SARTORIUS (Germany) Performance
SRT4 Stock | EUR 33.40 0.60 1.76% |
The firm has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SARTORIUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SARTORIUS is expected to be smaller as well. At this point, SARTORIUS AG UNSPADR has a negative expected return of -0.012%. Please make sure to validate SARTORIUS's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if SARTORIUS AG UNSPADR performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SARTORIUS AG UNSPADR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, SARTORIUS is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
SARTORIUS |
SARTORIUS Relative Risk vs. Return Landscape
If you would invest 3,540 in SARTORIUS AG UNSPADR on September 23, 2024 and sell it today you would lose (140.00) from holding SARTORIUS AG UNSPADR or give up 3.95% of portfolio value over 90 days. SARTORIUS AG UNSPADR is producing return of less than zero assuming 3.2107% volatility of returns over the 90 days investment horizon. Simply put, 28% of all stocks have less volatile historical return distribution than SARTORIUS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
SARTORIUS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SARTORIUS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SARTORIUS AG UNSPADR, and traders can use it to determine the average amount a SARTORIUS'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 = -0.0037
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Estimated Market Risk
3.21 actual daily | 28 72% of assets are more volatile |
Expected Return
-0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SARTORIUS 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 SARTORIUS by adding SARTORIUS to a well-diversified portfolio.
SARTORIUS Fundamentals Growth
SARTORIUS Stock prices reflect investors' perceptions of the future prospects and financial health of SARTORIUS, and SARTORIUS 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 SARTORIUS Stock performance.
Return On Equity | 0.34 | |||
Return On Asset | 0.11 | |||
Profit Margin | 0.13 % | |||
Operating Margin | 0.27 % | |||
Shares Outstanding | 342.08 M | |||
Price To Earning | 29.20 X | |||
Revenue | 4.04 B | |||
EBITDA | 1.29 B | |||
Cash And Equivalents | 446.8 M | |||
Cash Per Share | 6.53 X | |||
Total Debt | 2.12 B | |||
Debt To Equity | 1.30 % | |||
Book Value Per Share | 27.44 X | |||
Cash Flow From Operations | 736.83 M | |||
Earnings Per Share | 1.57 X | |||
About SARTORIUS Performance
By analyzing SARTORIUS's fundamental ratios, stakeholders can gain valuable insights into SARTORIUS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SARTORIUS 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 SARTORIUS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Sartorius Aktiengesellschaft provides bioprocess solutions and lab products and services worldwide. The company was founded in 1870 and is headquartered in Gttingen, Germany. SARTORIUS operates under Medical Instruments Supplies classification in Germany and is traded on Frankfurt Stock Exchange. It employs 11981 people.Things to note about SARTORIUS AG UNSPADR performance evaluation
Checking the ongoing alerts about SARTORIUS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SARTORIUS AG UNSPADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.SARTORIUS AG UNSPADR generated a negative expected return over the last 90 days | |
SARTORIUS AG UNSPADR has high historical volatility and very poor performance |
- Analyzing SARTORIUS'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 SARTORIUS's stock is overvalued or undervalued compared to its peers.
- Examining SARTORIUS'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 SARTORIUS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SARTORIUS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SARTORIUS's stock. These opinions can provide insight into SARTORIUS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SARTORIUS Stock analysis
When running SARTORIUS's price analysis, check to measure SARTORIUS'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 SARTORIUS is operating at the current time. Most of SARTORIUS's value examination focuses on studying past and present price action to predict the probability of SARTORIUS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SARTORIUS's price. Additionally, you may evaluate how the addition of SARTORIUS to your portfolios can decrease your overall portfolio volatility.
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