CSL (Germany) Performance
| CSJ Stock | EUR 165.44 1.00 0.60% |
The firm shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CSL's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSL is expected to be smaller as well. At this point, CSL Limited has a negative expected return of -0.0856%. Please make sure to confirm CSL's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if CSL Limited performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days CSL Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, CSL is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 1.7 B | |
| Total Cashflows From Investing Activities | -1.6 B | |
| Free Cash Flow | 1.4 B |
CSL |
CSL Relative Risk vs. Return Landscape
If you would invest 17,588 in CSL Limited on September 23, 2024 and sell it today you would lose (1,044) from holding CSL Limited or give up 5.94% of portfolio value over 90 days. CSL Limited is currently producing negative expected returns and takes up 1.2011% volatility of returns over 90 trading days. Put another way, 10% of traded stocks are less volatile than CSL, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
CSL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CSL Limited, and traders can use it to determine the average amount a CSL'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 = -0.0712
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| Negative Returns | CSJ |
Estimated Market Risk
| 1.2 actual daily | 10 90% 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 CSL 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 CSL by adding CSL to a well-diversified portfolio.
CSL Fundamentals Growth
CSL Stock prices reflect investors' perceptions of the future prospects and financial health of CSL, and CSL 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 CSL Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0631 | |||
| Profit Margin | 0.18 % | |||
| Operating Margin | 0.25 % | |||
| Current Valuation | 91.69 B | |||
| Shares Outstanding | 482.22 M | |||
| Price To Earning | 35.97 X | |||
| Price To Book | 6.69 X | |||
| Price To Sales | 8.43 X | |||
| Revenue | 10.49 B | |||
| EBITDA | 3.46 B | |||
| Cash And Equivalents | 668.7 M | |||
| Cash Per Share | 1.48 X | |||
| Total Debt | 3.86 B | |||
| Debt To Equity | 95.80 % | |||
| Book Value Per Share | 32.51 X | |||
| Cash Flow From Operations | 2.63 B | |||
| Earnings Per Share | 4.08 X | |||
| Total Asset | 28.35 B | |||
About CSL Performance
By analyzing CSL's fundamental ratios, stakeholders can gain valuable insights into CSL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CSL 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 CSL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
CSL Limited researches, develops, manufactures, markets, and distributes biopharmaceutical and allied products in Australia, the United States, Germany, the United Kingdom, Switzerland, China, and internationally. CSL Limited was founded in 1916 and is headquartered in Parkville, Australia. CSL LTD operates under Biotechnology classification in Germany and is traded on Frankfurt Stock Exchange.Things to note about CSL Limited performance evaluation
Checking the ongoing alerts about CSL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CSL Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CSL Limited generated a negative expected return over the last 90 days | |
| CSL Limited has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations |
- Analyzing CSL'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 CSL's stock is overvalued or undervalued compared to its peers.
- Examining CSL'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 CSL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CSL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CSL's stock. These opinions can provide insight into CSL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CSL Stock analysis
When running CSL's price analysis, check to measure CSL'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 CSL is operating at the current time. Most of CSL's value examination focuses on studying past and present price action to predict the probability of CSL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CSL's price. Additionally, you may evaluate how the addition of CSL to your portfolios can decrease your overall portfolio volatility.
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