Allianz SE (Germany) Performance
| ALV Stock | 294.60 2.30 0.77% |
The firm shows a Beta (market volatility) of 0.002, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz SE is expected to be smaller as well. At this point, Allianz SE VNA has a negative expected return of -0.0024%. Please make sure to confirm Allianz SE's downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Allianz SE VNA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Allianz SE VNA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Allianz SE is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 22.4 B | |
| Total Cashflows From Investing Activities | -19.8 B |
Allianz |
Allianz SE Relative Risk vs. Return Landscape
If you would invest 29,570 in Allianz SE VNA on September 24, 2024 and sell it today you would lose (110.00) from holding Allianz SE VNA or give up 0.37% of portfolio value over 90 days. Allianz SE VNA is generating negative expected returns and assumes 0.8179% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Allianz, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allianz SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allianz SE VNA, and traders can use it to determine the average amount a Allianz SE'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 = -0.003
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| Negative Returns | ALV |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Allianz SE 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 Allianz SE by adding Allianz SE to a well-diversified portfolio.
Allianz SE Fundamentals Growth
Allianz Stock prices reflect investors' perceptions of the future prospects and financial health of Allianz SE, and Allianz SE 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 Allianz Stock performance.
| Return On Equity | 0.1 | |||
| Return On Asset | 0.0083 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 96.65 B | |||
| Shares Outstanding | 403.31 M | |||
| Price To Book | 1.59 X | |||
| Price To Sales | 0.74 X | |||
| Revenue | 120.87 B | |||
| EBITDA | 15.61 B | |||
| Cash And Equivalents | 22.57 B | |||
| Total Debt | 39.06 B | |||
| Book Value Per Share | 195.86 X | |||
| Cash Flow From Operations | 25.12 B | |||
| Earnings Per Share | 17.04 X | |||
| Total Asset | 1.02 T | |||
About Allianz SE Performance
Assessing Allianz SE's fundamental ratios provides investors with valuable insights into Allianz SE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Allianz SE 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 Allianz SE VNA performance evaluation
Checking the ongoing alerts about Allianz SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allianz SE VNA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Allianz SE VNA generated a negative expected return over the last 90 days |
- Analyzing Allianz SE'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 Allianz SE's stock is overvalued or undervalued compared to its peers.
- Examining Allianz SE'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 Allianz SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allianz SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Allianz SE's stock. These opinions can provide insight into Allianz SE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Allianz Stock Analysis
When running Allianz SE's price analysis, check to measure Allianz SE'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 Allianz SE is operating at the current time. Most of Allianz SE's value examination focuses on studying past and present price action to predict the probability of Allianz SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allianz SE's price. Additionally, you may evaluate how the addition of Allianz SE to your portfolios can decrease your overall portfolio volatility.