Keyence (Germany) Performance
| KEE Stock | EUR 403.70 5.40 1.36% |
On a scale of 0 to 100, Keyence holds a performance score of 8. The company secures a Beta (Market Risk) of -0.85, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Keyence are expected to decrease slowly. On the other hand, during market turmoil, Keyence is expected to outperform it slightly. Please check Keyence's maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Keyence's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Keyence are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Keyence reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 189.9 B | |
| Total Cashflows From Investing Activities | -11.1 B |
Keyence |
Keyence Relative Risk vs. Return Landscape
If you would invest 27,302 in Keyence on August 31, 2024 and sell it today you would earn a total of 13,068 from holding Keyence or generate 47.86% return on investment over 90 days. Keyence is currently producing 0.8449% returns and takes up 8.0341% volatility of returns over 90 trading days. Put another way, 71% of traded stocks are less volatile than Keyence, and 84% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Keyence Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keyence's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Keyence, and traders can use it to determine the average amount a Keyence'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 = 0.1052
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Estimated Market Risk
| 8.03 actual daily | 71 71% of assets are less volatile |
Expected Return
| 0.84 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Keyence is performing at about 8% 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 Keyence by adding it to a well-diversified portfolio.
Keyence Fundamentals Growth
Keyence Stock prices reflect investors' perceptions of the future prospects and financial health of Keyence, and Keyence 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 Keyence Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.13 | |||
| Profit Margin | 0.40 % | |||
| Operating Margin | 0.54 % | |||
| Current Valuation | 87.65 B | |||
| Shares Outstanding | 242.53 M | |||
| Price To Earning | 30.74 X | |||
| Price To Book | 5.80 X | |||
| Price To Sales | 0.11 X | |||
| Revenue | 755.17 B | |||
| EBITDA | 426.67 B | |||
| Cash And Equivalents | 8.62 B | |||
| Cash Per Share | 71.11 X | |||
| Book Value Per Share | 9,879 X | |||
| Cash Flow From Operations | 271.48 B | |||
| Earnings Per Share | 10.25 X | |||
| Total Asset | 2.32 T | |||
About Keyence Performance
By analyzing Keyence's fundamental ratios, stakeholders can gain valuable insights into Keyence's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Keyence 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 Keyence has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Keyence Corporation, together with its subsidiaries, develops, manufactures, and sells factory automation solutions worldwide. Keyence Corporation was founded in 1972 and is headquartered in Osaka, Japan. KEYENCE CORP operates under Scientific Technical Instruments classification in Germany and is traded on Frankfurt Stock Exchange. It employs 7941 people.Things to note about Keyence performance evaluation
Checking the ongoing alerts about Keyence for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Keyence help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Keyence is way too risky over 90 days horizon | |
| Keyence appears to be risky and price may revert if volatility continues | |
| About 23.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Keyence'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 Keyence's stock is overvalued or undervalued compared to its peers.
- Examining Keyence'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 Keyence's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Keyence's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Keyence's stock. These opinions can provide insight into Keyence's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Keyence Stock analysis
When running Keyence's price analysis, check to measure Keyence'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 Keyence is operating at the current time. Most of Keyence's value examination focuses on studying past and present price action to predict the probability of Keyence's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keyence's price. Additionally, you may evaluate how the addition of Keyence to your portfolios can decrease your overall portfolio volatility.
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