Data Modul (Germany) Performance
| DAM Stock | EUR 25.40 0.60 2.31% |
The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Data Modul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Data Modul is expected to be smaller as well. At this point, Data Modul AG has a negative expected return of -0.17%. Please make sure to confirm Data Modul's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Data Modul AG 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 Data Modul AG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's primary indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
| Begin Period Cash Flow | 26.7 M | |
| Free Cash Flow | -18.7 M |
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Data Modul Relative Risk vs. Return Landscape
If you would invest 2,840 in Data Modul AG on October 25, 2024 and sell it today you would lose (300.00) from holding Data Modul AG or give up 10.56% of portfolio value over 90 days. Data Modul AG is producing return of less than zero assuming 2.1232% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Data Modul, and 99% 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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Data Modul Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Data Modul's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Data Modul AG, and traders can use it to determine the average amount a Data Modul'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 = -0.0786
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| Negative Returns | DAM |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.17 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 Data Modul 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 Data Modul by adding Data Modul to a well-diversified portfolio.
Data Modul Fundamentals Growth
Data Stock prices reflect investors' perceptions of the future prospects and financial health of Data Modul, and Data Modul 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 Data Stock performance.
| Current Valuation | 221.07 M | |||
| Price To Book | 1.59 X | |||
| Price To Sales | 0.83 X | |||
| Revenue | 194.77 M | |||
| EBITDA | 17.69 M | |||
| Cash Flow From Operations | (15.71 M) | |||
| Total Asset | 188.84 M | |||
About Data Modul Performance
By examining Data Modul's fundamental ratios, stakeholders can obtain critical insights into Data Modul's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Data Modul is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Data Modul AG performance evaluation
Checking the ongoing alerts about Data Modul for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Data Modul AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Data Modul AG generated a negative expected return over the last 90 days | |
| Data Modul generates negative cash flow from operations |
- Analyzing Data Modul'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 Data Modul's stock is overvalued or undervalued compared to its peers.
- Examining Data Modul'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 Data Modul's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Data Modul's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Data Modul's stock. These opinions can provide insight into Data Modul's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Data Stock
Data Modul financial ratios help investors to determine whether Data Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Data with respect to the benefits of owning Data Modul security.