Advanced Drainage (Germany) Performance
| 6DA Stock | EUR 126.00 3.70 3.03% |
The firm shows a Beta (market volatility) of 1.46, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Advanced Drainage will likely underperform. At this point, Advanced Drainage Systems has a negative expected return of -0.19%. Please make sure to confirm Advanced Drainage's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Advanced Drainage Systems 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 Advanced Drainage Systems has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 195 M | |
| Total Cashflows From Investing Activities | -198.8 M | |
| Free Cash Flow | 125.8 M |
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Advanced Drainage Relative Risk vs. Return Landscape
If you would invest 14,633 in Advanced Drainage Systems on August 25, 2024 and sell it today you would lose (2,033) from holding Advanced Drainage Systems or give up 13.89% of portfolio value over 90 days. Advanced Drainage Systems is currently producing negative expected returns and takes up 2.5087% volatility of returns over 90 trading days. Put another way, 22% of traded stocks are less volatile than Advanced, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Advanced Drainage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Drainage's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Advanced Drainage Systems, and traders can use it to determine the average amount a Advanced Drainage'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 = -0.0774
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| Negative Returns | 6DA |
Estimated Market Risk
| 2.51 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Advanced Drainage 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 Advanced Drainage by adding Advanced Drainage to a well-diversified portfolio.
Advanced Drainage Fundamentals Growth
Advanced Stock prices reflect investors' perceptions of the future prospects and financial health of Advanced Drainage, and Advanced Drainage 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 Advanced Stock performance.
| Return On Equity | 0.48 | |||
| Return On Asset | 0.16 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.23 % | |||
| Current Valuation | 7.85 B | |||
| Shares Outstanding | 81.23 M | |||
| Price To Earning | 23.80 X | |||
| Price To Book | 6.03 X | |||
| Price To Sales | 2.14 X | |||
| Revenue | 2.77 B | |||
| EBITDA | 558.87 M | |||
| Cash And Equivalents | 8.89 M | |||
| Cash Per Share | 0.16 X | |||
| Total Debt | 908.71 M | |||
| Debt To Equity | 46.80 % | |||
| Book Value Per Share | 13.15 X | |||
| Cash Flow From Operations | 274.89 M | |||
| Earnings Per Share | 5.24 X | |||
| Total Asset | 2.65 B | |||
About Advanced Drainage Performance
By analyzing Advanced Drainage's fundamental ratios, stakeholders can gain valuable insights into Advanced Drainage's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Advanced Drainage 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 Advanced Drainage has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Advanced Drainage Systems, Inc. designs, manufactures, and markets thermoplastic corrugated pipes and related water management products, and drainage solutions for use in the underground construction and infrastructure marketplace in the United States and internationally. Advanced Drainage Systems, Inc. was founded in 1966 and is headquartered in Hilliard, Ohio. Advanced Drainage operates under Rubber Plastics classification in Germany and is traded on Frankfurt Stock Exchange. It employs 4400 people.Things to note about Advanced Drainage Systems performance evaluation
Checking the ongoing alerts about Advanced Drainage for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Advanced Drainage Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Advanced Drainage generated a negative expected return over the last 90 days | |
| Over 87.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Advanced Drainage'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 Advanced Drainage's stock is overvalued or undervalued compared to its peers.
- Examining Advanced Drainage'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 Advanced Drainage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Advanced Drainage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Advanced Drainage's stock. These opinions can provide insight into Advanced Drainage's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Advanced Stock analysis
When running Advanced Drainage's price analysis, check to measure Advanced Drainage'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 Advanced Drainage is operating at the current time. Most of Advanced Drainage's value examination focuses on studying past and present price action to predict the probability of Advanced Drainage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Drainage's price. Additionally, you may evaluate how the addition of Advanced Drainage to your portfolios can decrease your overall portfolio volatility.
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