Ascopiave S (Germany) Buy or Sell Recommendation

Macroaxis provides Ascopiave S p A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Ascopiave S positions. The advice algorithm takes into account all of Ascopiave S p A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Ascopiave S buy-and-hold prospective. Check also Ascopiave S Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Ascopiave S p A -- Germany Stock  

EUR 3.56  0.01  0.28%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Ascopiave S p A is 'Cautious Hold'.
For the selected time horizon Ascopiave S p A has a mean deviation of 0.7772, semi deviation of 0.9245, standard deviation of 0.9785, variance of 0.9574, downside variance of 1.33 and semi variance of 0.8546
We provide buy or sell advice to complement the prevailing expert consensus on Ascopiave S p. Our dynamic recommendation engine makes use of multi - dimensional algorithm to analyze the company potential to grow using all technical and fundamental data available at the time. To make sure Ascopiave S is not overpriced, please confirm all Ascopiave S p fundamentals including its Operating Margin, Price to Earning and the relationship between Profit Margin and Current Valuation .

Returns Distribution Density

Mean Return0.068702Value At Risk1.39
Potential Upside1.68Standard Deviation0.98
 Return Density 
      Distribution 

Ascopiave S Greeks

α
Alpha over DOW
=0.11
βBeta against DOW=0.22
σ
Overall volatility
=1
 IrInformation ratio =0.2

Ascopiave S Volatility Alert

Ascopiave S p A has relatively low volatility with skewness of -0.09 and kurtosis of -0.75. However, we advise all investors to independently investigate Ascopiave S p A to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Ascopiave S to competition
FundamentalsAscopiave SPeer Average
Return On Equity13.8 % (15.17) %
Return On Asset6.5 % (15.64) %
Profit Margin10.45 % (5.5) %
Operating Margin13.73 % (10.91) %
Current Valuation854.99 M152.14 B
Price to Earning14.61 times40.69 times
Price to Book1.89 times14.44 times
Price to Sales1.58 times17.81 times
Revenue529.38 M9.85 B
Gross Profit150 M21.75 B
EBITDA93.45 M1.41 B
Net Income55.32 M517.71 M
Cash and Equivalents38.06 M3.89 B
Cash per Share0.17 times5.17 times
Total Debt105.63 M7.36 B
Debt to Equity24.5 % 0.72 %
Current Ratio0.83 times3.3 times
Book Value Per Share1.92 times13.64 times
Cash Flow from Operations51.31 M1.25 B
Earnings Per Share0.25 times2.3 times
Number of Employees2910.67 K
Market Capitalization836.45 M29.78 B
Z Score4.2708.73
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0385
Market Risk Adjusted Performance(0.26)
Mean Deviation0.7772
Semi Deviation0.9245
Downside Deviation1.15
Coefficient Of Variation1424.25
Standard Deviation0.9785
Variance0.9574
Information Ratio(0.2)
Jensen Alpha0.1141
Total Risk Alpha(0.46)
Sortino Ratio(0.17)
Treynor Ratio(0.27)
Maximum Drawdown3.37
Value At Risk(1.39)
Potential Upside1.68
Downside Variance1.33
Semi Variance0.8546
Expected Short fall(0.85)
Skewness(0.091763)
Kurtosis(0.75)