Allegheny Technologies (Germany) Performance

ATD Stock  EUR 51.92  0.30  0.58%   
The firm shows a Beta (market volatility) of 1.25, 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, Allegheny Technologies will likely underperform. At this point, Allegheny Technologies has a negative expected return of -0.14%. Please make sure to confirm Allegheny Technologies' jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Allegheny Technologies performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

0 of 100

 
Weak
 
Strong
Very Weak
Over the last 90 days Allegheny Technologies Incorporated 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
Begin Period Cash Flow687.7 M
  

Allegheny Technologies Relative Risk vs. Return Landscape

If you would invest  5,758  in Allegheny Technologies Incorporated on September 25, 2024 and sell it today you would lose (566.00) from holding Allegheny Technologies Incorporated or give up 9.83% of portfolio value over 90 days. Allegheny Technologies Incorporated is currently producing negative expected returns and takes up 2.2084% volatility of returns over 90 trading days. Put another way, 19% of traded stocks are less volatile than Allegheny, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Allegheny Technologies is expected to under-perform the market. In addition to that, the company is 2.74 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.05 per unit of volatility.

Allegheny Technologies Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Allegheny Technologies' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allegheny Technologies Incorporated, and traders can use it to determine the average amount a Allegheny Technologies' 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 = -0.0624

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsATD

Estimated Market Risk

 2.21
  actual daily
19
81% of assets are more volatile

Expected Return

 -0.14
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.06
  actual daily
0
Most of other assets perform better
Based on monthly moving average Allegheny Technologies 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 Allegheny Technologies by adding Allegheny Technologies to a well-diversified portfolio.

Allegheny Technologies Fundamentals Growth

Allegheny Stock prices reflect investors' perceptions of the future prospects and financial health of Allegheny Technologies, and Allegheny Technologies 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 Allegheny Stock performance.

About Allegheny Technologies Performance

By analyzing Allegheny Technologies' fundamental ratios, stakeholders can gain valuable insights into Allegheny Technologies' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Allegheny Technologies 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 Allegheny Technologies has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Allegheny Technologies Incorporated manufactures and sells specialty materials and components worldwide. Allegheny Technologies Incorporated was founded in 1960 and is based in Pittsburgh, Pennsylvania. Allegheny Technologies operates under Metal Fabrication classification in Germany and is traded on Frankfurt Stock Exchange. It employs 8800 people.

Things to note about Allegheny Technologies performance evaluation

Checking the ongoing alerts about Allegheny Technologies for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allegheny Technologies help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Allegheny Technologies generated a negative expected return over the last 90 days
Allegheny Technologies has accumulated €1.71 Billion in debt which can lead to volatile earnings
Over 99.0% of the company shares are held by institutions such as insurance companies
Evaluating Allegheny Technologies' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Allegheny Technologies' stock performance include:
  • Analyzing Allegheny Technologies' 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 Allegheny Technologies' stock is overvalued or undervalued compared to its peers.
  • Examining Allegheny Technologies' 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 Allegheny Technologies' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allegheny Technologies' management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Allegheny Technologies' stock. These opinions can provide insight into Allegheny Technologies' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Allegheny Technologies' stock performance is not an exact science, and many factors can impact Allegheny Technologies' stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for Allegheny Stock analysis

When running Allegheny Technologies' price analysis, check to measure Allegheny Technologies' 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 Allegheny Technologies is operating at the current time. Most of Allegheny Technologies' value examination focuses on studying past and present price action to predict the probability of Allegheny Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allegheny Technologies' price. Additionally, you may evaluate how the addition of Allegheny Technologies to your portfolios can decrease your overall portfolio volatility.
Piotroski F Score
Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios