SHIONOGI (Germany) Performance
| SH0 Stock | EUR 13.20 0.10 0.75% |
The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SHIONOGI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SHIONOGI is expected to be smaller as well. At this point, SHIONOGI LTD has a negative expected return of -0.0209%. Please make sure to validate SHIONOGI's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if SHIONOGI LTD performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SHIONOGI LTD has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, SHIONOGI is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 276.2 B | |
| Free Cash Flow | 70.5 B |
SHIONOGI |
SHIONOGI Relative Risk vs. Return Landscape
If you would invest 1,347 in SHIONOGI LTD on September 21, 2024 and sell it today you would lose (27.00) from holding SHIONOGI LTD or give up 2.0% of portfolio value over 90 days. SHIONOGI LTD is producing return of less than zero assuming 1.471% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than SHIONOGI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SHIONOGI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SHIONOGI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SHIONOGI LTD, and traders can use it to determine the average amount a SHIONOGI'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 = -0.0142
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| Negative Returns | SH0 |
Estimated Market Risk
| 1.47 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SHIONOGI 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 SHIONOGI by adding SHIONOGI to a well-diversified portfolio.
SHIONOGI Fundamentals Growth
SHIONOGI Stock prices reflect investors' perceptions of the future prospects and financial health of SHIONOGI, and SHIONOGI 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 SHIONOGI Stock performance.
| Current Valuation | 10.79 B | |||
| Price To Book | 1.99 X | |||
| Price To Sales | 5.92 X | |||
| Revenue | 335.14 B | |||
| EBITDA | 143.46 B | |||
| Cash Flow From Operations | 102.07 B | |||
| Total Asset | 1.15 T | |||
About SHIONOGI Performance
By analyzing SHIONOGI's fundamental ratios, stakeholders can gain valuable insights into SHIONOGI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SHIONOGI 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 SHIONOGI 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 SHIONOGI LTD performance evaluation
Checking the ongoing alerts about SHIONOGI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SHIONOGI LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SHIONOGI LTD generated a negative expected return over the last 90 days |
- Analyzing SHIONOGI'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 SHIONOGI's stock is overvalued or undervalued compared to its peers.
- Examining SHIONOGI'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 SHIONOGI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SHIONOGI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SHIONOGI's stock. These opinions can provide insight into SHIONOGI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SHIONOGI Stock analysis
When running SHIONOGI's price analysis, check to measure SHIONOGI'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 SHIONOGI is operating at the current time. Most of SHIONOGI's value examination focuses on studying past and present price action to predict the probability of SHIONOGI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SHIONOGI's price. Additionally, you may evaluate how the addition of SHIONOGI to your portfolios can decrease your overall portfolio volatility.
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