Deterra Royalties (Australia) Performance
| DRR Stock | 3.65 0.01 0.27% |
The firm shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Deterra Royalties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Deterra Royalties is expected to be smaller as well. Deterra Royalties right now shows a risk of 1.55%. Please confirm Deterra Royalties treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Deterra Royalties will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Deterra Royalties has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Deterra Royalties is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 29.5 M |
Deterra |
Deterra Royalties Relative Risk vs. Return Landscape
If you would invest 367.00 in Deterra Royalties on August 29, 2024 and sell it today you would lose (2.00) from holding Deterra Royalties or give up 0.54% of portfolio value over 90 days. Deterra Royalties is generating 0.0035% of daily returns assuming 1.5503% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Deterra Royalties, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Deterra Royalties Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deterra Royalties' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Deterra Royalties, and traders can use it to determine the average amount a Deterra Royalties' 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 = 0.0023
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Estimated Market Risk
| 1.55 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Deterra Royalties 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 Deterra Royalties by adding Deterra Royalties to a well-diversified portfolio.
Deterra Royalties Fundamentals Growth
Deterra Stock prices reflect investors' perceptions of the future prospects and financial health of Deterra Royalties, and Deterra Royalties 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 Deterra Stock performance.
| Return On Equity | 1.8 | |||
| Return On Asset | 1.32 | |||
| Profit Margin | 0.64 % | |||
| Operating Margin | 0.94 % | |||
| Current Valuation | 1.9 B | |||
| Shares Outstanding | 528.81 M | |||
| Price To Book | 24.09 X | |||
| Price To Sales | 8.03 X | |||
| Revenue | 240.51 M | |||
| EBITDA | 227.79 M | |||
| Total Debt | 20.94 M | |||
| Book Value Per Share | 0.15 X | |||
| Cash Flow From Operations | 182.32 M | |||
| Earnings Per Share | 0.29 X | |||
| Total Asset | 101.29 M | |||
| Retained Earnings | 76.18 M | |||
About Deterra Royalties Performance
Assessing Deterra Royalties' fundamental ratios provides investors with valuable insights into Deterra Royalties' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Deterra Royalties 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 Deterra Royalties performance evaluation
Checking the ongoing alerts about Deterra Royalties for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Deterra Royalties help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 20.0% of the company shares are held by company insiders |
- Analyzing Deterra Royalties' 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 Deterra Royalties' stock is overvalued or undervalued compared to its peers.
- Examining Deterra Royalties' 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 Deterra Royalties' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deterra Royalties' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Deterra Royalties' stock. These opinions can provide insight into Deterra Royalties' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Deterra Stock Analysis
When running Deterra Royalties' price analysis, check to measure Deterra Royalties' 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 Deterra Royalties is operating at the current time. Most of Deterra Royalties' value examination focuses on studying past and present price action to predict the probability of Deterra Royalties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deterra Royalties' price. Additionally, you may evaluate how the addition of Deterra Royalties to your portfolios can decrease your overall portfolio volatility.