MKS Instruments (Germany) Performance
| MKT Stock | EUR 105.25 2.50 2.32% |
MKS Instruments has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.87, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MKS Instruments will likely underperform. MKS Instruments currently secures a risk of 2.63%. Please verify MKS Instruments downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to decide if MKS Instruments will be following its current price movements.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in MKS Instruments are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, MKS Instruments may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 966 M |
MKS |
MKS Instruments Relative Risk vs. Return Landscape
If you would invest 9,694 in MKS Instruments on September 13, 2024 and sell it today you would earn a total of 831.00 from holding MKS Instruments or generate 8.57% return on investment over 90 days. MKS Instruments is currently producing 0.1627% returns and takes up 2.6346% volatility of returns over 90 trading days. Put another way, 23% of traded stocks are less volatile than MKS, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MKS Instruments Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MKS Instruments' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MKS Instruments, and traders can use it to determine the average amount a MKS Instruments' 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 = 0.0618
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MKT | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.63 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average MKS Instruments is performing at about 4% of its full potential. 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 MKS Instruments by adding it to a well-diversified portfolio.
MKS Instruments Fundamentals Growth
MKS Stock prices reflect investors' perceptions of the future prospects and financial health of MKS Instruments, and MKS Instruments 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 MKS Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0548 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.21 % | |||
| Current Valuation | 9.51 B | |||
| Shares Outstanding | 66.51 M | |||
| Price To Earning | 17.09 X | |||
| Price To Book | 1.38 X | |||
| Price To Sales | 1.58 X | |||
| Revenue | 3.55 B | |||
| EBITDA | 826 M | |||
| Cash And Equivalents | 459.92 M | |||
| Cash Per Share | 8.44 X | |||
| Total Debt | 4.83 B | |||
| Debt To Equity | 52.10 % | |||
| Book Value Per Share | 62.39 X | |||
| Cash Flow From Operations | 529 M | |||
| Earnings Per Share | 7.05 X | |||
| Total Asset | 11.49 B | |||
About MKS Instruments Performance
By analyzing MKS Instruments' fundamental ratios, stakeholders can gain valuable insights into MKS Instruments' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MKS Instruments 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 MKS Instruments has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MKS Instruments, Inc. provides instruments, subsystems, and process control solutions that measure, monitor, deliver, analyze, power, and control critical parameters of manufacturing processes worldwide. MKS Instruments, Inc. was founded in 1961 and is headquartered in Andover, Massachusetts. MKS INSTRUMENTS operates under Scientific Technical Instruments classification in Germany and is traded on Frankfurt Stock Exchange. It employs 4851 people.Things to note about MKS Instruments performance evaluation
Checking the ongoing alerts about MKS Instruments for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MKS Instruments help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Over 99.0% of the company shares are owned by institutional investors |
- Analyzing MKS Instruments' 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 MKS Instruments' stock is overvalued or undervalued compared to its peers.
- Examining MKS Instruments' 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 MKS Instruments' management team can have a significant impact on its success or failure. Reviewing the track record and experience of MKS Instruments' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MKS Instruments' stock. These opinions can provide insight into MKS Instruments' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MKS Stock analysis
When running MKS Instruments' price analysis, check to measure MKS Instruments' 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 MKS Instruments is operating at the current time. Most of MKS Instruments' value examination focuses on studying past and present price action to predict the probability of MKS Instruments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MKS Instruments' price. Additionally, you may evaluate how the addition of MKS Instruments to your portfolios can decrease your overall portfolio volatility.
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope |