Rumo SA (Brazil) Performance
| RAIL3 Stock | BRL 20.34 0.18 0.89% |
The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rumo SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rumo SA is expected to be smaller as well. At this point, Rumo SA has a negative expected return of -0.16%. Please make sure to check Rumo SA's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Rumo SA 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 Rumo SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Begin Period Cash Flow | 7.8 B | |
| Total Cashflows From Investing Activities | -3.4 B |
Rumo |
Rumo SA Relative Risk vs. Return Landscape
If you would invest 2,255 in Rumo SA on August 28, 2024 and sell it today you would lose (221.00) from holding Rumo SA or give up 9.8% of portfolio value over 90 days. Rumo SA is generating negative expected returns and assumes 1.4558% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Rumo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Rumo SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rumo SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Rumo SA, and traders can use it to determine the average amount a Rumo SA'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 = -0.107
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| Negative Returns | RAIL3 |
Estimated Market Risk
| 1.46 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Rumo SA 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 Rumo SA by adding Rumo SA to a well-diversified portfolio.
Rumo SA Fundamentals Growth
Rumo Stock prices reflect investors' perceptions of the future prospects and financial health of Rumo SA, and Rumo SA 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 Rumo Stock performance.
| Return On Equity | -0.0074 | |||
| Return On Asset | 0.0309 | |||
| Profit Margin | (0.01) % | |||
| Operating Margin | 0.25 % | |||
| Current Valuation | 48.46 B | |||
| Shares Outstanding | 1.85 B | |||
| Price To Earning | 37.67 X | |||
| Price To Book | 2.17 X | |||
| Price To Sales | 3.48 X | |||
| Revenue | 7.44 B | |||
| EBITDA | 4.33 B | |||
| Cash And Equivalents | 8.5 B | |||
| Cash Per Share | 3.45 X | |||
| Total Debt | 22.68 B | |||
| Debt To Equity | 1.21 % | |||
| Book Value Per Share | 8.13 X | |||
| Cash Flow From Operations | 3.34 B | |||
| Earnings Per Share | (0.05) X | |||
| Total Asset | 48.17 B | |||
About Rumo SA Performance
Assessing Rumo SA's fundamental ratios provides investors with valuable insights into Rumo SA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Rumo SA 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.
Rumo S.A., through its subsidiaries, provides rail transportation services. Rumo S.A. was founded in 1997 and is headquartered in Curitiba, Brazil. RUMO S operates under Railroads classification in Brazil and is traded on Sao Paolo Stock Exchange.Things to note about Rumo SA performance evaluation
Checking the ongoing alerts about Rumo SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Rumo SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Rumo SA generated a negative expected return over the last 90 days | |
| Rumo SA has high likelihood to experience some financial distress in the next 2 years | |
| About 34.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Rumo SA'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 Rumo SA's stock is overvalued or undervalued compared to its peers.
- Examining Rumo SA'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 Rumo SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Rumo SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Rumo SA's stock. These opinions can provide insight into Rumo SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Rumo Stock Analysis
When running Rumo SA's price analysis, check to measure Rumo SA'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 Rumo SA is operating at the current time. Most of Rumo SA's value examination focuses on studying past and present price action to predict the probability of Rumo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rumo SA's price. Additionally, you may evaluate how the addition of Rumo SA to your portfolios can decrease your overall portfolio volatility.