MSAD INSURANCE (Germany) Performance
| 59M Stock | EUR 21.60 0.80 3.57% |
MSAD INSURANCE has a performance score of 7 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.089, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MSAD INSURANCE are expected to decrease at a much lower rate. During the bear market, MSAD INSURANCE is likely to outperform the market. MSAD INSURANCE currently owns a risk of 1.26%. Please verify MSAD INSURANCE jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if MSAD INSURANCE will be following its current price history.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in MSAD INSURANCE are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain primary indicators, MSAD INSURANCE may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 2 T | |
| Free Cash Flow | 155.6 B |
MSAD |
MSAD INSURANCE Relative Risk vs. Return Landscape
If you would invest 2,020 in MSAD INSURANCE on August 24, 2024 and sell it today you would earn a total of 140.00 from holding MSAD INSURANCE or generate 6.93% return on investment over 90 days. MSAD INSURANCE is generating 0.1126% of daily returns assuming 1.2635% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than MSAD INSURANCE, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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MSAD INSURANCE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSAD INSURANCE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MSAD INSURANCE, and traders can use it to determine the average amount a MSAD INSURANCE'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 = 0.0891
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| Cash | 59M | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.26 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average MSAD INSURANCE is performing at about 7% 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 MSAD INSURANCE by adding it to a well-diversified portfolio.
MSAD INSURANCE Fundamentals Growth
MSAD Stock prices reflect investors' perceptions of the future prospects and financial health of MSAD INSURANCE, and MSAD INSURANCE 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 MSAD Stock performance.
| Current Valuation | 1.21 B | |||
| Price To Book | 0.73 X | |||
| Price To Sales | 0.42 X | |||
| Revenue | 5.01 T | |||
| Total Debt | 782.9 B | |||
| Cash Flow From Operations | 236.71 B | |||
| Total Asset | 25.03 T | |||
About MSAD INSURANCE Performance
Assessing MSAD INSURANCE's fundamental ratios provides investors with valuable insights into MSAD INSURANCE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MSAD INSURANCE is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about MSAD INSURANCE performance evaluation
Checking the ongoing alerts about MSAD INSURANCE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MSAD INSURANCE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating MSAD INSURANCE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate MSAD INSURANCE's stock performance include:- Analyzing MSAD INSURANCE'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 MSAD INSURANCE's stock is overvalued or undervalued compared to its peers.
- Examining MSAD INSURANCE'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 MSAD INSURANCE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MSAD INSURANCE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MSAD INSURANCE's stock. These opinions can provide insight into MSAD INSURANCE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MSAD Stock Analysis
When running MSAD INSURANCE's price analysis, check to measure MSAD INSURANCE'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 MSAD INSURANCE is operating at the current time. Most of MSAD INSURANCE's value examination focuses on studying past and present price action to predict the probability of MSAD INSURANCE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSAD INSURANCE's price. Additionally, you may evaluate how the addition of MSAD INSURANCE to your portfolios can decrease your overall portfolio volatility.