Safran SA (Germany) Performance
| SEJ1 Stock | EUR 219.10 1.20 0.55% |
Safran SA has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Safran SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safran SA is expected to be smaller as well. Safran SA right now has a risk of 1.25%. Please validate Safran SA coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Safran SA will be following its existing price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Safran SA are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile forward-looking indicators, Safran SA may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 3.7 B | |
| Total Cashflows From Investing Activities | -738 M |
Safran |
Safran SA Relative Risk vs. Return Landscape
If you would invest 19,605 in Safran SA on August 25, 2024 and sell it today you would earn a total of 2,305 from holding Safran SA or generate 11.76% return on investment over 90 days. Safran SA is generating 0.1788% of daily returns assuming 1.247% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than Safran SA, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Safran SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safran SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Safran SA, and traders can use it to determine the average amount a Safran 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 = 0.1433
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Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Safran SA is performing at about 11% 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 Safran SA by adding it to a well-diversified portfolio.
Safran SA Fundamentals Growth
Safran Stock prices reflect investors' perceptions of the future prospects and financial health of Safran SA, and Safran 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 Safran Stock performance.
| Return On Equity | -0.2 | |||
| Return On Asset | 0.0346 | |||
| Profit Margin | (0.12) % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 50.02 B | |||
| Shares Outstanding | 426.49 M | |||
| Price To Earning | 42.86 X | |||
| Price To Book | 5.18 X | |||
| Price To Sales | 2.91 X | |||
| Revenue | 15.13 B | |||
| EBITDA | 2.02 B | |||
| Cash And Equivalents | 2.52 B | |||
| Cash Per Share | 5.82 X | |||
| Total Debt | 4.91 B | |||
| Debt To Equity | 50.30 % | |||
| Book Value Per Share | 24.52 X | |||
| Cash Flow From Operations | 2.44 B | |||
| Earnings Per Share | 0.10 X | |||
| Total Asset | 41.72 B | |||
About Safran SA Performance
By analyzing Safran SA's fundamental ratios, stakeholders can gain valuable insights into Safran SA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Safran SA 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 Safran SA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Safran SA, together with its subsidiaries, engages in the aerospace and defense businesses worldwide. Safran SA was incorporated in 1924 and is based in Paris, France. SAFRAN INH operates under Aerospace Defense classification in Germany and is traded on Frankfurt Stock Exchange. It employs 926 people.Things to note about Safran SA performance evaluation
Checking the ongoing alerts about Safran SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Safran SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Safran SA has accumulated 4.91 B in total debt with debt to equity ratio (D/E) of 50.3, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Safran SA has a current ratio of 0.84, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Safran SA until it has trouble settling it off, either with new capital or with free cash flow. So, Safran SA's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Safran SA sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Safran to invest in growth at high rates of return. When we think about Safran SA's use of debt, we should always consider it together with cash and equity. | |
| About 17.0% of Safran SA outstanding shares are owned by corporate insiders |
- Analyzing Safran 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 Safran SA's stock is overvalued or undervalued compared to its peers.
- Examining Safran 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 Safran SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Safran SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Safran SA's stock. These opinions can provide insight into Safran SA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Safran Stock analysis
When running Safran SA's price analysis, check to measure Safran 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 Safran SA is operating at the current time. Most of Safran SA's value examination focuses on studying past and present price action to predict the probability of Safran 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 Safran SA's price. Additionally, you may evaluate how the addition of Safran SA to your portfolios can decrease your overall portfolio volatility.
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