Martinrea International (Germany) Performance
| 03M Stock | EUR 6.65 0.40 5.67% |
The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Martinrea International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Martinrea International is expected to be smaller as well. At this point, Martinrea International has a negative expected return of -0.21%. Please make sure to verify Martinrea International's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Martinrea International 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 Martinrea International has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 152.8 M | |
| Total Cashflows From Investing Activities | -305.9 M |
Martinrea |
Martinrea International Relative Risk vs. Return Landscape
If you would invest 770.00 in Martinrea International on August 30, 2024 and sell it today you would lose (105.00) from holding Martinrea International or give up 13.64% of portfolio value over 90 days. Martinrea International is currently producing negative expected returns and takes up 2.1167% volatility of returns over 90 trading days. Put another way, 18% of traded stocks are less volatile than Martinrea, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Martinrea International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Martinrea International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Martinrea International, and traders can use it to determine the average amount a Martinrea International'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 = -0.0975
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| Negative Returns | 03M |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Martinrea International 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 Martinrea International by adding Martinrea International to a well-diversified portfolio.
Martinrea International Fundamentals Growth
Martinrea Stock prices reflect investors' perceptions of the future prospects and financial health of Martinrea International, and Martinrea International 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 Martinrea Stock performance.
| Return On Equity | 0.0614 | |||
| Return On Asset | 0.0248 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 1.51 B | |||
| Shares Outstanding | 80.39 M | |||
| Price To Earning | 4.28 X | |||
| Price To Book | 0.74 X | |||
| Price To Sales | 0.15 X | |||
| Revenue | 3.78 B | |||
| EBITDA | 328.4 M | |||
| Cash And Equivalents | 62.91 M | |||
| Cash Per Share | 0.73 X | |||
| Total Debt | 990.82 M | |||
| Debt To Equity | 85.30 % | |||
| Book Value Per Share | 16.49 X | |||
| Cash Flow From Operations | 180.03 M | |||
| Earnings Per Share | 0.66 X | |||
| Total Asset | 3.61 B | |||
About Martinrea International Performance
By analyzing Martinrea International's fundamental ratios, stakeholders can gain valuable insights into Martinrea International's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Martinrea International 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 Martinrea International has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Martinrea International Inc. designs, engineers, manufactures, and sells metal parts, assemblies and modules, fluid management systems, and aluminum products primarily to the automotive industry in North America, Europe, and internationally. Martinrea International Inc. was founded in 1987 and is headquartered in Vaughan, Canada. MARTINREA INTL operates under Auto Parts classification in Germany and is traded on Frankfurt Stock Exchange. It employs 15000 people.Things to note about Martinrea International performance evaluation
Checking the ongoing alerts about Martinrea International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Martinrea International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Martinrea International generated a negative expected return over the last 90 days | |
| Martinrea International has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 14.0% of the company shares are owned by insiders or employees |
- Analyzing Martinrea International'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 Martinrea International's stock is overvalued or undervalued compared to its peers.
- Examining Martinrea International'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 Martinrea International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Martinrea International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Martinrea International's stock. These opinions can provide insight into Martinrea International's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Martinrea Stock analysis
When running Martinrea International's price analysis, check to measure Martinrea International'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 Martinrea International is operating at the current time. Most of Martinrea International's value examination focuses on studying past and present price action to predict the probability of Martinrea International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Martinrea International's price. Additionally, you may evaluate how the addition of Martinrea International to your portfolios can decrease your overall portfolio volatility.
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