Vonovia SE (Germany) Performance
| VNA Stock | 29.43 0.63 2.19% |
The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vonovia SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vonovia SE is expected to be smaller as well. At this point, Vonovia SE has a negative expected return of -0.11%. Please make sure to validate Vonovia SE's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Vonovia SE performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Vonovia SE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Begin Period Cash Flow | 613.3 M | |
| Total Cashflows From Investing Activities | -19.1 B |
Vonovia |
Vonovia SE Relative Risk vs. Return Landscape
If you would invest 3,180 in Vonovia SE on September 24, 2024 and sell it today you would lose (237.00) from holding Vonovia SE or give up 7.45% of portfolio value over 90 days. Vonovia SE is generating negative expected returns and assumes 1.675% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Vonovia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vonovia SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vonovia SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vonovia SE, and traders can use it to determine the average amount a Vonovia SE'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 = -0.0629
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| Negative Returns | VNA |
Estimated Market Risk
| 1.68 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vonovia SE 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 Vonovia SE by adding Vonovia SE to a well-diversified portfolio.
Vonovia SE Fundamentals Growth
Vonovia Stock prices reflect investors' perceptions of the future prospects and financial health of Vonovia SE, and Vonovia SE 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 Vonovia Stock performance.
| Return On Equity | 0.0355 | |||
| Return On Asset | 0.0065 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 62.6 B | |||
| Shares Outstanding | 795.85 M | |||
| Price To Book | 0.57 X | |||
| Price To Sales | 1.91 X | |||
| Revenue | 3.62 B | |||
| EBITDA | 9.29 B | |||
| Cash And Equivalents | 1.32 B | |||
| Total Debt | 40.81 B | |||
| Book Value Per Share | 42.82 X | |||
| Cash Flow From Operations | 1.82 B | |||
| Earnings Per Share | (0.03) X | |||
| Total Asset | 106.32 B | |||
About Vonovia SE Performance
Assessing Vonovia SE's fundamental ratios provides investors with valuable insights into Vonovia SE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vonovia SE 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 Vonovia SE performance evaluation
Checking the ongoing alerts about Vonovia SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vonovia SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vonovia SE generated a negative expected return over the last 90 days | |
| Vonovia SE has high likelihood to experience some financial distress in the next 2 years | |
| About 62.0% of the company outstanding shares are owned by institutional investors |
- Analyzing Vonovia SE'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 Vonovia SE's stock is overvalued or undervalued compared to its peers.
- Examining Vonovia SE'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 Vonovia SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vonovia SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vonovia SE's stock. These opinions can provide insight into Vonovia SE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Vonovia Stock Analysis
When running Vonovia SE's price analysis, check to measure Vonovia SE'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 Vonovia SE is operating at the current time. Most of Vonovia SE's value examination focuses on studying past and present price action to predict the probability of Vonovia SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vonovia SE's price. Additionally, you may evaluate how the addition of Vonovia SE to your portfolios can decrease your overall portfolio volatility.