Alfen NV (Germany) Performance
| 703 Stock | EUR 11.14 0.35 3.05% |
The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alfen NV are expected to decrease at a much lower rate. During the bear market, Alfen NV is likely to outperform the market. At this point, Alfen NV has a negative expected return of -0.0904%. Please make sure to confirm Alfen NV's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Alfen NV performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Alfen NV has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Alfen NV is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 47.3 M |
Alfen |
Alfen NV Relative Risk vs. Return Landscape
If you would invest 1,212 in Alfen NV on September 23, 2024 and sell it today you would lose (98.00) from holding Alfen NV or give up 8.09% of portfolio value over 90 days. Alfen NV is currently producing negative expected returns and takes up 2.7477% volatility of returns over 90 trading days. Put another way, 24% of traded stocks are less volatile than Alfen, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Alfen NV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alfen NV's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alfen NV, and traders can use it to determine the average amount a Alfen NV'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 = -0.0329
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 703 |
Estimated Market Risk
| 2.75 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alfen NV 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 Alfen NV by adding Alfen NV to a well-diversified portfolio.
Alfen NV Fundamentals Growth
Alfen Stock prices reflect investors' perceptions of the future prospects and financial health of Alfen NV, and Alfen NV 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 Alfen Stock performance.
| Return On Equity | 0.43 | |||
| Return On Asset | 0.17 | |||
| Profit Margin | 0.12 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 2.02 B | |||
| Shares Outstanding | 21.7 M | |||
| Price To Earning | 155.18 X | |||
| Price To Book | 16.40 X | |||
| Price To Sales | 5.47 X | |||
| Revenue | 439.88 M | |||
| EBITDA | 77.91 M | |||
| Cash And Equivalents | 52.34 M | |||
| Cash Per Share | 2.41 X | |||
| Total Debt | 2.69 M | |||
| Debt To Equity | 0.27 % | |||
| Book Value Per Share | 6.94 X | |||
| Cash Flow From Operations | 429 K | |||
| Earnings Per Share | 2.43 X | |||
| Total Asset | 321.07 M | |||
About Alfen NV Performance
By analyzing Alfen NV's fundamental ratios, stakeholders can gain valuable insights into Alfen NV's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Alfen NV 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 Alfen NV has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Alfen N.V., through its subsidiaries, designs, engineers, develops, produces, and sells products, systems, and services related to the electricity grid. Alfen N.V. was founded in 1937 and is headquartered in Almere, the Netherlands. ALFEN N is traded on Frankfurt Stock Exchange in Germany.Things to note about Alfen NV performance evaluation
Checking the ongoing alerts about Alfen NV for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alfen NV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alfen NV generated a negative expected return over the last 90 days | |
| About 70.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Alfen NV'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 Alfen NV's stock is overvalued or undervalued compared to its peers.
- Examining Alfen NV'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 Alfen NV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alfen NV's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alfen NV's stock. These opinions can provide insight into Alfen NV's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Alfen Stock analysis
When running Alfen NV's price analysis, check to measure Alfen NV'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 Alfen NV is operating at the current time. Most of Alfen NV's value examination focuses on studying past and present price action to predict the probability of Alfen NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfen NV's price. Additionally, you may evaluate how the addition of Alfen NV to your portfolios can decrease your overall portfolio volatility.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |