ELLAKTOR (Germany) Performance
HLL Stock | EUR 2.55 0.05 2.00% |
ELLAKTOR has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, ELLAKTOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding ELLAKTOR is expected to be smaller as well. ELLAKTOR now shows a risk of 1.86%. Please confirm ELLAKTOR information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if ELLAKTOR will be following its price patterns.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in ELLAKTOR are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound essential indicators, ELLAKTOR is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Begin Period Cash Flow | 294.3 M | |
Free Cash Flow | 50.5 M |
ELLAKTOR |
ELLAKTOR Relative Risk vs. Return Landscape
If you would invest 244.00 in ELLAKTOR on January 24, 2024 and sell it today you would earn a total of 11.00 from holding ELLAKTOR or generate 4.51% return on investment over 90 days. ELLAKTOR is generating 0.0869% of daily returns assuming 1.855% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than ELLAKTOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
ELLAKTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ELLAKTOR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ELLAKTOR, and traders can use it to determine the average amount a ELLAKTOR'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 = 0.0468
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Estimated Market Risk
1.86 actual daily | 16 84% of assets are more volatile |
Expected Return
0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average ELLAKTOR is performing at about 3% 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 ELLAKTOR by adding it to a well-diversified portfolio.
ELLAKTOR Fundamentals Growth
ELLAKTOR Stock prices reflect investors' perceptions of the future prospects and financial health of ELLAKTOR, and ELLAKTOR 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 ELLAKTOR Stock performance.
Current Valuation | 1.55 B | |||
Price To Book | 1.83 X | |||
Price To Sales | 0.58 X | |||
Revenue | 915.48 M | |||
EBITDA | 182.24 M | |||
Total Debt | 1.38 B | |||
Cash Flow From Operations | 66.66 M | |||
Total Asset | 2.84 B | |||
About ELLAKTOR Performance
To evaluate ELLAKTOR 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 ELLAKTOR 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 ELLAKTOR 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 ELLAKTOR market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents ELLAKTOR'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 ELLAKTOR performance evaluation
Checking the ongoing alerts about ELLAKTOR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ELLAKTOR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.ELLAKTOR has high likelihood to experience some financial distress in the next 2 years | |
The company reported the revenue of 915.48 M. Net Loss for the year was (77.73 M) with profit before overhead, payroll, taxes, and interest of 0. |
- Analyzing ELLAKTOR'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 ELLAKTOR's stock is overvalued or undervalued compared to its peers.
- Examining ELLAKTOR'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 ELLAKTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ELLAKTOR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ELLAKTOR's stock. These opinions can provide insight into ELLAKTOR's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in ELLAKTOR. 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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for ELLAKTOR Stock analysis
When running ELLAKTOR's price analysis, check to measure ELLAKTOR'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 ELLAKTOR is operating at the current time. Most of ELLAKTOR's value examination focuses on studying past and present price action to predict the probability of ELLAKTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ELLAKTOR's price. Additionally, you may evaluate how the addition of ELLAKTOR to your portfolios can decrease your overall portfolio volatility.
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