Thyssenkrupp (Germany) Performance
| TKA Stock | 3.90 0.05 1.30% |
On a scale of 0 to 100, Thyssenkrupp holds a performance score of 7. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Thyssenkrupp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thyssenkrupp is expected to be smaller as well. Please check Thyssenkrupp's semi variance, as well as the relationship between the accumulation distribution and day typical price , to make a quick decision on whether Thyssenkrupp's existing price patterns will revert.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in thyssenkrupp AG are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, Thyssenkrupp unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 9 B | |
| Total Cashflows From Investing Activities | -277 M |
Thyssenkrupp |
Thyssenkrupp Relative Risk vs. Return Landscape
If you would invest 330.00 in thyssenkrupp AG on August 31, 2024 and sell it today you would earn a total of 60.00 from holding thyssenkrupp AG or generate 18.18% return on investment over 90 days. thyssenkrupp AG is generating 0.3114% of daily returns and assumes 3.2421% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Thyssenkrupp, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Thyssenkrupp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thyssenkrupp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as thyssenkrupp AG, and traders can use it to determine the average amount a Thyssenkrupp'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 = 0.096
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TKA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.24 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Thyssenkrupp is performing at about 7% 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 Thyssenkrupp by adding it to a well-diversified portfolio.
Thyssenkrupp Fundamentals Growth
Thyssenkrupp Stock prices reflect investors' perceptions of the future prospects and financial health of Thyssenkrupp, and Thyssenkrupp 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 Thyssenkrupp Stock performance.
| Return On Equity | 0.0917 | |||
| Return On Asset | 0.0234 | |||
| Profit Margin | 0.03 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 1.02 B | |||
| Shares Outstanding | 622.53 M | |||
| Price To Book | 0.27 X | |||
| Price To Sales | 0.09 X | |||
| Revenue | 41.14 B | |||
| EBITDA | 1.49 B | |||
| Cash And Equivalents | 7.64 B | |||
| Total Debt | 2.79 B | |||
| Book Value Per Share | 22.42 X | |||
| Cash Flow From Operations | 617 M | |||
| Earnings Per Share | 1.80 X | |||
| Total Asset | 37.49 B | |||
About Thyssenkrupp Performance
Assessing Thyssenkrupp's fundamental ratios provides investors with valuable insights into Thyssenkrupp's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Thyssenkrupp 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.
Things to note about thyssenkrupp AG performance evaluation
Checking the ongoing alerts about Thyssenkrupp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for thyssenkrupp AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| thyssenkrupp AG had very high historical volatility over the last 90 days | |
| About 21.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Thyssenkrupp'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 Thyssenkrupp's stock is overvalued or undervalued compared to its peers.
- Examining Thyssenkrupp'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 Thyssenkrupp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Thyssenkrupp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Thyssenkrupp's stock. These opinions can provide insight into Thyssenkrupp's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Thyssenkrupp Stock Analysis
When running Thyssenkrupp's price analysis, check to measure Thyssenkrupp'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 Thyssenkrupp is operating at the current time. Most of Thyssenkrupp's value examination focuses on studying past and present price action to predict the probability of Thyssenkrupp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thyssenkrupp's price. Additionally, you may evaluate how the addition of Thyssenkrupp to your portfolios can decrease your overall portfolio volatility.