Knorr Bremse Aktiengesellschaft Stock Performance
| KNRRY Stock | USD 18.86 0.17 0.89% |
The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Knorr-Bremse Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Knorr-Bremse Aktiengesellscha is expected to be smaller as well. At this point, Knorr-Bremse Aktiengesellscha has a negative expected return of -0.0912%. Please make sure to verify Knorr-Bremse Aktiengesellscha's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Knorr-Bremse Aktiengesellscha 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 Knorr Bremse Aktiengesellschaft has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Knorr-Bremse Aktiengesellscha is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 2.2 B | |
| Total Cashflows From Investing Activities | -534.4 M |
Knorr-Bremse |
Knorr-Bremse Aktiengesellscha Relative Risk vs. Return Landscape
If you would invest 2,032 in Knorr Bremse Aktiengesellschaft on September 3, 2024 and sell it today you would lose (129.00) from holding Knorr Bremse Aktiengesellschaft or give up 6.35% of portfolio value over 90 days. Knorr Bremse Aktiengesellschaft is currently producing negative expected returns and takes up 1.5009% volatility of returns over 90 trading days. Put another way, 13% of traded pink sheets are less volatile than Knorr-Bremse, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Knorr-Bremse Aktiengesellscha Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Knorr-Bremse Aktiengesellscha's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Knorr Bremse Aktiengesellschaft, and traders can use it to determine the average amount a Knorr-Bremse Aktiengesellscha'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 = -0.0608
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| Negative Returns | KNRRY |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Aktiengesellscha by adding Knorr-Bremse Aktiengesellscha to a well-diversified portfolio.
Knorr-Bremse Aktiengesellscha Fundamentals Growth
Knorr-Bremse Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Knorr-Bremse Aktiengesellscha, and Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Pink Sheet performance.
| Return On Equity | 0.22 | |||
| Return On Asset | 0.0586 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.10 % | |||
| Current Valuation | 7.07 B | |||
| Shares Outstanding | 644.8 M | |||
| Price To Earning | 15.23 X | |||
| Price To Book | 3.27 X | |||
| Price To Sales | 1.30 X | |||
| Revenue | 6.71 B | |||
| EBITDA | 1.2 B | |||
| Cash And Equivalents | 876.08 M | |||
| Cash Per Share | 1.35 X | |||
| Total Debt | 2.36 B | |||
| Debt To Equity | 0.97 % | |||
| Book Value Per Share | 3.92 X | |||
| Cash Flow From Operations | 975.49 M | |||
| Earnings Per Share | 0.86 X | |||
| Total Asset | 7.2 B | |||
About Knorr-Bremse Aktiengesellscha Performance
Evaluating Knorr-Bremse Aktiengesellscha's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Aktiengesellscha 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.
Knorr-Bremse Aktiengesellschaft develops, produces, markets, and services braking and other systems for rail and commercial vehicles worldwide. Knorr-Bremse Aktiengesellschaft is a subsidiary of KB Holding GmbH. Knorr-Bremse operates under Auto Parts classification in the United States and is traded on OTC Exchange. It employs 30655 people.Things to note about Knorr-Bremse Aktiengesellscha performance evaluation
Checking the ongoing alerts about Knorr-Bremse Aktiengesellscha for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Knorr-Bremse Aktiengesellscha help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Knorr-Bremse Aktiengesellscha generated a negative expected return over the last 90 days |
- Analyzing Knorr-Bremse Aktiengesellscha'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 Knorr-Bremse Aktiengesellscha's stock is overvalued or undervalued compared to its peers.
- Examining Knorr-Bremse Aktiengesellscha'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 Knorr-Bremse Aktiengesellscha's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Knorr-Bremse Aktiengesellscha's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Knorr-Bremse Aktiengesellscha's pink sheet. These opinions can provide insight into Knorr-Bremse Aktiengesellscha's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Knorr-Bremse Pink Sheet Analysis
When running Knorr-Bremse Aktiengesellscha's price analysis, check to measure Knorr-Bremse Aktiengesellscha'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 Knorr-Bremse Aktiengesellscha is operating at the current time. Most of Knorr-Bremse Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Knorr-Bremse Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Knorr-Bremse Aktiengesellscha's price. Additionally, you may evaluate how the addition of Knorr-Bremse Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.