Macquarie Group (Germany) Performance
| 4M4 Stock | EUR 130.90 1.88 1.42% |
The company secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Macquarie Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macquarie Group is expected to be smaller as well. At this point, Macquarie Group has a negative expected return of -0.0903%. Please make sure to verify Macquarie Group's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Macquarie Group 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 Macquarie Group Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Macquarie Group is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 33.5 B | |
| Total Cashflows From Investing Activities | 12 M |
Macquarie |
Macquarie Group Relative Risk vs. Return Landscape
If you would invest 13,962 in Macquarie Group Limited on September 24, 2024 and sell it today you would lose (872.00) from holding Macquarie Group Limited or give up 6.25% of portfolio value over 90 days. Macquarie Group Limited is currently producing negative expected returns and takes up 1.3429% volatility of returns over 90 trading days. Put another way, 11% of traded stocks are less volatile than Macquarie, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Macquarie Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macquarie Group Limited, and traders can use it to determine the average amount a Macquarie Group'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 = -0.0672
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| Negative Returns | 4M4 |
Estimated Market Risk
| 1.34 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 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 Macquarie Group 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 Macquarie Group by adding Macquarie Group to a well-diversified portfolio.
Macquarie Group Fundamentals Growth
Macquarie Stock prices reflect investors' perceptions of the future prospects and financial health of Macquarie Group, and Macquarie Group 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 Macquarie Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.0123 | |||
| Profit Margin | 0.27 % | |||
| Operating Margin | 0.38 % | |||
| Current Valuation | (18.93 B) | |||
| Shares Outstanding | 386.48 M | |||
| Price To Earning | 13.85 X | |||
| Price To Book | 2.18 X | |||
| Price To Sales | 2.25 X | |||
| Revenue | 6.89 B | |||
| EBITDA | 8.58 B | |||
| Cash And Equivalents | 34.82 B | |||
| Cash Per Share | 107.64 X | |||
| Total Debt | 12.29 B | |||
| Book Value Per Share | 84.87 X | |||
| Cash Flow From Operations | 32.99 B | |||
| Earnings Per Share | 8.09 X | |||
| Total Asset | 399.18 B | |||
About Macquarie Group Performance
By analyzing Macquarie Group's fundamental ratios, stakeholders can gain valuable insights into Macquarie Group's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Macquarie Group 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 Macquarie Group has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Macquarie Group Limited provides diversified financial services in Australia, Europe, the Middle East, Africa, Americas, and the Asia Pacific. The company was founded in 1969 and is headquartered in Sydney, Australia. MACQUARIE GROUP operates under Capital Markets classification in Germany and is traded on Frankfurt Stock Exchange. It employs 15715 people.Things to note about Macquarie Group performance evaluation
Checking the ongoing alerts about Macquarie Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macquarie Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Macquarie Group generated a negative expected return over the last 90 days |
- Analyzing Macquarie Group'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 Macquarie Group's stock is overvalued or undervalued compared to its peers.
- Examining Macquarie Group'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 Macquarie Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Macquarie Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Macquarie Group's stock. These opinions can provide insight into Macquarie Group's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Macquarie Stock analysis
When running Macquarie Group's price analysis, check to measure Macquarie Group'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 Macquarie Group is operating at the current time. Most of Macquarie Group's value examination focuses on studying past and present price action to predict the probability of Macquarie Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macquarie Group's price. Additionally, you may evaluate how the addition of Macquarie Group to your portfolios can decrease your overall portfolio volatility.
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