KEISEI EL (Germany) Performance
| KEI Stock | EUR 8.40 0.00 0.00% |
The company secures a Beta (Market Risk) of -0.0062, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KEISEI EL are expected to decrease at a much lower rate. During the bear market, KEISEI EL is likely to outperform the market. At this point, KEISEI EL RAILWAY has a negative expected return of -1.06%. Please make sure to verify KEISEI EL's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if KEISEI EL RAILWAY performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days KEISEI EL RAILWAY has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's forward indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 28.9 B | |
| Free Cash Flow | 28.8 B |
KEISEI |
KEISEI EL Relative Risk vs. Return Landscape
If you would invest 2,600 in KEISEI EL RAILWAY on September 27, 2024 and sell it today you would lose (1,760) from holding KEISEI EL RAILWAY or give up 67.69% of portfolio value over 90 days. KEISEI EL RAILWAY is producing return of less than zero assuming 8.8978% volatility of returns over the 90 days investment horizon. Simply put, 79% of all stocks have less volatile historical return distribution than KEISEI EL, and 99% 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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KEISEI EL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KEISEI EL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KEISEI EL RAILWAY, and traders can use it to determine the average amount a KEISEI EL'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 = -0.1186
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| Negative Returns | KEI |
Estimated Market Risk
| 8.9 actual daily | 79 79% of assets are less volatile |
Expected Return
| -1.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KEISEI EL 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 KEISEI EL by adding KEISEI EL to a well-diversified portfolio.
KEISEI EL Fundamentals Growth
KEISEI Stock prices reflect investors' perceptions of the future prospects and financial health of KEISEI EL, and KEISEI EL 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 KEISEI Stock performance.
| Current Valuation | 6.8 B | |||
| Price To Book | 1.66 X | |||
| Price To Sales | 2.80 X | |||
| Revenue | 214.16 B | |||
| EBITDA | 29.97 B | |||
| Total Debt | 250.64 B | |||
| Cash Flow From Operations | 28.83 B | |||
| Total Asset | 900.35 B | |||
About KEISEI EL Performance
Assessing KEISEI EL's fundamental ratios provides investors with valuable insights into KEISEI EL's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the KEISEI EL 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 KEISEI EL RAILWAY performance evaluation
Checking the ongoing alerts about KEISEI EL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KEISEI EL RAILWAY help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KEISEI EL RAILWAY generated a negative expected return over the last 90 days | |
| KEISEI EL RAILWAY has high historical volatility and very poor performance | |
| KEISEI EL RAILWAY has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 214.16 B. Net Loss for the year was (4.44 B) with profit before overhead, payroll, taxes, and interest of 0. |
- Analyzing KEISEI EL'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 KEISEI EL's stock is overvalued or undervalued compared to its peers.
- Examining KEISEI EL'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 KEISEI EL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KEISEI EL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KEISEI EL's stock. These opinions can provide insight into KEISEI EL's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for KEISEI Stock Analysis
When running KEISEI EL's price analysis, check to measure KEISEI EL'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 KEISEI EL is operating at the current time. Most of KEISEI EL's value examination focuses on studying past and present price action to predict the probability of KEISEI EL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KEISEI EL's price. Additionally, you may evaluate how the addition of KEISEI EL to your portfolios can decrease your overall portfolio volatility.