Münchener Rück (Germany) Performance
| MUV2 Stock | 484.10 9.10 1.92% |
Münchener Rück has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Münchener Rück's returns are expected to increase less than the market. However, during the bear market, the loss of holding Münchener Rück is expected to be smaller as well. Mnchener Rck AG right now secures a risk of 1.2%. Please verify Mnchener Rck AG coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Mnchener Rck AG will be following its current price movements.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Mnchener Rck AG are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Münchener Rück is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 5.6 B | |
| Total Cashflows From Investing Activities | -3.8 B |
Münchener |
Münchener Rück Relative Risk vs. Return Landscape
If you would invest 47,490 in Mnchener Rck AG on August 24, 2024 and sell it today you would earn a total of 920.00 from holding Mnchener Rck AG or generate 1.94% return on investment over 90 days. Mnchener Rck AG is generating 0.0367% of daily returns and assumes 1.202% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Münchener, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Münchener Rück Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Münchener Rück's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mnchener Rck AG, and traders can use it to determine the average amount a Münchener Rück'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 = 0.0305
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MUV2 |
Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Münchener Rück is performing at about 2% 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 Münchener Rück by adding it to a well-diversified portfolio.
Münchener Rück Fundamentals Growth
Münchener Stock prices reflect investors' perceptions of the future prospects and financial health of Münchener Rück, and Münchener Rück 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 Münchener Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0073 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.05 % | |||
| Current Valuation | 41.97 B | |||
| Shares Outstanding | 139.79 M | |||
| Price To Book | 2.02 X | |||
| Price To Sales | 0.64 X | |||
| Revenue | 64.48 B | |||
| EBITDA | 3.82 B | |||
| Cash And Equivalents | 5.41 B | |||
| Total Debt | 6.8 B | |||
| Book Value Per Share | 152.32 X | |||
| Cash Flow From Operations | 5.23 B | |||
| Earnings Per Share | 19.93 X | |||
| Total Asset | 312.4 B | |||
About Münchener Rück Performance
By analyzing Münchener Rück's fundamental ratios, stakeholders can gain valuable insights into Münchener Rück's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Münchener Rück 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 Münchener Rück has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Mnchener Rck AG performance evaluation
Checking the ongoing alerts about Münchener Rück for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mnchener Rck AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Münchener Rück's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Münchener Rück's stock performance include:- Analyzing Münchener Rück'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 Münchener Rück's stock is overvalued or undervalued compared to its peers.
- Examining Münchener Rück'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 Münchener Rück's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Münchener Rück's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Münchener Rück's stock. These opinions can provide insight into Münchener Rück's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Münchener Stock analysis
When running Münchener Rück's price analysis, check to measure Münchener Rück'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 Münchener Rück is operating at the current time. Most of Münchener Rück's value examination focuses on studying past and present price action to predict the probability of Münchener Rück's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Münchener Rück's price. Additionally, you may evaluate how the addition of Münchener Rück to your portfolios can decrease your overall portfolio volatility.
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