STMicroelectronics (UK) Performance
| 0INB Stock | 23.85 0.14 0.58% |
The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STMicroelectronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding STMicroelectronics is expected to be smaller as well. At this point, STMicroelectronics has a negative expected return of -0.24%. Please make sure to validate STMicroelectronics' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if STMicroelectronics performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days STMicroelectronics NV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
Forward Dividend Yield 0.0066 | Payout Ratio 0.1231 |
1 | STMicro down sharply, Oddo BHF lowers its target price - Marketscreener.com | 09/30/2024 |
STMicroelectronics |
STMicroelectronics Relative Risk vs. Return Landscape
If you would invest 2,839 in STMicroelectronics NV on August 31, 2024 and sell it today you would lose (454.00) from holding STMicroelectronics NV or give up 15.99% of portfolio value over 90 days. STMicroelectronics NV is generating negative expected returns and assumes 2.3483% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than STMicroelectronics, 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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STMicroelectronics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STMicroelectronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as STMicroelectronics NV, and traders can use it to determine the average amount a STMicroelectronics' 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 = -0.1042
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Estimated Market Risk
| 2.35 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.24 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 STMicroelectronics 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 STMicroelectronics by adding STMicroelectronics to a well-diversified portfolio.
STMicroelectronics Fundamentals Growth
STMicroelectronics Stock prices reflect investors' perceptions of the future prospects and financial health of STMicroelectronics, and STMicroelectronics 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 STMicroelectronics Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0646 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.11 % | |||
| Current Valuation | 18.87 B | |||
| Revenue | 14.23 B | |||
| Gross Profit | 7.63 B | |||
| EBITDA | 4.2 B | |||
| Net Income | 4.21 B | |||
| Book Value Per Share | 19.48 X | |||
| Cash Flow From Operations | 3.06 B | |||
| Retained Earnings | 5.22 B | |||
About STMicroelectronics Performance
Assessing STMicroelectronics' fundamental ratios provides investors with valuable insights into STMicroelectronics' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the STMicroelectronics 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.
STMicroelectronics is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about STMicroelectronics performance evaluation
Checking the ongoing alerts about STMicroelectronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STMicroelectronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| STMicroelectronics generated a negative expected return over the last 90 days | |
| About 28.0% of the company shares are owned by insiders or employees |
- Analyzing STMicroelectronics' 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 STMicroelectronics' stock is overvalued or undervalued compared to its peers.
- Examining STMicroelectronics' 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 STMicroelectronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of STMicroelectronics' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of STMicroelectronics' stock. These opinions can provide insight into STMicroelectronics' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for STMicroelectronics Stock Analysis
When running STMicroelectronics' price analysis, check to measure STMicroelectronics' 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 STMicroelectronics is operating at the current time. Most of STMicroelectronics' value examination focuses on studying past and present price action to predict the probability of STMicroelectronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STMicroelectronics' price. Additionally, you may evaluate how the addition of STMicroelectronics to your portfolios can decrease your overall portfolio volatility.