Repsol SA (Germany) Performance

REP Stock  EUR 15.21  0.13  0.86%   
On a scale of 0 to 100, Repsol SA holds a performance score of 15. The company holds a Beta of -0.001, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Repsol SA are expected to decrease at a much lower rate. During the bear market, Repsol SA is likely to outperform the market. Please employ Repsol SA treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown to make a quick decision on whether Repsol SA historical price patterns will revert.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Repsol SA are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, Repsol SA exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow5.6 B
Free Cash Flow4.3 B
  

Repsol SA Relative Risk vs. Return Landscape

If you would invest  1,325  in Repsol SA on December 20, 2023 and sell it today you would earn a total of  196.00  from holding Repsol SA or generate 14.79% return on investment over 90 days. Repsol SA is generating 0.2335% of daily returns assuming 1.2028% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than Repsol SA, and 96% 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 Repsol SA is expected to generate 2.13 times more return on investment than the market. However, the company is 2.13 times more volatile than its market benchmark. It trades about 0.19 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 per unit of risk.

Repsol SA Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Repsol SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Repsol SA, and traders can use it to determine the average amount a Repsol SA'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 = 0.1941

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Estimated Market Risk

 1.2
  actual daily
10
90% of assets are more volatile

Expected Return

 0.23
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96% of assets have higher returns

Risk-Adjusted Return

 0.19
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85% of assets perform better
Based on monthly moving average Repsol SA is performing at about 15% 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 Repsol SA by adding it to a well-diversified portfolio.

Repsol SA Fundamentals Growth

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

About Repsol SA Performance

To evaluate Repsol 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 Repsol SA 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 Repsol 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 Repsol SA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Repsol'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 Repsol SA performance evaluation

Checking the ongoing alerts about Repsol SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Repsol SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Repsol SA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Repsol SA's stock performance include:
  • Analyzing Repsol SA'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 Repsol SA's stock is overvalued or undervalued compared to its peers.
  • Examining Repsol SA'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 Repsol SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Repsol SA's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Repsol SA's stock. These opinions can provide insight into Repsol SA's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Repsol SA's stock performance is not an exact science, and many factors can impact Repsol SA'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 Your Equity Center to better understand how to build diversified portfolios, which includes a position in Repsol 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for Repsol Stock analysis

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