Murata Manufacturing Stock Performance
| MRAAY Stock | USD 8.20 0.03 0.37% |
The company secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Murata Manufacturing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Murata Manufacturing is expected to be smaller as well. At this point, Murata Manufacturing has a negative expected return of -0.36%. Please make sure to verify Murata Manufacturing's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Murata Manufacturing 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 Murata Manufacturing has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain fairly strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 407.7 B | |
| Total Cashflows From Investing Activities | -212.3 B |
Murata |
Murata Manufacturing Relative Risk vs. Return Landscape
If you would invest 1,043 in Murata Manufacturing on August 30, 2024 and sell it today you would lose (223.00) from holding Murata Manufacturing or give up 21.38% of portfolio value over 90 days. Murata Manufacturing is currently producing negative expected returns and takes up 1.9557% volatility of returns over 90 trading days. Put another way, 17% of traded pink sheets are less volatile than Murata, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Murata Manufacturing Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murata Manufacturing's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Murata Manufacturing, and traders can use it to determine the average amount a Murata Manufacturing'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 = -0.1822
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MRAAY |
Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Murata Manufacturing 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 Murata Manufacturing by adding Murata Manufacturing to a well-diversified portfolio.
Murata Manufacturing Fundamentals Growth
Murata Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Murata Manufacturing, and Murata Manufacturing 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 Murata Pink Sheet performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0823 | |||
| Profit Margin | 0.16 % | |||
| Operating Margin | 0.20 % | |||
| Current Valuation | 31.17 B | |||
| Shares Outstanding | 2.52 B | |||
| Price To Earning | 16.14 X | |||
| Price To Book | 1.91 X | |||
| Price To Sales | 0.02 X | |||
| Revenue | 1.81 T | |||
| EBITDA | 588.85 B | |||
| Cash And Equivalents | 477.4 B | |||
| Cash Per Share | 188.10 X | |||
| Total Debt | 110.98 B | |||
| Debt To Equity | 0.06 % | |||
| Book Value Per Share | 929.84 X | |||
| Cash Flow From Operations | 421.46 B | |||
| Earnings Per Share | 0.82 X | |||
| Total Asset | 2.81 T | |||
| Retained Earnings | 1.19 T | |||
| Current Asset | 801.15 B | |||
| Current Liabilities | 171.55 B | |||
About Murata Manufacturing Performance
Evaluating Murata Manufacturing's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Murata Manufacturing 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 Murata Manufacturing 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.
Murata Manufacturing Co., Ltd. designs, manufactures, and sells ceramic-based passive electronic components and solutions in Japan and internationally. Murata Manufacturing Co., Ltd. was founded in 1944 and is headquartered in Nagaokakyo, Japan. Murata Manufacturing operates under Electronic Components classification in the United States and is traded on OTC Exchange. It employs 78076 people.Things to note about Murata Manufacturing performance evaluation
Checking the ongoing alerts about Murata Manufacturing for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Murata Manufacturing help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Murata Manufacturing generated a negative expected return over the last 90 days |
- Analyzing Murata Manufacturing'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 Murata Manufacturing's stock is overvalued or undervalued compared to its peers.
- Examining Murata Manufacturing'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 Murata Manufacturing's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Murata Manufacturing's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Murata Manufacturing's pink sheet. These opinions can provide insight into Murata Manufacturing's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Murata Pink Sheet Analysis
When running Murata Manufacturing's price analysis, check to measure Murata Manufacturing'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 Murata Manufacturing is operating at the current time. Most of Murata Manufacturing's value examination focuses on studying past and present price action to predict the probability of Murata Manufacturing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Murata Manufacturing's price. Additionally, you may evaluate how the addition of Murata Manufacturing to your portfolios can decrease your overall portfolio volatility.