Roche Holding (Germany) Performance
| RHO6 Stock | EUR 33.41 0.08 0.24% |
The company holds a Beta of 0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Roche Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roche Holding is expected to be smaller as well. At this point, Roche Holding has a negative expected return of -0.14%. Please make sure to check Roche Holding's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Roche Holding 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 Roche Holding Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 5.7 B | |
| Total Cashflows From Investing Activities | -6.6 B |
Roche |
Roche Holding Relative Risk vs. Return Landscape
If you would invest 3,685 in Roche Holding Ltd on August 25, 2024 and sell it today you would lose (344.00) from holding Roche Holding Ltd or give up 9.34% of portfolio value over 90 days. Roche Holding Ltd is producing return of less than zero assuming 1.7414% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than Roche Holding, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Roche Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roche Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Roche Holding Ltd, and traders can use it to determine the average amount a Roche Holding'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 = -0.0779
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| Negative Returns | RHO6 |
Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Roche Holding 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 Roche Holding by adding Roche Holding to a well-diversified portfolio.
Roche Holding Fundamentals Growth
Roche Stock prices reflect investors' perceptions of the future prospects and financial health of Roche Holding, and Roche Holding 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 Roche Stock performance.
| Return On Equity | 0.45 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.19 % | |||
| Operating Margin | 0.32 % | |||
| Current Valuation | 273.87 B | |||
| Shares Outstanding | 6.39 B | |||
| Price To Earning | 21.74 X | |||
| Price To Book | 9.68 X | |||
| Price To Sales | 3.82 X | |||
| Revenue | 62.8 B | |||
| EBITDA | 22.26 B | |||
| Cash And Equivalents | 12.34 B | |||
| Cash Per Share | 1.81 X | |||
| Total Debt | 16.08 B | |||
| Debt To Equity | 0.39 % | |||
| Book Value Per Share | 4.38 X | |||
| Cash Flow From Operations | 20.98 B | |||
| Earnings Per Share | 2.23 X | |||
| Total Asset | 92.32 B | |||
| Retained Earnings | 25.51 B | |||
| Current Asset | 26.61 B | |||
| Current Liabilities | 24.46 B | |||
About Roche Holding Performance
By analyzing Roche Holding's fundamental ratios, stakeholders can gain valuable insights into Roche Holding's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Roche Holding 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 Roche Holding has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Roche Holding AG engages in the prescription pharmaceuticals and diagnostics businesses in Switzerland, Germany, and internationally. The company was founded in 1896 and is headquartered in Basel, Switzerland. ROCHE HLDG operates under Drug ManufacturersGeneral classification in Germany and is traded on Frankfurt Stock Exchange. It employs 101465 people.Things to note about Roche Holding performance evaluation
Checking the ongoing alerts about Roche Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Roche Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Roche Holding generated a negative expected return over the last 90 days |
- Analyzing Roche Holding'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 Roche Holding's stock is overvalued or undervalued compared to its peers.
- Examining Roche Holding'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 Roche Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Roche Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Roche Holding's stock. These opinions can provide insight into Roche Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Roche Stock analysis
When running Roche Holding's price analysis, check to measure Roche Holding'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 Roche Holding is operating at the current time. Most of Roche Holding's value examination focuses on studying past and present price action to predict the probability of Roche Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roche Holding's price. Additionally, you may evaluate how the addition of Roche Holding to your portfolios can decrease your overall portfolio volatility.
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