NIKE (Germany) Performance
| NKE Stock | EUR 87.00 0.41 0.47% |
The company secures a Beta (Market Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NIKE are expected to decrease at a much lower rate. During the bear market, NIKE is likely to outperform the market. At this point, NIKE Inc has a negative expected return of -0.0605%. Please make sure to verify NIKE's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if NIKE Inc performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days NIKE Inc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable technical and fundamental indicators, NIKE is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 9.9 B | |
| Free Cash Flow | 4.4 B |
NIKE |
NIKE Relative Risk vs. Return Landscape
If you would invest 9,086 in NIKE Inc on March 16, 2024 and sell it today you would lose (386.00) from holding NIKE Inc or give up 4.25% of portfolio value over 90 days. NIKE Inc is producing return of less than zero assuming 1.3791% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than NIKE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NIKE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NIKE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NIKE Inc, and traders can use it to determine the average amount a NIKE'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 = -0.0439
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| Negative Returns | NKE |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NIKE 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 NIKE by adding NIKE to a well-diversified portfolio.
NIKE Fundamentals Growth
NIKE Stock prices reflect investors' perceptions of the future prospects and financial health of NIKE, and NIKE 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 NIKE Stock performance.
| Current Valuation | 166.12 B | |||
| Price To Book | 10.84 X | |||
| Price To Sales | 3.73 X | |||
| Revenue | 46.71 B | |||
| EBITDA | 7.51 B | |||
| Total Debt | 8.92 B | |||
| Cash Flow From Operations | 5.19 B | |||
| Total Asset | 40.32 B | |||
About NIKE Performance
To evaluate NIKE Inc 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 NIKE 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 NIKE 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 NIKE Inc market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents NIKE'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 NIKE Inc performance evaluation
Checking the ongoing alerts about NIKE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NIKE Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NIKE Inc generated a negative expected return over the last 90 days |
- Analyzing NIKE'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 NIKE's stock is overvalued or undervalued compared to its peers.
- Examining NIKE'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 NIKE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NIKE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NIKE's stock. These opinions can provide insight into NIKE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for NIKE Stock Analysis
When running NIKE's price analysis, check to measure NIKE'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 NIKE is operating at the current time. Most of NIKE's value examination focuses on studying past and present price action to predict the probability of NIKE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NIKE's price. Additionally, you may evaluate how the addition of NIKE to your portfolios can decrease your overall portfolio volatility.