Heidelberg Materials (Germany) Performance

HEI Stock   120.35  1.15  0.96%   
On a scale of 0 to 100, Heidelberg Materials holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Heidelberg Materials' returns are expected to increase less than the market. However, during the bear market, the loss of holding Heidelberg Materials is expected to be smaller as well. Please check Heidelberg Materials' jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Heidelberg Materials' current trending patterns will revert.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Heidelberg Materials AG are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile forward indicators, Heidelberg Materials unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow2.9 B
Total Cashflows From Investing Activities619.8 M
  

Heidelberg Materials Relative Risk vs. Return Landscape

If you would invest  10,055  in Heidelberg Materials AG on September 26, 2024 and sell it today you would earn a total of  1,980  from holding Heidelberg Materials AG or generate 19.69% return on investment over 90 days. Heidelberg Materials AG is generating 0.293% of daily returns and assumes 1.5586% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Heidelberg, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Heidelberg Materials is expected to generate 1.92 times more return on investment than the market. However, the company is 1.92 times more volatile than its market benchmark. It trades about 0.19 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.06 per unit of risk.

Heidelberg Materials Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Heidelberg Materials' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Heidelberg Materials AG, and traders can use it to determine the average amount a Heidelberg Materials' 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 = 0.188

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Estimated Market Risk

 1.56
  actual daily
13
87% of assets are more volatile

Expected Return

 0.29
  actual daily
5
95% of assets have higher returns

Risk-Adjusted Return

 0.19
  actual daily
14
86% of assets perform better
Based on monthly moving average Heidelberg Materials is performing at about 14% of its full potential. 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 Heidelberg Materials by adding it to a well-diversified portfolio.

Heidelberg Materials Fundamentals Growth

Heidelberg Stock prices reflect investors' perceptions of the future prospects and financial health of Heidelberg Materials, and Heidelberg Materials 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 Heidelberg Stock performance.

About Heidelberg Materials Performance

Assessing Heidelberg Materials' fundamental ratios provides investors with valuable insights into Heidelberg Materials' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Heidelberg Materials 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.

Things to note about Heidelberg Materials performance evaluation

Checking the ongoing alerts about Heidelberg Materials for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Heidelberg Materials help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
About 28.0% of the company shares are held by company insiders
Evaluating Heidelberg Materials' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Heidelberg Materials' stock performance include:
  • Analyzing Heidelberg Materials' 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 Heidelberg Materials' stock is overvalued or undervalued compared to its peers.
  • Examining Heidelberg Materials' 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 Heidelberg Materials' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Heidelberg Materials' management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Heidelberg Materials' stock. These opinions can provide insight into Heidelberg Materials' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Heidelberg Materials' stock performance is not an exact science, and many factors can impact Heidelberg Materials' stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Additional Tools for Heidelberg Stock Analysis

When running Heidelberg Materials' price analysis, check to measure Heidelberg Materials' 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 Heidelberg Materials is operating at the current time. Most of Heidelberg Materials' value examination focuses on studying past and present price action to predict the probability of Heidelberg Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heidelberg Materials' price. Additionally, you may evaluate how the addition of Heidelberg Materials to your portfolios can decrease your overall portfolio volatility.