BASF SE (Germany) Performance
| BASA Stock | EUR 10.20 0.20 1.92% |
The firm shows a Beta (market volatility) of 0.0468, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BASF SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BASF SE is expected to be smaller as well. At this point, BASF SE has a negative expected return of -0.0804%. Please make sure to confirm BASF SE's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if BASF SE performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days BASF SE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, BASF SE 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 | 2.6 B |
BASF |
BASF SE Relative Risk vs. Return Landscape
If you would invest 1,090 in BASF SE on September 3, 2024 and sell it today you would lose (70.00) from holding BASF SE or give up 6.42% of portfolio value over 90 days. BASF SE is producing return of less than zero assuming 2.1002% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than BASF SE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BASF SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BASF SE, and traders can use it to determine the average amount a BASF 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 = -0.0383
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| Negative Returns | BASA |
Estimated Market Risk
| 2.1 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BASF 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 BASF SE by adding BASF SE to a well-diversified portfolio.
BASF SE Fundamentals Growth
BASF Stock prices reflect investors' perceptions of the future prospects and financial health of BASF SE, and BASF 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 BASF Stock performance.
| Return On Equity | -0.0094 | |||
| Return On Asset | 0.0499 | |||
| Profit Margin | (0.01) % | |||
| Operating Margin | 0.08 % | |||
| Current Valuation | 62.32 B | |||
| Shares Outstanding | 3.57 B | |||
| Price To Earning | 5.99 X | |||
| Price To Book | 0.90 X | |||
| Price To Sales | 0.48 X | |||
| Revenue | 87.33 B | |||
| EBITDA | 6.11 B | |||
| Cash And Equivalents | 2.16 B | |||
| Cash Per Share | 0.59 X | |||
| Total Debt | 15.19 B | |||
| Debt To Equity | 51.50 % | |||
| Book Value Per Share | 11.38 X | |||
| Cash Flow From Operations | 7.71 B | |||
| Earnings Per Share | 1.41 X | |||
| Total Asset | 84.47 B | |||
About BASF SE Performance
By analyzing BASF SE's fundamental ratios, stakeholders can gain valuable insights into BASF SE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BASF SE 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 BASF SE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
It operates through six segments Chemicals, Materials, Industrial Solutions, Surface Technologies, Nutrition Care, and Agricultural Solutions. BASF SE was founded in 1865 and is headquartered in Ludwigshafen am Rhein, Germany. BASF SPONS is traded on Frankfurt Stock Exchange in Germany.Things to note about BASF SE performance evaluation
Checking the ongoing alerts about BASF SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BASF SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BASF SE generated a negative expected return over the last 90 days | |
| BASF SE has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 87.33 B. Net Loss for the year was (627 M) with profit before overhead, payroll, taxes, and interest of 20.63 B. |
- Analyzing BASF 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 BASF SE's stock is overvalued or undervalued compared to its peers.
- Examining BASF 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 BASF SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BASF SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BASF SE's stock. These opinions can provide insight into BASF SE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BASF Stock analysis
When running BASF SE's price analysis, check to measure BASF 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 BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF 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 BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.
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