STMicroelectronics (Germany) Performance

SGM Stock  EUR 40.47  0.70  1.76%   
The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning STMicroelectronics are expected to decrease at a much lower rate. During the bear market, STMicroelectronics is likely to outperform the market. STMicroelectronics has an expected return of -0.16%. Please make sure to validate STMicroelectronics maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if STMicroelectronics performance from the past will be repeated at some future point.

Risk-Adjusted Performance

0 of 100

 
Low
 
High
Very Weak
Over the last 90 days STMicroelectronics NV has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
Begin Period Cash Flow3.2 B
  

STMicroelectronics Relative Risk vs. Return Landscape

If you would invest  4,528  in STMicroelectronics NV on December 29, 2023 and sell it today you would lose (481.00) from holding STMicroelectronics NV or give up 10.62% of portfolio value over 90 days. STMicroelectronics NV is currently producing negative expected returns and takes up 1.8775% volatility of returns over 90 trading days. Put another way, 16% of traded stocks are less volatile than STMicroelectronics, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon STMicroelectronics is expected to under-perform the market. In addition to that, the company is 3.28 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 per unit of volatility.

STMicroelectronics Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for STMicroelectronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as STMicroelectronics NV, and traders can use it to determine the average amount a STMicroelectronics' 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 = -0.0856

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsSGM

Estimated Market Risk

 1.88
  actual daily
16
84% of assets are more volatile

Expected Return

 -0.16
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.09
  actual daily
0
Most of other assets perform better
Based on monthly moving average STMicroelectronics is not performing at its full potential. However, 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 STMicroelectronics by adding STMicroelectronics to a well-diversified portfolio.

STMicroelectronics Fundamentals Growth

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

About STMicroelectronics Performance

To evaluate STMicroelectronics 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 STMicroelectronics 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 STMicroelectronics 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 STMicroelectronics market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents STMicroelectronics'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.
STMicroelectronics N.V., together with its subsidiaries, develops, manufactures, and markets semiconductor products worldwide. STMicroelectronics N.V. was founded in 1987 and is headquartered in Geneva, Switzerland. STMICROELECTRONICS operates under Semiconductors classification in Germany and is traded on Frankfurt Stock Exchange. It employs 45953 people.

Things to note about STMicroelectronics performance evaluation

Checking the ongoing alerts about STMicroelectronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STMicroelectronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
STMicroelectronics generated a negative expected return over the last 90 days
About 28.0% of the company outstanding shares are owned by corporate insiders
Evaluating STMicroelectronics' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate STMicroelectronics' stock performance include:
  • Analyzing STMicroelectronics' 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 STMicroelectronics' stock is overvalued or undervalued compared to its peers.
  • Examining STMicroelectronics' 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 STMicroelectronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of STMicroelectronics' management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of STMicroelectronics' stock. These opinions can provide insight into STMicroelectronics' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating STMicroelectronics' stock performance is not an exact science, and many factors can impact STMicroelectronics' 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 World Market Map to better understand how to build diversified portfolios, which includes a position in STMicroelectronics NV. 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

Complementary Tools for STMicroelectronics Stock analysis

When running STMicroelectronics' price analysis, check to measure STMicroelectronics' 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 STMicroelectronics is operating at the current time. Most of STMicroelectronics' value examination focuses on studying past and present price action to predict the probability of STMicroelectronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STMicroelectronics' price. Additionally, you may evaluate how the addition of STMicroelectronics to your portfolios can decrease your overall portfolio volatility.
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Economic Indicators
Top statistical indicators that provide insights into how an economy is performing
Bonds Directory
Find actively traded corporate debentures issued by US companies
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Fundamental Analysis
View fundamental data based on most recent published financial statements
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Please note, there is a significant difference between STMicroelectronics' value and its price as these two are different measures arrived at by different means. Investors typically determine if STMicroelectronics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STMicroelectronics' 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.