Companhia (Germany) Performance

SAJA Stock  EUR 13.60  0.30  2.26%   
The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Companhia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Companhia is expected to be smaller as well. At this point, Companhia de Saneamento has a negative expected return of -0.14%. Please make sure to confirm Companhia's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Companhia de Saneamento 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 Companhia de Saneamento has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's forward-looking indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
Begin Period Cash Flow396.4 M
Total Cashflows From Investing Activities-2.7 B
  

Companhia Relative Risk vs. Return Landscape

If you would invest  1,510  in Companhia de Saneamento on September 24, 2024 and sell it today you would lose (150.00) from holding Companhia de Saneamento or give up 9.93% of portfolio value over 90 days. Companhia de Saneamento is producing return of less than zero assuming 2.0278% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Companhia, 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 Companhia is expected to under-perform the market. In addition to that, the company is 2.52 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.03 per unit of volatility.

Companhia Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Companhia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Companhia de Saneamento, and traders can use it to determine the average amount a Companhia'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 = -0.0693

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Estimated Market Risk

 2.03
  actual daily
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82% of assets are more volatile

Expected Return

 -0.14
  actual daily
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  actual daily
0
Most of other assets perform better
Based on monthly moving average Companhia 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 Companhia by adding Companhia to a well-diversified portfolio.

Companhia Fundamentals Growth

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

About Companhia Performance

By analyzing Companhia's fundamental ratios, stakeholders can gain valuable insights into Companhia's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Companhia 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 Companhia has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Companhia de Saneamento Bsico do Estado de So Paulo - SABESP provides basic and environmental sanitation services, and supplies treated water and sewage services on a wholesale basis to residential, commercial, industrial, and governmental customers in the state of So Paulo. The company was founded in 1954 and is headquartered in So Paulo, Brazil. CIA SANEAMENTO operates under Utilities - Regulated Water classification in Germany and is traded on Frankfurt Stock Exchange. It employs 15405 people.

Things to note about Companhia de Saneamento performance evaluation

Checking the ongoing alerts about Companhia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Companhia de Saneamento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Companhia generated a negative expected return over the last 90 days
The company has €15.48 Billion in debt which may indicate that it relies heavily on debt financing
Evaluating Companhia's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Companhia's stock performance include:
  • Analyzing Companhia'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 Companhia's stock is overvalued or undervalued compared to its peers.
  • Examining Companhia'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 Companhia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Companhia's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Companhia's stock. These opinions can provide insight into Companhia's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Companhia's stock performance is not an exact science, and many factors can impact Companhia'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.

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