Magazine Luiza (Brazil) Performance
| MGLU3 Stock | BRL 9.42 0.28 3.06% |
The company secures a Beta (Market Risk) of 1.0, which conveys a somewhat significant risk relative to the market. Magazine Luiza returns are very sensitive to returns on the market. As the market goes up or down, Magazine Luiza is expected to follow. At this point, Magazine Luiza SA has a negative expected return of -0.52%. Please make sure to verify Magazine Luiza's jensen alpha, value at risk, accumulation distribution, as well as the relationship between the treynor ratio and skewness , to decide if Magazine Luiza SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Magazine Luiza SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 1.7 B | |
| Total Cashflows From Investing Activities | -1.3 B |
Magazine |
Magazine Luiza Relative Risk vs. Return Landscape
If you would invest 1,347 in Magazine Luiza SA on August 27, 2024 and sell it today you would lose (405.00) from holding Magazine Luiza SA or give up 30.07% of portfolio value over 90 days. Magazine Luiza SA is generating negative expected returns and assumes 2.9907% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Magazine, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Magazine Luiza Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Magazine Luiza's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Magazine Luiza SA, and traders can use it to determine the average amount a Magazine Luiza'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 = -0.1746
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MGLU3 |
Estimated Market Risk
| 2.99 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.52 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Magazine Luiza 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 Magazine Luiza by adding Magazine Luiza to a well-diversified portfolio.
Magazine Luiza Fundamentals Growth
Magazine Stock prices reflect investors' perceptions of the future prospects and financial health of Magazine Luiza, and Magazine Luiza 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 Magazine Stock performance.
| Return On Equity | -0.0341 | |||
| Return On Asset | 0.0079 | |||
| Profit Margin | (0.01) % | |||
| Operating Margin | 0.01 % | |||
| Current Valuation | 27.31 B | |||
| Shares Outstanding | 6.68 B | |||
| Price To Earning | 128.32 X | |||
| Price To Book | 1.73 X | |||
| Price To Sales | 0.49 X | |||
| Revenue | 35.28 B | |||
| EBITDA | 996.2 M | |||
| Cash And Equivalents | 1.78 B | |||
| Cash Per Share | 0.27 X | |||
| Total Debt | 9.41 B | |||
| Debt To Equity | 0.74 % | |||
| Book Value Per Share | 1.62 X | |||
| Cash Flow From Operations | (4.36 B) | |||
| Earnings Per Share | 0.02 X | |||
| Total Asset | 38.38 B | |||
| Retained Earnings | 124 M | |||
| Current Asset | 2.67 B | |||
| Current Liabilities | 1.89 B | |||
About Magazine Luiza Performance
Assessing Magazine Luiza's fundamental ratios provides investors with valuable insights into Magazine Luiza's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Magazine Luiza 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.
Magazine Luiza S.A. engages in the retail sale of consumer goods. Magazine Luiza S.A. is a subsidiary of LTD Administrao e Participao S.A. MAGAZ LUIZA operates under Specialty Retail classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 40000 people.Things to note about Magazine Luiza SA performance evaluation
Checking the ongoing alerts about Magazine Luiza for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Magazine Luiza SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Magazine Luiza SA generated a negative expected return over the last 90 days | |
| Magazine Luiza SA has accumulated about 1.78 B in cash with (4.36 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.27. | |
| Roughly 56.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Magazine Luiza'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 Magazine Luiza's stock is overvalued or undervalued compared to its peers.
- Examining Magazine Luiza'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 Magazine Luiza's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Magazine Luiza's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Magazine Luiza's stock. These opinions can provide insight into Magazine Luiza's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Magazine Stock Analysis
When running Magazine Luiza's price analysis, check to measure Magazine Luiza'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 Magazine Luiza is operating at the current time. Most of Magazine Luiza's value examination focuses on studying past and present price action to predict the probability of Magazine Luiza's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magazine Luiza's price. Additionally, you may evaluate how the addition of Magazine Luiza to your portfolios can decrease your overall portfolio volatility.