Sartorius Stedim (Germany) Performance
| 56S1 Stock | EUR 183.30 1.10 0.60% |
Sartorius Stedim has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sartorius Stedim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sartorius Stedim is expected to be smaller as well. Sartorius Stedim Biotech right now has a risk of 3.38%. Please validate Sartorius Stedim jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Sartorius Stedim will be following its existing price patterns.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Sartorius Stedim Biotech are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Sartorius Stedim may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 223.6 M |
Sartorius |
Sartorius Stedim Relative Risk vs. Return Landscape
If you would invest 17,195 in Sartorius Stedim Biotech on September 23, 2024 and sell it today you would earn a total of 1,135 from holding Sartorius Stedim Biotech or generate 6.6% return on investment over 90 days. Sartorius Stedim Biotech is generating 0.1495% of daily returns assuming 3.3769% volatility of returns over the 90 days investment horizon. Simply put, 30% of all stocks have less volatile historical return distribution than Sartorius Stedim, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sartorius Stedim Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Stedim's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sartorius Stedim Biotech, and traders can use it to determine the average amount a Sartorius Stedim'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 = 0.0443
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | 56S1 | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.38 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Sartorius Stedim is performing at about 3% 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 Sartorius Stedim by adding it to a well-diversified portfolio.
Sartorius Stedim Fundamentals Growth
Sartorius Stock prices reflect investors' perceptions of the future prospects and financial health of Sartorius Stedim, and Sartorius Stedim 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 Sartorius Stock performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.25 % | |||
| Operating Margin | 0.32 % | |||
| Current Valuation | 31.28 B | |||
| Shares Outstanding | 92.17 M | |||
| Price To Earning | 110.44 X | |||
| Price To Book | 13.18 X | |||
| Price To Sales | 8.62 X | |||
| Revenue | 3.49 B | |||
| EBITDA | 1.33 B | |||
| Cash And Equivalents | 164.6 M | |||
| Cash Per Share | 1.78 X | |||
| Total Debt | 1.02 B | |||
| Debt To Equity | 0.39 % | |||
| Book Value Per Share | 26.58 X | |||
| Cash Flow From Operations | 612.3 M | |||
| Earnings Per Share | 9.32 X | |||
| Total Asset | 5.07 B | |||
About Sartorius Stedim Performance
By analyzing Sartorius Stedim's fundamental ratios, stakeholders can gain valuable insights into Sartorius Stedim's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sartorius Stedim 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 Sartorius Stedim has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Sartorius Stedim Biotech S.A. produces and sells instruments and consumables for the biopharmaceutical industry worldwide. Sartorius Stedim Biotech S.A. is a subsidiary of Sartorius AG. SARTOR STED operates under Medical Instruments Supplies classification in Germany and is traded on Frankfurt Stock Exchange. It employs 8200 people.Things to note about Sartorius Stedim Biotech performance evaluation
Checking the ongoing alerts about Sartorius Stedim for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sartorius Stedim Biotech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sartorius Stedim had very high historical volatility over the last 90 days | |
| About 74.0% of the company shares are owned by insiders or employees |
- Analyzing Sartorius Stedim'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 Sartorius Stedim's stock is overvalued or undervalued compared to its peers.
- Examining Sartorius Stedim'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 Sartorius Stedim's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sartorius Stedim's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sartorius Stedim's stock. These opinions can provide insight into Sartorius Stedim's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sartorius Stock analysis
When running Sartorius Stedim's price analysis, check to measure Sartorius Stedim'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 Sartorius Stedim is operating at the current time. Most of Sartorius Stedim's value examination focuses on studying past and present price action to predict the probability of Sartorius Stedim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sartorius Stedim's price. Additionally, you may evaluate how the addition of Sartorius Stedim to your portfolios can decrease your overall portfolio volatility.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |