Altri SGPS (Germany) Performance

ACJ Stock  EUR 5.06  0.01  0.20%   
Altri SGPS has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Altri SGPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Altri SGPS is expected to be smaller as well. Altri SGPS SA right now shows a risk of 1.01%. Please confirm Altri SGPS SA sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Altri SGPS SA will be following its price patterns.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Altri SGPS SA are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain forward-looking indicators, Altri SGPS may actually be approaching a critical reversion point that can send shares even higher in April 2024. ...more
Begin Period Cash Flow252.6 M
Free Cash Flow196 M
  

Altri SGPS Relative Risk vs. Return Landscape

If you would invest  463.00  in Altri SGPS SA on December 29, 2023 and sell it today you would earn a total of  43.00  from holding Altri SGPS SA or generate 9.29% return on investment over 90 days. Altri SGPS SA is generating 0.146% of daily returns assuming 1.0071% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Altri SGPS, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Altri SGPS is expected to generate 1.76 times more return on investment than the market. However, the company is 1.76 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 per unit of risk.

Altri SGPS Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Altri SGPS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Altri SGPS SA, and traders can use it to determine the average amount a Altri SGPS'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 = 0.145

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Estimated Market Risk

 1.01
  actual daily
8
92% of assets are more volatile

Expected Return

 0.15
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98% of assets have higher returns

Risk-Adjusted Return

 0.14
  actual daily
11
89% of assets perform better
Based on monthly moving average Altri SGPS is performing at about 11% 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 Altri SGPS by adding it to a well-diversified portfolio.

Altri SGPS Fundamentals Growth

Altri Stock prices reflect investors' perceptions of the future prospects and financial health of Altri SGPS, and Altri SGPS 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 Altri Stock performance.

About Altri SGPS Performance

To evaluate Altri SGPS SA Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Altri SGPS generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Altri Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Altri SGPS SA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Altri's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about Altri SGPS SA performance evaluation

Checking the ongoing alerts about Altri SGPS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Altri SGPS SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Altri SGPS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Altri SGPS's stock performance include:
  • Analyzing Altri SGPS'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 Altri SGPS's stock is overvalued or undervalued compared to its peers.
  • Examining Altri SGPS'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 Altri SGPS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Altri SGPS's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Altri SGPS's stock. These opinions can provide insight into Altri SGPS's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Altri SGPS's stock performance is not an exact science, and many factors can impact Altri SGPS's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Altri SGPS SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors.
You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

Complementary Tools for Altri Stock analysis

When running Altri SGPS's price analysis, check to measure Altri SGPS'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 Altri SGPS is operating at the current time. Most of Altri SGPS's value examination focuses on studying past and present price action to predict the probability of Altri SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altri SGPS's price. Additionally, you may evaluate how the addition of Altri SGPS to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Altri SGPS's value and its price as these two are different measures arrived at by different means. Investors typically determine if Altri SGPS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Altri SGPS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.