ABB PAR (Germany) Performance
| ALZ Stock | EUR 12.80 0.30 2.29% |
The firm owns a Beta (Systematic Risk) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABB PAR are expected to decrease at a much lower rate. During the bear market, ABB PAR is likely to outperform the market. At this point, ABB PAR AB has a negative expected return of -0.12%. Please make sure to confirm ABB PAR's mean deviation, information ratio, potential upside, as well as the relationship between the standard deviation and total risk alpha , to decide if ABB PAR AB performance from the past will be repeated at some future date.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ABB PAR AB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile 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
| Price Earnings Ratio | 22.4 | |
| Dividend Yield | 0.0191 | |
| Payout Ratio | 0.3563 |
ABB |
ABB PAR Relative Risk vs. Return Landscape
If you would invest 1,417 in ABB PAR AB on October 15, 2024 and sell it today you would lose (107.00) from holding ABB PAR AB or give up 7.55% of portfolio value over 90 days. ABB PAR AB is currently producing negative expected returns and takes up 1.225% volatility of returns over 90 trading days. Put another way, 10% of traded stocks are less volatile than ABB, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ABB PAR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABB PAR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABB PAR AB, and traders can use it to determine the average amount a ABB PAR'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 = -0.1007
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ALZ |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABB PAR 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 ABB PAR by adding ABB PAR to a well-diversified portfolio.
ABB PAR Fundamentals Growth
ABB Stock prices reflect investors' perceptions of the future prospects and financial health of ABB PAR, and ABB PAR 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 ABB Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0783 | |||
| Profit Margin | 0.11 % | |||
| Shares Outstanding | 2.22 B | |||
| Debt To Equity | 0.46 % | |||
| Earnings Per Share | 0.50 X | |||
About ABB PAR Performance
By analyzing ABB PAR's fundamental ratios, stakeholders can gain valuable insights into ABB PAR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ABB PAR 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 ABB PAR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ASSA ABLOY AB provides door opening products, solutions, and services for the institutional, commercial, and residential markets in Europe, the Middle East, Africa, North and South America, Asia, and Oceania. ASSA ABLOY AB was incorporated in 1954 and is based in Stockholm, Sweden. ABB PAR is traded on Frankfurt Stock Exchange in Germany.Things to note about ABB PAR AB performance evaluation
Checking the ongoing alerts about ABB PAR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABB PAR AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ABB PAR AB generated a negative expected return over the last 90 days |
- Analyzing ABB PAR'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 ABB PAR's stock is overvalued or undervalued compared to its peers.
- Examining ABB PAR'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 ABB PAR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABB PAR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABB PAR's stock. These opinions can provide insight into ABB PAR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ABB Stock analysis
When running ABB PAR's price analysis, check to measure ABB PAR'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 ABB PAR is operating at the current time. Most of ABB PAR's value examination focuses on studying past and present price action to predict the probability of ABB PAR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABB PAR's price. Additionally, you may evaluate how the addition of ABB PAR to your portfolios can decrease your overall portfolio volatility.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |