Amgen (Germany) Performance
| AMG Stock | 258.45 1.05 0.40% |
The firm shows a Beta (market volatility) of 0.86, which signifies possible diversification benefits within a given portfolio. Amgen returns are very sensitive to returns on the market. As the market goes up or down, Amgen is expected to follow. At this point, Amgen Inc has a negative expected return of -0.2%. Please make sure to confirm Amgen's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Amgen Inc 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 Amgen Inc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's technical and fundamental indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Begin Period Cash Flow | 8 B |
Amgen |
Amgen Relative Risk vs. Return Landscape
If you would invest 29,817 in Amgen Inc on September 18, 2024 and sell it today you would lose (3,972) from holding Amgen Inc or give up 13.32% of portfolio value over 90 days. Amgen Inc is generating negative expected returns and assumes 2.2293% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Amgen, 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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Amgen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amgen's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amgen Inc, and traders can use it to determine the average amount a Amgen'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 = -0.0888
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| Negative Returns | AMG |
Estimated Market Risk
| 2.23 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amgen 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 Amgen by adding Amgen to a well-diversified portfolio.
Amgen Fundamentals Growth
Amgen Stock prices reflect investors' perceptions of the future prospects and financial health of Amgen, and Amgen 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 Amgen Stock performance.
| Return On Equity | 1.26 | |||
| Return On Asset | 0.0997 | |||
| Profit Margin | 0.25 % | |||
| Operating Margin | 0.38 % | |||
| Current Valuation | 163.09 B | |||
| Shares Outstanding | 533.98 M | |||
| Price To Book | 39.21 X | |||
| Price To Sales | 5.06 X | |||
| Revenue | 26.32 B | |||
| EBITDA | 8.75 B | |||
| Total Debt | 37.35 B | |||
| Book Value Per Share | 6.86 X | |||
| Cash Flow From Operations | 9.72 B | |||
| Earnings Per Share | 11.27 X | |||
| Total Asset | 65.12 B | |||
About Amgen Performance
Assessing Amgen's fundamental ratios provides investors with valuable insights into Amgen's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Amgen 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.
Things to note about Amgen Inc performance evaluation
Checking the ongoing alerts about Amgen for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amgen Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Amgen Inc generated a negative expected return over the last 90 days | |
| Over 80.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Amgen'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 Amgen's stock is overvalued or undervalued compared to its peers.
- Examining Amgen'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 Amgen's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amgen's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amgen's stock. These opinions can provide insight into Amgen's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Amgen Stock Analysis
When running Amgen's price analysis, check to measure Amgen'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 Amgen is operating at the current time. Most of Amgen's value examination focuses on studying past and present price action to predict the probability of Amgen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amgen's price. Additionally, you may evaluate how the addition of Amgen to your portfolios can decrease your overall portfolio volatility.