Atlas Copco (Sweden) Performance
| ATCO-B Stock | SEK 154.10 1.95 1.28% |
The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atlas Copco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atlas Copco is expected to be smaller as well. At this point, Atlas Copco AB has a negative expected return of -0.0639%. Please make sure to confirm Atlas Copco's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Atlas Copco AB 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 Atlas Copco AB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental indicators, Atlas Copco is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 19 B | |
| Total Cashflows From Investing Activities | -15.5 B |
Atlas |
Atlas Copco Relative Risk vs. Return Landscape
If you would invest 16,182 in Atlas Copco AB on September 1, 2024 and sell it today you would lose (772.00) from holding Atlas Copco AB or give up 4.77% of portfolio value over 90 days. Atlas Copco AB is generating negative expected returns and assumes 1.4289% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Atlas, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Atlas Copco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Copco's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Atlas Copco AB, and traders can use it to determine the average amount a Atlas Copco'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 = -0.0448
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| Negative Returns | ATCO-B |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Atlas Copco 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 Atlas Copco by adding Atlas Copco to a well-diversified portfolio.
Atlas Copco Fundamentals Growth
Atlas Stock prices reflect investors' perceptions of the future prospects and financial health of Atlas Copco, and Atlas Copco 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 Atlas Stock performance.
| Return On Equity | 0.32 | |||
| Return On Asset | 0.12 | |||
| Profit Margin | 0.17 % | |||
| Operating Margin | 0.21 % | |||
| Current Valuation | 641.08 B | |||
| Shares Outstanding | 1.56 B | |||
| Price To Earning | 9.08 X | |||
| Price To Book | 7.53 X | |||
| Price To Sales | 4.60 X | |||
| Revenue | 141.32 B | |||
| EBITDA | 36.55 B | |||
| Cash And Equivalents | 11.25 B | |||
| Cash Per Share | 2.03 X | |||
| Total Debt | 23.77 B | |||
| Debt To Equity | 0.45 % | |||
| Book Value Per Share | 16.43 X | |||
| Cash Flow From Operations | 21.38 B | |||
| Earnings Per Share | 4.57 X | |||
| Total Asset | 172.3 B | |||
| Current Asset | 56.83 B | |||
| Current Liabilities | 30.1 B | |||
About Atlas Copco Performance
By analyzing Atlas Copco's fundamental ratios, stakeholders can gain valuable insights into Atlas Copco's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Atlas Copco 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 Atlas Copco has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Atlas Copco AB, together with its subsidiaries, provides productivity solutions. The company was founded in 1873 and is headquartered in Nacka, Sweden. Atlas Copco operates under Specialty Industrial Machinery classification in Sweden and is traded on Stockholm Stock Exchange. It employs 47986 people.Things to note about Atlas Copco AB performance evaluation
Checking the ongoing alerts about Atlas Copco for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Atlas Copco AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Atlas Copco AB generated a negative expected return over the last 90 days |
- Analyzing Atlas Copco'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 Atlas Copco's stock is overvalued or undervalued compared to its peers.
- Examining Atlas Copco'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 Atlas Copco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Atlas Copco's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Atlas Copco's stock. These opinions can provide insight into Atlas Copco's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Atlas Stock analysis
When running Atlas Copco's price analysis, check to measure Atlas Copco'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 Atlas Copco is operating at the current time. Most of Atlas Copco's value examination focuses on studying past and present price action to predict the probability of Atlas Copco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atlas Copco's price. Additionally, you may evaluate how the addition of Atlas Copco to your portfolios can decrease your overall portfolio volatility.
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