions of the future prospects and financial health of Macquarie Group, and Macquarie Group 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 Macquarie Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.0123 | |||
| Profit Margin | 0.27 % | |||
| Operating Margin | 0.38 % | |||
| Current Valuation | (18.93 B) | |||
| Shares Outstanding | 386.48 M | |||
| Price To Earning | 13.85 X | |||
| Price To Book | 2.18 X | |||
| Price To Sales | 2.25 X | |||
| Revenue | 6.89 B | |||
| EBITDA | 8.58 B | |||
| Cash And Equivalents | 34.82 B | |||
| Cash Per Share | 107.64 X | |||
| Total Debt | 12.29 B | |||
| Book Value Per Share | 84.87 X | |||
| Cash Flow From Operations | 32.99 B | |||
| Earnings Per Share | 8.09 X | |||
| Total Asset | 399.18 B | |||
About Macquarie Group Performance
By analyzing Macquarie Group's fundamental ratios, stakeholders can gain valuable insights into Macquarie Group's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Macquarie Group 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 Macquarie Group has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Macquarie Group Limited provides diversified financial services in Australia, Europe, the Middle East, Africa, Americas, and the Asia Pacific. The company was founded in 1969 and is headquartered in Sydney, Australia. MACQUARIE GROUP operates under Capital Markets classification in Germany and is traded on Frankfurt Stock Exchange. It employs 15715 people.Things to note about Macquarie Group performance evaluation
Checking the ongoing alerts about Macquarie Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macquarie Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Macquarie Group's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Macquarie Group's stock performance include:- Analyzing Macquarie Group'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 Macquarie Group's stock is overvalued or undervalued compared to its peers.
- Examining Macquarie Group'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 Macquarie Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Macquarie Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Macquarie Group's stock. These opinions can provide insight into Macquarie Group's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Macquarie Stock analysis
When running Macquarie Group's price analysis, check to measure Macquarie Group'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 Macquarie Group is operating at the current time. Most of Macquarie Group's value examination focuses on studying past and present price action to predict the probability of Macquarie Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macquarie Group's price. Additionally, you may evaluate how the addition of Macquarie Group to your portfolios can decrease your overall portfolio volatility.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Stocks Directory Find actively traded stocks across global markets | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |