Epiroc AB (Sweden) Performance
| EPI-A Stock | SEK 205.40 1.90 0.92% |
Epiroc AB has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0021, which means not very significant fluctuations relative to the market. As returns on the market increase, Epiroc AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Epiroc AB is expected to be smaller as well. Epiroc AB right now shows a risk of 1.63%. Please confirm Epiroc AB information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Epiroc AB will be following its price patterns.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Epiroc AB are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, Epiroc AB may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 15.1 B | |
| Total Cashflows From Investing Activities | -3.5 B |
Epiroc |
Epiroc AB Relative Risk vs. Return Landscape
If you would invest 19,207 in Epiroc AB on September 14, 2024 and sell it today you would earn a total of 1,333 from holding Epiroc AB or generate 6.94% return on investment over 90 days. Epiroc AB is generating 0.118% of daily returns and assumes 1.6325% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Epiroc, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Epiroc AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Epiroc AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Epiroc AB, and traders can use it to determine the average amount a Epiroc AB'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 = 0.0723
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Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Epiroc AB is performing at about 5% 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 Epiroc AB by adding it to a well-diversified portfolio.
Epiroc AB Fundamentals Growth
Epiroc Stock prices reflect investors' perceptions of the future prospects and financial health of Epiroc AB, and Epiroc AB 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 Epiroc Stock performance.
| Return On Equity | 0.28 | |||
| Return On Asset | 0.13 | |||
| Profit Margin | 0.17 % | |||
| Operating Margin | 0.22 % | |||
| Current Valuation | 231.02 B | |||
| Shares Outstanding | 816.67 M | |||
| Price To Earning | 20.87 X | |||
| Price To Book | 7.67 X | |||
| Price To Sales | 4.52 X | |||
| Revenue | 39.65 B | |||
| EBITDA | 10.84 B | |||
| Cash And Equivalents | 5.96 B | |||
| Cash Per Share | 4.97 X | |||
| Total Debt | 7.03 B | |||
| Debt To Equity | 43.50 % | |||
| Book Value Per Share | 27.39 X | |||
| Cash Flow From Operations | 7.61 B | |||
| Earnings Per Share | 6.67 X | |||
| Total Asset | 48.58 B | |||
About Epiroc AB Performance
Assessing Epiroc AB's fundamental ratios provides investors with valuable insights into Epiroc AB's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Epiroc AB 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.
Epiroc AB , together with its subsidiaries, develops and produces equipment, consumables, and service for use in surface and underground mining, infrastructure, civil works, well drilling and geotechnical applications worldwide. Epiroc AB was founded in 1873 and is headquartered in Nacka, Sweden. Epiroc AB is traded on Stockholm Stock Exchange in Sweden.Things to note about Epiroc AB performance evaluation
Checking the ongoing alerts about Epiroc AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Epiroc AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Over 76.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Epiroc AB'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 Epiroc AB's stock is overvalued or undervalued compared to its peers.
- Examining Epiroc AB'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 Epiroc AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Epiroc AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Epiroc AB's stock. These opinions can provide insight into Epiroc AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Epiroc Stock Analysis
When running Epiroc AB's price analysis, check to measure Epiroc AB'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 Epiroc AB is operating at the current time. Most of Epiroc AB's value examination focuses on studying past and present price action to predict the probability of Epiroc AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Epiroc AB's price. Additionally, you may evaluate how the addition of Epiroc AB to your portfolios can decrease your overall portfolio volatility.