EDP Renovaveis (Portugal) Performance
| EDPR Stock | EUR 11.21 0.27 2.47% |
The firm shows a Beta (market volatility) of -0.0046, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EDP Renovaveis are expected to decrease at a much lower rate. During the bear market, EDP Renovaveis is likely to outperform the market. At this point, EDP Renovaveis has a negative expected return of -0.33%. Please make sure to confirm EDP Renovaveis' total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if EDP Renovaveis performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days EDP Renovaveis has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 474.4 M | |
| Total Cashflows From Investing Activities | -2 B |
EDP |
EDP Renovaveis Relative Risk vs. Return Landscape
If you would invest 1,407 in EDP Renovaveis on August 28, 2024 and sell it today you would lose (286.00) from holding EDP Renovaveis or give up 20.33% of portfolio value over 90 days. EDP Renovaveis is generating negative expected returns and assumes 2.3676% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than EDP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EDP Renovaveis Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EDP Renovaveis' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EDP Renovaveis, and traders can use it to determine the average amount a EDP Renovaveis' 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 = -0.1377
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EDPR |
Estimated Market Risk
| 2.37 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EDP Renovaveis 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 EDP Renovaveis by adding EDP Renovaveis to a well-diversified portfolio.
EDP Renovaveis Fundamentals Growth
EDP Stock prices reflect investors' perceptions of the future prospects and financial health of EDP Renovaveis, and EDP Renovaveis 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 EDP Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0194 | |||
| Profit Margin | 0.44 % | |||
| Operating Margin | 0.36 % | |||
| Current Valuation | 27.65 B | |||
| Shares Outstanding | 960.56 M | |||
| Price To Book | 2.46 X | |||
| Price To Sales | 9.97 X | |||
| Revenue | 1.76 B | |||
| EBITDA | 1.78 B | |||
| Total Debt | 3.48 B | |||
| Book Value Per Share | 9.20 X | |||
| Cash Flow From Operations | 811.49 M | |||
| Earnings Per Share | 0.82 X | |||
| Total Asset | 22.03 B | |||
About EDP Renovaveis Performance
Assessing EDP Renovaveis' fundamental ratios provides investors with valuable insights into EDP Renovaveis' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the EDP Renovaveis 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 EDP Renovaveis performance evaluation
Checking the ongoing alerts about EDP Renovaveis for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EDP Renovaveis help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EDP Renovaveis generated a negative expected return over the last 90 days | |
| About 75.0% of the company shares are held by company insiders |
- Analyzing EDP Renovaveis' 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 EDP Renovaveis' stock is overvalued or undervalued compared to its peers.
- Examining EDP Renovaveis' 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 EDP Renovaveis' management team can have a significant impact on its success or failure. Reviewing the track record and experience of EDP Renovaveis' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EDP Renovaveis' stock. These opinions can provide insight into EDP Renovaveis' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for EDP Stock Analysis
When running EDP Renovaveis' price analysis, check to measure EDP Renovaveis' 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 EDP Renovaveis is operating at the current time. Most of EDP Renovaveis' value examination focuses on studying past and present price action to predict the probability of EDP Renovaveis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EDP Renovaveis' price. Additionally, you may evaluate how the addition of EDP Renovaveis to your portfolios can decrease your overall portfolio volatility.