FUJITSU (Germany) Performance

FUJA Stock  EUR 17.50  0.40  2.23%   
FUJITSU has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, FUJITSU's returns are expected to increase less than the market. However, during the bear market, the loss of holding FUJITSU is expected to be smaller as well. FUJITSU LTD ADR currently shows a risk of 2.01%. Please confirm FUJITSU LTD ADR coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if FUJITSU LTD ADR will be following its price patterns.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in FUJITSU LTD ADR are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward-looking indicators, FUJITSU is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
  

FUJITSU Relative Risk vs. Return Landscape

If you would invest  1,730  in FUJITSU LTD ADR on September 6, 2024 and sell it today you would earn a total of  20.00  from holding FUJITSU LTD ADR or generate 1.16% return on investment over 90 days. FUJITSU LTD ADR is generating 0.0383% of daily returns assuming 2.013% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than FUJITSU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon FUJITSU is expected to generate 4.61 times less return on investment than the market. In addition to that, the company is 2.73 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.24 per unit of volatility.

FUJITSU Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for FUJITSU's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FUJITSU LTD ADR, and traders can use it to determine the average amount a FUJITSU'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 = 0.019

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Estimated Market Risk

 2.01
  actual daily
17
83% of assets are more volatile

Expected Return

 0.04
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.02
  actual daily
1
99% of assets perform better
Based on monthly moving average FUJITSU is performing at about 1% 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 FUJITSU by adding it to a well-diversified portfolio.

FUJITSU Fundamentals Growth

FUJITSU Stock prices reflect investors' perceptions of the future prospects and financial health of FUJITSU, and FUJITSU 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 FUJITSU Stock performance.

About FUJITSU Performance

By analyzing FUJITSU's fundamental ratios, stakeholders can gain valuable insights into FUJITSU's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FUJITSU 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 FUJITSU has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fujitsu Limited operates as an information and communication technology company in japan and internationally. Fujitsu Limited was founded in 1923 and is headquartered in Tokyo, Japan. FUJITSU is traded on Frankfurt Stock Exchange in Germany.

Things to note about FUJITSU LTD ADR performance evaluation

Checking the ongoing alerts about FUJITSU for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FUJITSU LTD ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating FUJITSU's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FUJITSU's stock performance include:
  • Analyzing FUJITSU'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 FUJITSU's stock is overvalued or undervalued compared to its peers.
  • Examining FUJITSU'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 FUJITSU's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FUJITSU's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of FUJITSU's stock. These opinions can provide insight into FUJITSU's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating FUJITSU's stock performance is not an exact science, and many factors can impact FUJITSU's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for FUJITSU Stock analysis

When running FUJITSU's price analysis, check to measure FUJITSU'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 FUJITSU is operating at the current time. Most of FUJITSU's value examination focuses on studying past and present price action to predict the probability of FUJITSU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FUJITSU's price. Additionally, you may evaluate how the addition of FUJITSU to your portfolios can decrease your overall portfolio volatility.
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