SAF TEHNIKA (Germany) Performance
| VTZ Stock | EUR 6.62 0.08 1.19% |
The firm has a beta of -0.021, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SAF TEHNIKA are expected to decrease at a much lower rate. During the bear market, SAF TEHNIKA is likely to outperform the market. SAF TEHNIKA has an expected return of -0.12%. Please make sure to validate SAF TEHNIKA skewness, and the relationship between the jensen alpha and rate of daily change , to decide if SAF TEHNIKA performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days SAF TEHNIKA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
| Begin Period Cash Flow | 7.7 M | |
| Free Cash Flow | -3.2 M |
SAF |
SAF TEHNIKA Relative Risk vs. Return Landscape
If you would invest 716.00 in SAF TEHNIKA on January 20, 2024 and sell it today you would lose (54.00) from holding SAF TEHNIKA or give up 7.54% of portfolio value over 90 days. SAF TEHNIKA is producing return of less than zero assuming 0.3365% volatility of returns over the 90 days investment horizon. Simply put, 2% of all stocks have less volatile historical return distribution than SAF TEHNIKA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAF TEHNIKA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAF TEHNIKA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAF TEHNIKA, and traders can use it to determine the average amount a SAF TEHNIKA'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 = -0.368
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VTZ |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.37 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SAF TEHNIKA 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 SAF TEHNIKA by adding SAF TEHNIKA to a well-diversified portfolio.
SAF TEHNIKA Fundamentals Growth
SAF Stock prices reflect investors' perceptions of the future prospects and financial health of SAF TEHNIKA, and SAF TEHNIKA 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 SAF Stock performance.
| Current Valuation | 38.85 M | |||
| Price To Book | 1.96 X | |||
| Price To Sales | 1.04 X | |||
| Revenue | 33.97 M | |||
| EBITDA | 7.18 M | |||
| Cash Flow From Operations | (1.3 M) | |||
| Total Asset | 27.63 M | |||
About SAF TEHNIKA Performance
To evaluate SAF TEHNIKA 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 SAF TEHNIKA 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 SAF 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 SAF TEHNIKA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents SAF'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 SAF TEHNIKA performance evaluation
Checking the ongoing alerts about SAF TEHNIKA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAF TEHNIKA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SAF TEHNIKA generated a negative expected return over the last 90 days | |
| SAF TEHNIKA generates negative cash flow from operations |
- Analyzing SAF TEHNIKA'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 SAF TEHNIKA's stock is overvalued or undervalued compared to its peers.
- Examining SAF TEHNIKA'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 SAF TEHNIKA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAF TEHNIKA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAF TEHNIKA's stock. These opinions can provide insight into SAF TEHNIKA's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SAF TEHNIKA. 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. Note that the SAF TEHNIKA information on this page should be used as a complementary analysis to other SAF TEHNIKA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for SAF Stock analysis
When running SAF TEHNIKA's price analysis, check to measure SAF TEHNIKA'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 SAF TEHNIKA is operating at the current time. Most of SAF TEHNIKA's value examination focuses on studying past and present price action to predict the probability of SAF TEHNIKA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAF TEHNIKA's price. Additionally, you may evaluate how the addition of SAF TEHNIKA to your portfolios can decrease your overall portfolio volatility.
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