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 3.51  0.04  1.13%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Ascopiave S p A is 'Strong Hold'.
For the selected time horizon Ascopiave S p A has a risk adjusted performance of 0.0152, jensen alpha of (0.066894), total risk alpha of (0.56), sortino ratio of (0.12) and treynor ratio of 0.0341
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 Return On Asset, Operating Margin, Shares Outstanding, as well as the relationship between Profit Margin and Current Valuation .

Returns Distribution Density

Mean Return0.03Value At Risk-1.1527
Potential Upside2.3055Standard Deviation1.0813
 Return Density 
      Distribution 

Ascopiave S Greeks

α
Alpha over DOW
=(0.066894) 
βBeta against DOW= 0.63 
σ
Overall volatility
= 1.07 
 IrInformation ratio =(0.11) 

Ascopiave S Volatility Alert

Ascopiave S p A has low volatility with Treynor Ratio of 0.03, Maximum Drawdown of 4.91 and kurtosis of 3.19. However, we advice all investors to further analyze Ascopiave S p A to make certain all market information is desiminated and is consistent with the current expectations about Ascopiave S upside potential.
    
 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 Valuation834.54 M152.14 B
Shares Outstanding222.31 M1.43 B
Price to Earning13.89 times40.69 times
Price to Book1.8 times14.44 times
Price to Sales1.48 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 Capitalization785.84 M29.78 B
Z Score4.2708.73
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0152
Market Risk Adjusted Performance0.0441
Mean Deviation0.6886
Semi Deviation0.7173
Downside Deviation0.9795
Coefficient Of Variation3431.97
Standard Deviation1.08
Variance1.17
Information Ratio(0.11)
Jensen Alpha(0.066894)
Total Risk Alpha(0.56)
Sortino Ratio(0.12)
Treynor Ratio0.0341
Maximum Drawdown4.91
Value At Risk(1.15)
Potential Upside2.31
Downside Variance0.9594
Semi Variance0.5145
Expected Short fall(1.11)
Skewness1.41
Kurtosis3.19