Mazda Motor Stock Performance
| MZDAF Stock | USD 6.02 0.45 6.96% |
The company secures a Beta (Market Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mazda are expected to decrease at a much lower rate. During the bear market, Mazda is likely to outperform the market. At this point, Mazda Motor has a negative expected return of -0.43%. Please make sure to verify Mazda's treynor ratio, day median price, and the relationship between the information ratio and kurtosis , to decide if Mazda Motor performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Mazda Motor has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unfluctuating performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 738.8 B | |
| Total Cashflows From Investing Activities | -136.2 B |
Mazda |
Mazda Relative Risk vs. Return Landscape
If you would invest 816.00 in Mazda Motor on September 3, 2024 and sell it today you would lose (214.00) from holding Mazda Motor or give up 26.23% of portfolio value over 90 days. Mazda Motor is currently producing negative expected returns and takes up 3.0036% volatility of returns over 90 trading days. Put another way, 26% of traded pink sheets are less volatile than Mazda, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Mazda Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mazda's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Mazda Motor, and traders can use it to determine the average amount a Mazda'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 = -0.1429
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| Negative Returns | MZDAF |
Estimated Market Risk
| 3.0 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.43 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mazda 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 Mazda by adding Mazda to a well-diversified portfolio.
Mazda Fundamentals Growth
Mazda Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Mazda, and Mazda 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 Mazda Pink Sheet performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0245 | |||
| Current Valuation | 4.53 B | |||
| Shares Outstanding | 629.87 M | |||
| Price To Earning | 4.84 X | |||
| Price To Book | 0.48 X | |||
| Price To Sales | 0 X | |||
| Revenue | 3.12 T | |||
| EBITDA | 209.46 B | |||
| Cash And Equivalents | 777.19 B | |||
| Total Debt | 590.08 B | |||
| Debt To Equity | 0.51 % | |||
| Book Value Per Share | 2,066 X | |||
| Cash Flow From Operations | 189.16 B | |||
| Earnings Per Share | 1.73 X | |||
| Total Asset | 2.97 T | |||
| Retained Earnings | 416.63 B | |||
| Current Asset | 1.3 T | |||
| Current Liabilities | 921.4 B | |||
About Mazda Performance
By analyzing Mazda's fundamental ratios, stakeholders can gain valuable insights into Mazda's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Mazda 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 Mazda has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Mazda Motor Corporation manufactures and sells passenger cars and commercial vehicles in Japan, the United States, North America, Europe, and internationally. Mazda Motor Corporation was incorporated in 1920 and is headquartered in Hiroshima, Japan. MAZDA MOTOR operates under Auto Manufacturers classification in the United States and is traded on OTC Exchange. It employs 48750 people.Things to note about Mazda Motor performance evaluation
Checking the ongoing alerts about Mazda for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Mazda Motor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mazda Motor generated a negative expected return over the last 90 days | |
| Mazda Motor has high historical volatility and very poor performance |
- Analyzing Mazda'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 Mazda's stock is overvalued or undervalued compared to its peers.
- Examining Mazda'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 Mazda's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mazda's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mazda's pink sheet. These opinions can provide insight into Mazda's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Mazda Pink Sheet analysis
When running Mazda's price analysis, check to measure Mazda'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 Mazda is operating at the current time. Most of Mazda's value examination focuses on studying past and present price action to predict the probability of Mazda's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mazda's price. Additionally, you may evaluate how the addition of Mazda to your portfolios can decrease your overall portfolio volatility.
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