STEVEN MADDEN (Germany) Performance
| SJM Stock | EUR 39.59 0.60 2.91% |
STEVEN MADDEN has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STEVEN MADDEN's returns are expected to increase less than the market. However, during the bear market, the loss of holding STEVEN MADDEN is expected to be smaller as well. STEVEN MADDEN currently has a risk of 1.87%. Please validate STEVEN MADDEN downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if STEVEN MADDEN will be following its existing price patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in STEVEN MADDEN are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain primary indicators, STEVEN MADDEN may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Begin Period Cash Flow | 219.5 M | |
| Free Cash Flow | 249.5 M |
STEVEN |
STEVEN MADDEN Relative Risk vs. Return Landscape
If you would invest 3,959 in STEVEN MADDEN on August 30, 2024 and sell it today you would earn a total of 221.00 from holding STEVEN MADDEN or generate 5.58% return on investment over 90 days. STEVEN MADDEN is generating 0.1008% of daily returns assuming 1.8721% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than STEVEN MADDEN, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
STEVEN MADDEN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STEVEN MADDEN's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as STEVEN MADDEN, and traders can use it to determine the average amount a STEVEN MADDEN'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 = 0.0539
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| Cash | Small Risk | SJM | High Risk | Huge Risk |
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Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average STEVEN MADDEN is performing at about 4% 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 STEVEN MADDEN by adding it to a well-diversified portfolio.
STEVEN MADDEN Fundamentals Growth
STEVEN Stock prices reflect investors' perceptions of the future prospects and financial health of STEVEN MADDEN, and STEVEN MADDEN 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 STEVEN Stock performance.
| Current Valuation | 2.39 B | |||
| Price To Book | 3.08 X | |||
| Price To Sales | 1.19 X | |||
| Revenue | 2.12 B | |||
| EBITDA | 302.22 M | |||
| Cash Flow From Operations | 267.88 M | |||
| Total Asset | 1.26 B | |||
About STEVEN MADDEN Performance
By analyzing STEVEN MADDEN's fundamental ratios, stakeholders can gain valuable insights into STEVEN MADDEN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if STEVEN MADDEN 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 STEVEN MADDEN 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 STEVEN MADDEN performance evaluation
Checking the ongoing alerts about STEVEN MADDEN for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STEVEN MADDEN help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating STEVEN MADDEN's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate STEVEN MADDEN's stock performance include:- Analyzing STEVEN MADDEN'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 STEVEN MADDEN's stock is overvalued or undervalued compared to its peers.
- Examining STEVEN MADDEN'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 STEVEN MADDEN's management team can have a significant impact on its success or failure. Reviewing the track record and experience of STEVEN MADDEN's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of STEVEN MADDEN's stock. These opinions can provide insight into STEVEN MADDEN's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for STEVEN Stock analysis
When running STEVEN MADDEN's price analysis, check to measure STEVEN MADDEN'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 STEVEN MADDEN is operating at the current time. Most of STEVEN MADDEN's value examination focuses on studying past and present price action to predict the probability of STEVEN MADDEN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STEVEN MADDEN's price. Additionally, you may evaluate how the addition of STEVEN MADDEN to your portfolios can decrease your overall portfolio volatility.
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