Nemetschek (Germany) Performance
| NEM Stock | 93.25 1.00 1.08% |
Nemetschek has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nemetschek's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nemetschek is expected to be smaller as well. Nemetschek AG ON right now secures a risk of 1.41%. Please verify Nemetschek AG ON treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Nemetschek AG ON will be following its current price movements.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Nemetschek AG ON are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable primary indicators, Nemetschek is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 139.3 M | |
| Total Cashflows From Investing Activities | -147.6 M |
Nemetschek |
Nemetschek Relative Risk vs. Return Landscape
If you would invest 9,055 in Nemetschek AG ON on September 23, 2024 and sell it today you would earn a total of 270.00 from holding Nemetschek AG ON or generate 2.98% return on investment over 90 days. Nemetschek AG ON is generating 0.0543% of daily returns and assumes 1.4145% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Nemetschek, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nemetschek Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nemetschek's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nemetschek AG ON, and traders can use it to determine the average amount a Nemetschek'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 = 0.0384
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| Cash | Small Risk | NEM | High Risk | Huge Risk |
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Estimated Market Risk
| 1.41 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Nemetschek is performing at about 3% 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 Nemetschek by adding it to a well-diversified portfolio.
Nemetschek Fundamentals Growth
Nemetschek Stock prices reflect investors' perceptions of the future prospects and financial health of Nemetschek, and Nemetschek 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 Nemetschek Stock performance.
| Return On Equity | 0.29 | |||
| Return On Asset | 0.12 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.25 % | |||
| Current Valuation | 5.49 B | |||
| Shares Outstanding | 115.5 M | |||
| Price To Book | 9.30 X | |||
| Price To Sales | 7.03 X | |||
| Revenue | 681.47 M | |||
| EBITDA | 221.03 M | |||
| Total Debt | 86.91 M | |||
| Book Value Per Share | 5.60 X | |||
| Cash Flow From Operations | 214.36 M | |||
| Earnings Per Share | 1.45 X | |||
| Total Asset | 1.05 B | |||
About Nemetschek Performance
Assessing Nemetschek's fundamental ratios provides investors with valuable insights into Nemetschek's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Nemetschek 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 Nemetschek AG ON performance evaluation
Checking the ongoing alerts about Nemetschek for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nemetschek AG ON help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 52.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Nemetschek'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 Nemetschek's stock is overvalued or undervalued compared to its peers.
- Examining Nemetschek'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 Nemetschek's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nemetschek's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nemetschek's stock. These opinions can provide insight into Nemetschek's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Nemetschek Stock Analysis
When running Nemetschek's price analysis, check to measure Nemetschek'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 Nemetschek is operating at the current time. Most of Nemetschek's value examination focuses on studying past and present price action to predict the probability of Nemetschek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nemetschek's price. Additionally, you may evaluate how the addition of Nemetschek to your portfolios can decrease your overall portfolio volatility.