Facc AG (Austria) Performance
| FACC Stock | EUR 6.22 0.09 1.47% |
The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Facc AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Facc AG is expected to be smaller as well. At this point, Facc AG has a negative expected return of -0.24%. Please make sure to confirm Facc AG's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Facc 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 Facc AG has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Stock's forward indicators remain fairly strong which may send shares a bit higher in December 2024. The recent confusion may also be a sign of long-lasting up-swing for the firm traders. ...more
| Begin Period Cash Flow | 92.5 M | |
| Total Cashflows From Investing Activities | -11.7 M |
Facc |
Facc AG Relative Risk vs. Return Landscape
If you would invest 734.00 in Facc AG on August 24, 2024 and sell it today you would lose (112.00) from holding Facc AG or give up 15.26% of portfolio value over 90 days. Facc AG is generating negative expected returns and assumes 2.0053% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Facc, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Facc AG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Facc AG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Facc AG, and traders can use it to determine the average amount a Facc 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 = -0.119
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| Negative Returns | FACC |
Estimated Market Risk
| 2.01 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Facc 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 Facc AG by adding Facc AG to a well-diversified portfolio.
Facc AG Fundamentals Growth
Facc Stock prices reflect investors' perceptions of the future prospects and financial health of Facc AG, and Facc 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 Facc Stock performance.
| Return On Equity | -0.17 | |||
| Return On Asset | 0.0017 | |||
| Profit Margin | (0.06) % | |||
| Operating Margin | 0 % | |||
| Current Valuation | 355.32 M | |||
| Shares Outstanding | 45.79 M | |||
| Price To Book | 1.62 X | |||
| Price To Sales | 0.48 X | |||
| Revenue | 497.55 M | |||
| EBITDA | (564 K) | |||
| Total Debt | 80.42 M | |||
| Book Value Per Share | 3.65 X | |||
| Cash Flow From Operations | 82.25 M | |||
| Earnings Per Share | (0.51) X | |||
| Total Asset | 644.47 M | |||
About Facc AG Performance
By evaluating Facc AG's fundamental ratios, stakeholders can gain valuable insights into Facc AG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Facc 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 Facc AG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Facc AG performance evaluation
Checking the ongoing alerts about Facc AG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Facc AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Facc AG generated a negative expected return over the last 90 days | |
| Facc AG has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 497.55 M. Net Loss for the year was (23.59 M) with profit before overhead, payroll, taxes, and interest of 34.72 M. | |
| About 56.0% of the company shares are held by company insiders |
- Analyzing Facc 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 Facc AG's stock is overvalued or undervalued compared to its peers.
- Examining Facc 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 Facc AG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Facc AG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Facc AG's stock. These opinions can provide insight into Facc AG's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Facc Stock analysis
When running Facc AG's price analysis, check to measure Facc 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 Facc AG is operating at the current time. Most of Facc AG's value examination focuses on studying past and present price action to predict the probability of Facc 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 Facc AG's price. Additionally, you may evaluate how the addition of Facc AG to your portfolios can decrease your overall portfolio volatility.
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