Engie SA (Germany) Performance
| GZF Stock | EUR 15.14 0.37 2.51% |
The firm shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Engie SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Engie SA is expected to be smaller as well. At this point, Engie SA has a negative expected return of -0.0714%. Please make sure to confirm Engie SA's jensen alpha, value at risk, accumulation distribution, as well as the relationship between the treynor ratio and skewness , to decide if Engie SA 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 Engie SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Engie SA is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 13 B | |
| Total Cashflows From Investing Activities | -11 B | |
| Free Cash Flow | 1.3 B |
Engie |
Engie SA Relative Risk vs. Return Landscape
If you would invest 1,591 in Engie SA on August 31, 2024 and sell it today you would lose (77.00) from holding Engie SA or give up 4.84% of portfolio value over 90 days. Engie SA is currently producing negative expected returns and takes up 0.999% volatility of returns over 90 trading days. Put another way, 8% of traded stocks are less volatile than Engie, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Engie SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Engie SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Engie SA, and traders can use it to determine the average amount a Engie SA'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 = -0.0714
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| Negative Returns | GZF |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Engie SA 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 Engie SA by adding Engie SA to a well-diversified portfolio.
Engie SA Fundamentals Growth
Engie Stock prices reflect investors' perceptions of the future prospects and financial health of Engie SA, and Engie SA 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 Engie Stock performance.
| Return On Equity | -0.0442 | |||
| Return On Asset | 0.0114 | |||
| Profit Margin | 0 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 61.46 B | |||
| Shares Outstanding | 2.4 B | |||
| Price To Earning | 39.29 X | |||
| Price To Book | 0.77 X | |||
| Price To Sales | 0.44 X | |||
| Revenue | 57.87 B | |||
| EBITDA | 11.83 B | |||
| Cash And Equivalents | 19.76 B | |||
| Cash Per Share | 8.19 X | |||
| Total Debt | 28.75 B | |||
| Debt To Equity | 79.30 % | |||
| Book Value Per Share | 14.15 X | |||
| Cash Flow From Operations | 6.87 B | |||
| Earnings Per Share | 2.44 X | |||
| Total Asset | 225.33 B | |||
| Current Asset | 50.3 B | |||
| Current Liabilities | 45.55 B | |||
About Engie SA Performance
By analyzing Engie SA's fundamental ratios, stakeholders can gain valuable insights into Engie SA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Engie SA 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 Engie SA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ENGIE SA engages in power, natural gas, and energy services businesses. ENGIE SA was founded in 1880 and is headquartered in Courbevoie, France. ENGIE S is traded on Frankfurt Stock Exchange in Germany.Things to note about Engie SA performance evaluation
Checking the ongoing alerts about Engie SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Engie SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Engie SA generated a negative expected return over the last 90 days | |
| Engie SA has accumulated €28.75 Billion in debt which can lead to volatile earnings | |
| About 27.0% of the company shares are held by company insiders |
- Analyzing Engie SA'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 Engie SA's stock is overvalued or undervalued compared to its peers.
- Examining Engie SA'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 Engie SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Engie SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Engie SA's stock. These opinions can provide insight into Engie SA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Engie Stock analysis
When running Engie SA's price analysis, check to measure Engie SA'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 Engie SA is operating at the current time. Most of Engie SA's value examination focuses on studying past and present price action to predict the probability of Engie SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engie SA's price. Additionally, you may evaluate how the addition of Engie SA to your portfolios can decrease your overall portfolio volatility.
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