Frauenthal Holding (Austria) Performance
| FKA Stock | EUR 21.20 0.80 3.64% |
The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Frauenthal Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frauenthal Holding is expected to be smaller as well. At this point, Frauenthal Holding has a negative expected return of -0.19%. Please make sure to confirm Frauenthal Holding's maximum drawdown, day median price, and the relationship between the jensen alpha and kurtosis , to decide if Frauenthal Holding 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 Frauenthal Holding AG has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest inconsistent performance, the Stock's basic indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders. ...more
| Begin Period Cash Flow | 54 M | |
| Total Cashflows From Investing Activities | -20.1 M |
Frauenthal |
Frauenthal Holding Relative Risk vs. Return Landscape
If you would invest 2,420 in Frauenthal Holding AG on September 2, 2024 and sell it today you would lose (300.00) from holding Frauenthal Holding AG or give up 12.4% of portfolio value over 90 days. Frauenthal Holding AG is producing return of less than zero assuming 1.1975% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than Frauenthal Holding, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Frauenthal Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frauenthal Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Frauenthal Holding AG, and traders can use it to determine the average amount a Frauenthal Holding'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 = -0.1613
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| Negative Returns | FKA |
Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Frauenthal Holding 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 Frauenthal Holding by adding Frauenthal Holding to a well-diversified portfolio.
Frauenthal Holding Fundamentals Growth
Frauenthal Stock prices reflect investors' perceptions of the future prospects and financial health of Frauenthal Holding, and Frauenthal Holding 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 Frauenthal Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0432 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 330.67 M | |||
| Shares Outstanding | 8.65 M | |||
| Price To Book | 1.38 X | |||
| Price To Sales | 0.19 X | |||
| Revenue | 1.02 B | |||
| EBITDA | 62.43 M | |||
| Total Debt | 45.37 M | |||
| Book Value Per Share | 16.84 X | |||
| Cash Flow From Operations | 39.23 M | |||
| Earnings Per Share | 2.49 X | |||
| Total Asset | 496.73 M | |||
About Frauenthal Holding Performance
By evaluating Frauenthal Holding's fundamental ratios, stakeholders can gain valuable insights into Frauenthal Holding's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Frauenthal Holding 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 Frauenthal Holding 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 Frauenthal Holding performance evaluation
Checking the ongoing alerts about Frauenthal Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Frauenthal Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Frauenthal Holding generated a negative expected return over the last 90 days | |
| About 76.0% of the company shares are held by company insiders |
- Analyzing Frauenthal Holding'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 Frauenthal Holding's stock is overvalued or undervalued compared to its peers.
- Examining Frauenthal Holding'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 Frauenthal Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Frauenthal Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Frauenthal Holding's stock. These opinions can provide insight into Frauenthal Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Frauenthal Stock analysis
When running Frauenthal Holding's price analysis, check to measure Frauenthal Holding'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 Frauenthal Holding is operating at the current time. Most of Frauenthal Holding's value examination focuses on studying past and present price action to predict the probability of Frauenthal Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frauenthal Holding's price. Additionally, you may evaluate how the addition of Frauenthal Holding to your portfolios can decrease your overall portfolio volatility.
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