EVN AG (Germany) Performance
| EVN Stock | EUR 24.30 0.10 0.41% |
The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EVN AG are expected to decrease at a much lower rate. During the bear market, EVN AG is likely to outperform the market. At this point, EVN AG has a negative expected return of -0.37%. Please make sure to confirm EVN AG's total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if EVN AG performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days EVN AG has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 122.3 M |
EVN |
EVN AG Relative Risk vs. Return Landscape
If you would invest 3,100 in EVN AG on September 5, 2024 and sell it today you would lose (670.00) from holding EVN AG or give up 21.61% of portfolio value over 90 days. EVN AG is currently producing negative expected returns and takes up 1.4341% volatility of returns over 90 trading days. Put another way, 12% of traded stocks are less volatile than EVN, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
EVN AG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EVN AG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EVN AG, and traders can use it to determine the average amount a EVN AG'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 = -0.2577
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EVN |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EVN AG 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 EVN AG by adding EVN AG to a well-diversified portfolio.
EVN AG Fundamentals Growth
EVN Stock prices reflect investors' perceptions of the future prospects and financial health of EVN AG, and EVN AG 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 EVN Stock performance.
| Return On Equity | 0.0455 | |||
| Return On Asset | 0.0266 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.11 % | |||
| Current Valuation | 4.11 B | |||
| Shares Outstanding | 178.22 M | |||
| Price To Earning | 19.31 X | |||
| Price To Book | 0.46 X | |||
| Price To Sales | 0.91 X | |||
| Revenue | 4.06 B | |||
| EBITDA | 762.3 M | |||
| Cash And Equivalents | 694.9 M | |||
| Cash Per Share | 3.90 X | |||
| Total Debt | 1.15 B | |||
| Debt To Equity | 0.21 % | |||
| Book Value Per Share | 34.29 X | |||
| Cash Flow From Operations | 151 M | |||
| Earnings Per Share | 1.54 X | |||
| Total Asset | 12.43 B | |||
About EVN AG Performance
By analyzing EVN AG's fundamental ratios, stakeholders can gain valuable insights into EVN AG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EVN AG 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 EVN AG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
EVN AG provides energy and environmental services for household, commercial, and industrial customers, as well as municipalities in Austria, Bulgaria, North Macedonia, Croatia, Germany, and Albania. EVN AG is a subsidiary of N Landes-Beteiligungsholding GmbH. EVN AG operates under UtilitiesDiversified classification in Germany and is traded on Frankfurt Stock Exchange. It employs 7133 people.Things to note about EVN AG performance evaluation
Checking the ongoing alerts about EVN AG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EVN AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EVN AG generated a negative expected return over the last 90 days | |
| About 79.0% of the company shares are held by company insiders |
- Analyzing EVN AG'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 EVN AG's stock is overvalued or undervalued compared to its peers.
- Examining EVN AG'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 EVN AG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EVN AG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EVN AG's stock. These opinions can provide insight into EVN AG's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for EVN Stock analysis
When running EVN AG's price analysis, check to measure EVN AG's 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 EVN AG is operating at the current time. Most of EVN AG's value examination focuses on studying past and present price action to predict the probability of EVN AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EVN AG's price. Additionally, you may evaluate how the addition of EVN AG to your portfolios can decrease your overall portfolio volatility.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Stocks Directory Find actively traded stocks across global markets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |