Centrais Eltricas (Brazil) Performance
| ELET3 Stock | BRL 35.12 0.51 1.43% |
The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Centrais Eltricas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Centrais Eltricas is expected to be smaller as well. At this point, Centrais Eltricas has a negative expected return of -0.28%. Please make sure to confirm Centrais Eltricas' total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Centrais Eltricas 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 Centrais Eltricas Brasileiras 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 | 286.6 M | |
| Total Cashflows From Investing Activities | 124 M |
Centrais |
Centrais Eltricas Relative Risk vs. Return Landscape
If you would invest 4,188 in Centrais Eltricas Brasileiras on August 24, 2024 and sell it today you would lose (676.00) from holding Centrais Eltricas Brasileiras or give up 16.14% of portfolio value over 90 days. Centrais Eltricas Brasileiras is generating negative expected returns and assumes 1.2325% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Centrais, 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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Centrais Eltricas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Centrais Eltricas' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Centrais Eltricas Brasileiras, and traders can use it to determine the average amount a Centrais Eltricas' 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 = -0.224
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| Negative Returns | ELET3 |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Centrais Eltricas 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 Centrais Eltricas by adding Centrais Eltricas to a well-diversified portfolio.
Centrais Eltricas Fundamentals Growth
Centrais Stock prices reflect investors' perceptions of the future prospects and financial health of Centrais Eltricas, and Centrais Eltricas 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 Centrais Stock performance.
| Return On Equity | 0.0392 | |||
| Return On Asset | 0.032 | |||
| Profit Margin | 0.12 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 136.1 B | |||
| Shares Outstanding | 2.02 B | |||
| Price To Earning | 3.80 X | |||
| Price To Book | 0.86 X | |||
| Price To Sales | 2.48 X | |||
| Revenue | 37.62 B | |||
| EBITDA | 13.47 B | |||
| Cash And Equivalents | 107.05 M | |||
| Cash Per Share | 5.66 X | |||
| Total Debt | 36.47 B | |||
| Debt To Equity | 97.40 % | |||
| Book Value Per Share | 48.45 X | |||
| Cash Flow From Operations | 8.23 B | |||
| Earnings Per Share | 1.56 X | |||
| Total Asset | 188.3 B | |||
About Centrais Eltricas Performance
Assessing Centrais Eltricas' fundamental ratios provides investors with valuable insights into Centrais Eltricas' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Centrais Eltricas 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.
Centrais Eltricas Brasileiras S.A. - Eletrobras, through its subsidiaries, engages in the generation, transmission, and distribution of electricity in Brazil. The company was founded in 1962 and is based in Rio de Janeiro, Brazil. ELETROBRAS operates under Utilities - Regulated Electric classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 14211 people.Things to note about Centrais Eltricas performance evaluation
Checking the ongoing alerts about Centrais Eltricas for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Centrais Eltricas help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Centrais Eltricas generated a negative expected return over the last 90 days | |
| Centrais Eltricas has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 37.0% of the company shares are held by company insiders |
- Analyzing Centrais Eltricas' 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 Centrais Eltricas' stock is overvalued or undervalued compared to its peers.
- Examining Centrais Eltricas' 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 Centrais Eltricas' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Centrais Eltricas' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Centrais Eltricas' stock. These opinions can provide insight into Centrais Eltricas' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Centrais Stock Analysis
When running Centrais Eltricas' price analysis, check to measure Centrais Eltricas' 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 Centrais Eltricas is operating at the current time. Most of Centrais Eltricas' value examination focuses on studying past and present price action to predict the probability of Centrais Eltricas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Centrais Eltricas' price. Additionally, you may evaluate how the addition of Centrais Eltricas to your portfolios can decrease your overall portfolio volatility.