Siemens Healthineers (Germany) Performance
| SHL Stock | 52.10 0.38 0.72% |
Siemens Healthineers has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siemens Healthineers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Siemens Healthineers is expected to be smaller as well. Siemens Healthineers right now has a risk of 1.58%. Please validate Siemens Healthineers jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Siemens Healthineers will be following its existing price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Siemens Healthineers AG are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain essential indicators, Siemens Healthineers may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 1.3 B | |
| Total Cashflows From Investing Activities | -868 M |
Siemens |
Siemens Healthineers Relative Risk vs. Return Landscape
If you would invest 4,807 in Siemens Healthineers AG on September 23, 2024 and sell it today you would earn a total of 403.00 from holding Siemens Healthineers AG or generate 8.38% return on investment over 90 days. Siemens Healthineers AG is generating 0.1341% of daily returns and assumes 1.5781% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Siemens, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Siemens Healthineers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens Healthineers' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Siemens Healthineers AG, and traders can use it to determine the average amount a Siemens Healthineers' 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 = 0.085
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Estimated Market Risk
| 1.58 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Siemens Healthineers is performing at about 6% 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 Siemens Healthineers by adding it to a well-diversified portfolio.
Siemens Healthineers Fundamentals Growth
Siemens Stock prices reflect investors' perceptions of the future prospects and financial health of Siemens Healthineers, and Siemens Healthineers 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 Siemens Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0383 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 56.35 B | |||
| Shares Outstanding | 1.12 B | |||
| Price To Book | 3.13 X | |||
| Price To Sales | 2.54 X | |||
| Revenue | 21.71 B | |||
| EBITDA | 4.25 B | |||
| Cash And Equivalents | 1.44 B | |||
| Total Debt | 13.81 B | |||
| Book Value Per Share | 16.77 X | |||
| Cash Flow From Operations | 2.5 B | |||
| Earnings Per Share | 1.80 X | |||
| Total Asset | 49.06 B | |||
About Siemens Healthineers Performance
Assessing Siemens Healthineers' fundamental ratios provides investors with valuable insights into Siemens Healthineers' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Siemens Healthineers 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 Siemens Healthineers performance evaluation
Checking the ongoing alerts about Siemens Healthineers for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Siemens Healthineers help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 75.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Siemens Healthineers' 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 Siemens Healthineers' stock is overvalued or undervalued compared to its peers.
- Examining Siemens Healthineers' 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 Siemens Healthineers' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siemens Healthineers' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Siemens Healthineers' stock. These opinions can provide insight into Siemens Healthineers' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Siemens Stock Analysis
When running Siemens Healthineers' price analysis, check to measure Siemens Healthineers' 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 Siemens Healthineers is operating at the current time. Most of Siemens Healthineers' value examination focuses on studying past and present price action to predict the probability of Siemens Healthineers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Healthineers' price. Additionally, you may evaluate how the addition of Siemens Healthineers to your portfolios can decrease your overall portfolio volatility.