ASML Holding (Germany) Performance
| ASME Stock | 658.30 30.60 4.87% |
The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASML Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASML Holding is expected to be smaller as well. At this point, ASML Holding NV has a negative expected return of -0.27%. Please make sure to confirm ASML Holding's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if ASML Holding NV performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ASML Holding NV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 7 B |
ASML |
ASML Holding Relative Risk vs. Return Landscape
If you would invest 81,550 in ASML Holding NV on September 2, 2024 and sell it today you would lose (15,720) from holding ASML Holding NV or give up 19.28% of portfolio value over 90 days. ASML Holding NV is generating negative expected returns and assumes 3.1164% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than ASML, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ASML Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASML Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ASML Holding NV, and traders can use it to determine the average amount a ASML Holding'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 = -0.088
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ASME |
Estimated Market Risk
| 3.12 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.27 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 ASML Holding 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 ASML Holding by adding ASML Holding to a well-diversified portfolio.
ASML Holding Fundamentals Growth
ASML Stock prices reflect investors' perceptions of the future prospects and financial health of ASML Holding, and ASML Holding 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 ASML Stock performance.
| Return On Equity | 0.59 | |||
| Return On Asset | 0.12 | |||
| Profit Margin | 0.27 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 236.22 B | |||
| Shares Outstanding | 394.59 M | |||
| Price To Book | 29.44 X | |||
| Price To Sales | 11.57 X | |||
| Revenue | 21.17 B | |||
| EBITDA | 7 B | |||
| Total Debt | 3.51 B | |||
| Book Value Per Share | 22.33 X | |||
| Cash Flow From Operations | 8.49 B | |||
| Earnings Per Share | 14.14 X | |||
| Total Asset | 36.3 B | |||
About ASML Holding Performance
By analyzing ASML Holding's fundamental ratios, stakeholders can gain valuable insights into ASML Holding's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ASML Holding 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 ASML Holding has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about ASML Holding NV performance evaluation
Checking the ongoing alerts about ASML Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ASML Holding NV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ASML Holding NV generated a negative expected return over the last 90 days | |
| ASML Holding NV has high historical volatility and very poor performance | |
| About 56.0% of the company shares are held by institutions such as insurance companies |
- Analyzing ASML Holding'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 ASML Holding's stock is overvalued or undervalued compared to its peers.
- Examining ASML Holding'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 ASML Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ASML Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ASML Holding's stock. These opinions can provide insight into ASML Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ASML Stock analysis
When running ASML Holding's price analysis, check to measure ASML Holding'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 ASML Holding is operating at the current time. Most of ASML Holding's value examination focuses on studying past and present price action to predict the probability of ASML Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASML Holding's price. Additionally, you may evaluate how the addition of ASML Holding to your portfolios can decrease your overall portfolio volatility.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |