UniCredit SpA (Germany) Performance
| CRIN Stock | EUR 37.75 0.03 0.08% |
UniCredit SpA has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning UniCredit SpA are expected to decrease at a much lower rate. During the bear market, UniCredit SpA is likely to outperform the market. UniCredit SpA right now has a risk of 1.9%. Please validate UniCredit SpA downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if UniCredit SpA 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 UniCredit SpA are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, UniCredit SpA 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 | 107.4 B |
UniCredit |
UniCredit SpA Relative Risk vs. Return Landscape
If you would invest 3,604 in UniCredit SpA on September 23, 2024 and sell it today you would earn a total of 171.00 from holding UniCredit SpA or generate 4.74% return on investment over 90 days. UniCredit SpA is generating 0.088% of daily returns assuming 1.8987% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than UniCredit SpA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UniCredit SpA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UniCredit SpA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as UniCredit SpA, and traders can use it to determine the average amount a UniCredit SpA'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 = 0.0463
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | CRIN | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average UniCredit SpA 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 UniCredit SpA by adding it to a well-diversified portfolio.
UniCredit SpA Fundamentals Growth
UniCredit Stock prices reflect investors' perceptions of the future prospects and financial health of UniCredit SpA, and UniCredit SpA 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 UniCredit Stock performance.
| Return On Equity | 0.1 | |||
| Return On Asset | 0.0073 | |||
| Profit Margin | 0.35 % | |||
| Operating Margin | 0.42 % | |||
| Current Valuation | (208.73 M) | |||
| Shares Outstanding | 1.94 B | |||
| Price To Earning | 6.14 X | |||
| Price To Book | 0.40 X | |||
| Price To Sales | 1.69 X | |||
| Revenue | 18.27 B | |||
| Cash And Equivalents | 107.64 B | |||
| Cash Per Share | 48.27 X | |||
| Total Debt | 95.72 B | |||
| Book Value Per Share | 28.90 X | |||
| Cash Flow From Operations | (7.52 B) | |||
| Earnings Per Share | 3.46 X | |||
| Total Asset | 857.8 B | |||
About UniCredit SpA Performance
By analyzing UniCredit SpA's fundamental ratios, stakeholders can gain valuable insights into UniCredit SpA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UniCredit SpA 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 UniCredit SpA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The company operates through Commercial Banking Italy, Commercial Banking Germany, Commercial Banking Austria, Corporate Investment Banking, Central and Eastern Europe, and Fineco segments. UniCredit S.p.A. was founded in 1870 and is headquartered in Milan, Italy. UNICREDIT operates under Banks - Regional - Europe classification in Germany and is traded on Frankfurt Stock Exchange. It employs 86232 people.Things to note about UniCredit SpA performance evaluation
Checking the ongoing alerts about UniCredit SpA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for UniCredit SpA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| UniCredit SpA has accumulated about 107.64 B in cash with (7.52 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 48.27, which can makes it an attractive takeover target, given it will continue generating positive cash flow. |
- Analyzing UniCredit SpA'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 UniCredit SpA's stock is overvalued or undervalued compared to its peers.
- Examining UniCredit SpA'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 UniCredit SpA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of UniCredit SpA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of UniCredit SpA's stock. These opinions can provide insight into UniCredit SpA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for UniCredit Stock analysis
When running UniCredit SpA's price analysis, check to measure UniCredit SpA'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 UniCredit SpA is operating at the current time. Most of UniCredit SpA's value examination focuses on studying past and present price action to predict the probability of UniCredit SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UniCredit SpA's price. Additionally, you may evaluate how the addition of UniCredit SpA to your portfolios can decrease your overall portfolio volatility.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |