BillerudKorsnas (Sweden) Performance
| BILL Stock | SEK 98.75 0.30 0.30% |
BillerudKorsnas has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BillerudKorsnas' returns are expected to increase less than the market. However, during the bear market, the loss of holding BillerudKorsnas is expected to be smaller as well. BillerudKorsnas AB right now shows a risk of 1.62%. Please confirm BillerudKorsnas AB jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if BillerudKorsnas AB will be following its price patterns.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in BillerudKorsnas AB are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, BillerudKorsnas may actually be approaching a critical reversion point that can send shares even higher in May 2024. ...more
| Begin Period Cash Flow | 3 B | |
| Total Cashflows From Investing Activities | -1.5 B |
BillerudKorsnas |
BillerudKorsnas Relative Risk vs. Return Landscape
If you would invest 9,238 in BillerudKorsnas AB on January 20, 2024 and sell it today you would earn a total of 637.00 from holding BillerudKorsnas AB or generate 6.9% return on investment over 90 days. BillerudKorsnas AB is generating 0.1187% of daily returns and assumes 1.6158% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than BillerudKorsnas, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BillerudKorsnas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BillerudKorsnas' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BillerudKorsnas AB, and traders can use it to determine the average amount a BillerudKorsnas' 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 = 0.0735
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | BILL | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.62 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average BillerudKorsnas is performing at about 5% 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 BillerudKorsnas by adding it to a well-diversified portfolio.
BillerudKorsnas Fundamentals Growth
BillerudKorsnas Stock prices reflect investors' perceptions of the future prospects and financial health of BillerudKorsnas, and BillerudKorsnas 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 BillerudKorsnas Stock performance.
| Return On Equity | 0.19 | |||
| Return On Asset | 0.0798 | |||
| Profit Margin | 0.11 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 40.45 B | |||
| Shares Outstanding | 248.35 M | |||
| Price To Earning | 17.99 X | |||
| Price To Book | 1.23 X | |||
| Price To Sales | 0.92 X | |||
| Revenue | 26.21 B | |||
| EBITDA | 3.88 B | |||
| Cash And Equivalents | 3.56 B | |||
| Cash Per Share | 1.59 X | |||
| Total Debt | 4.82 B | |||
| Debt To Equity | 117.40 % | |||
| Book Value Per Share | 117.79 X | |||
| Cash Flow From Operations | 3.89 B | |||
| Earnings Per Share | 16.79 X | |||
| Total Asset | 37.98 B | |||
| Retained Earnings | 5.71 B | |||
| Current Asset | 6.55 B | |||
| Current Liabilities | 5.62 B | |||
About BillerudKorsnas Performance
To evaluate BillerudKorsnas AB 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 BillerudKorsnas 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 BillerudKorsnas 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 BillerudKorsnas AB market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents BillerudKorsnas'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.BillerudKorsns AB provides fiber based packaging materials and packaging solutions in Sweden and internationally. The company serves packaging manufacturers, brand owners, and large retail and supermarket chains. BillerudKorsns operates under Packaging classification in Sweden and is traded on Stockholm Stock Exchange. It employs 4622 people.Things to note about BillerudKorsnas AB performance evaluation
Checking the ongoing alerts about BillerudKorsnas for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BillerudKorsnas AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BillerudKorsnas AB has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 58.0% of the company shares are held by institutions such as insurance companies |
- Analyzing BillerudKorsnas' 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 BillerudKorsnas' stock is overvalued or undervalued compared to its peers.
- Examining BillerudKorsnas' 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 BillerudKorsnas' management team can have a significant impact on its success or failure. Reviewing the track record and experience of BillerudKorsnas' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BillerudKorsnas' stock. These opinions can provide insight into BillerudKorsnas' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in BillerudKorsnas AB. 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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for BillerudKorsnas Stock analysis
When running BillerudKorsnas' price analysis, check to measure BillerudKorsnas' 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 BillerudKorsnas is operating at the current time. Most of BillerudKorsnas' value examination focuses on studying past and present price action to predict the probability of BillerudKorsnas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BillerudKorsnas' price. Additionally, you may evaluate how the addition of BillerudKorsnas to your portfolios can decrease your overall portfolio volatility.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |