Adidas AG (Germany) Performance
ADS Stock | EUR 230.90 0.10 0.04% |
On a scale of 0 to 100, Adidas AG holds a performance score of 19. The firm shows a Beta (market volatility) of -0.055, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Adidas AG are expected to decrease at a much lower rate. During the bear market, Adidas AG is likely to outperform the market. Please check Adidas AG's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Adidas AG's price patterns will revert.
Risk-Adjusted Performance
19 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in adidas AG are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, Adidas AG unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow | 4 B | |
Free Cash Flow | 2.5 B |
Adidas |
Adidas AG Relative Risk vs. Return Landscape
If you would invest 18,256 in adidas AG on March 3, 2024 and sell it today you would earn a total of 4,834 from holding adidas AG or generate 26.48% return on investment over 90 days. adidas AG is generating 0.385% of daily returns assuming 1.5303% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Adidas AG, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Adidas AG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adidas AG's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as adidas AG, and traders can use it to determine the average amount a Adidas AG'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 = 0.2516
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Estimated Market Risk
1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
0.39 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Adidas AG is performing at about 19% 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 Adidas AG by adding it to a well-diversified portfolio.
Adidas AG Fundamentals Growth
Adidas Stock prices reflect investors' perceptions of the future prospects and financial health of Adidas AG, and Adidas AG 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 Adidas Stock performance.
Current Valuation | 24.59 B | |||
Price To Book | 3.57 X | |||
Price To Sales | 1.03 X | |||
Revenue | 21.23 B | |||
EBITDA | 3.18 B | |||
Total Debt | 2.47 B | |||
Cash Flow From Operations | 3.19 B | |||
Total Asset | 22.14 B | |||
About Adidas AG Performance
To evaluate adidas AG 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 Adidas AG 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 Adidas 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 adidas AG market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Adidas'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 adidas AG performance evaluation
Checking the ongoing alerts about Adidas AG for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for adidas AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Adidas AG's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Adidas AG's stock performance include:- Analyzing Adidas AG'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 Adidas AG's stock is overvalued or undervalued compared to its peers.
- Examining Adidas AG'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 Adidas AG's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Adidas AG's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Adidas AG's stock. These opinions can provide insight into Adidas AG's 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 adidas AG. 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 Adidas Stock analysis
When running Adidas AG's price analysis, check to measure Adidas AG'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 Adidas AG is operating at the current time. Most of Adidas AG's value examination focuses on studying past and present price action to predict the probability of Adidas AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adidas AG's price. Additionally, you may evaluate how the addition of Adidas AG to your portfolios can decrease your overall portfolio volatility.
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