Thyssenkrupp (Germany) Performance
| TKA1 Stock | EUR 3.80 0.04 1.04% |
On a scale of 0 to 100, Thyssenkrupp holds a performance score of 7. The entity has a beta of -0.88, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Thyssenkrupp are expected to decrease slowly. On the other hand, during market turmoil, Thyssenkrupp is expected to outperform it slightly. Please check Thyssenkrupp's value at risk, downside variance, expected short fall, as well as the relationship between the potential upside and semi variance , to make a quick decision on whether Thyssenkrupp's existing price patterns will revert.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in thyssenkrupp AG are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady basic indicators, Thyssenkrupp reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Thyssenkrupp |
Thyssenkrupp Relative Risk vs. Return Landscape
If you would invest 312.00 in thyssenkrupp AG on September 25, 2024 and sell it today you would earn a total of 68.00 from holding thyssenkrupp AG or generate 21.79% return on investment over 90 days. thyssenkrupp AG is generating 0.386% of daily returns assuming 4.1202% volatility of returns over the 90 days investment horizon. Simply put, 36% of all stocks have less volatile historical return distribution than Thyssenkrupp, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Thyssenkrupp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thyssenkrupp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as thyssenkrupp AG, and traders can use it to determine the average amount a Thyssenkrupp'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 = 0.0937
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TKA1 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.12 actual daily | 36 64% of assets are more volatile |
Expected Return
| 0.39 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Thyssenkrupp is performing at about 7% 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 Thyssenkrupp by adding it to a well-diversified portfolio.
Thyssenkrupp Fundamentals Growth
Thyssenkrupp Stock prices reflect investors' perceptions of the future prospects and financial health of Thyssenkrupp, and Thyssenkrupp 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 Thyssenkrupp Stock performance.
| Return On Equity | 0.0917 | |||
| Return On Asset | 0.0234 | |||
| Profit Margin | 0.03 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 1.04 B | |||
| Shares Outstanding | 622.53 M | |||
| Price To Earning | 0.50 X | |||
| Price To Book | 0.27 X | |||
| Price To Sales | 0.09 X | |||
| Revenue | 41.14 B | |||
| EBITDA | 2.1 B | |||
| Cash And Equivalents | 9.41 B | |||
| Cash Per Share | 15.11 X | |||
| Total Debt | 5.43 B | |||
| Debt To Equity | 0.50 % | |||
| Book Value Per Share | 22.42 X | |||
| Cash Flow From Operations | (1.08 B) | |||
| Earnings Per Share | 1.94 X | |||
About Thyssenkrupp Performance
By analyzing Thyssenkrupp's fundamental ratios, stakeholders can gain valuable insights into Thyssenkrupp's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Thyssenkrupp 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 Thyssenkrupp has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
thyssenkrupp AG operates in the areas of automotive technology, industrial components, plant technology, marine systems, steel, and materials services in Germany, the United States, China, and internationally. Its Steel Europe segment provides flat carbon steel products, intelligent material solutions, and finished parts. thyssenkrupp AG was founded in 1811 and is headquartered in Essen, Germany. THYSSENKRUPP SPONS operates under Metal Fabrication classification in Germany and is traded on Frankfurt Stock Exchange. It employs 101592 people.Things to note about thyssenkrupp AG performance evaluation
Checking the ongoing alerts about Thyssenkrupp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for thyssenkrupp AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| thyssenkrupp AG had very high historical volatility over the last 90 days | |
| thyssenkrupp AG has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 41.14 B. Net Loss for the year was (3.79 B) with profit before overhead, payroll, taxes, and interest of 5.66 B. | |
| thyssenkrupp AG has accumulated about 9.41 B in cash with (1.08 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 15.11, which can makes it an attractive takeover target, given it will continue generating positive cash flow. |
- Analyzing Thyssenkrupp'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 Thyssenkrupp's stock is overvalued or undervalued compared to its peers.
- Examining Thyssenkrupp'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 Thyssenkrupp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Thyssenkrupp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Thyssenkrupp's stock. These opinions can provide insight into Thyssenkrupp's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Thyssenkrupp Stock analysis
When running Thyssenkrupp's price analysis, check to measure Thyssenkrupp'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 Thyssenkrupp is operating at the current time. Most of Thyssenkrupp's value examination focuses on studying past and present price action to predict the probability of Thyssenkrupp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thyssenkrupp's price. Additionally, you may evaluate how the addition of Thyssenkrupp to your portfolios can decrease your overall portfolio volatility.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |