ASML Holding Stock Performance

ASML
 Stock
  

USD 601.35  8.30  1.40%   

On a scale of 0 to 100, ASML Holding holds a performance score of 8. The firm shows a Beta (market volatility) of 1.9335, which signifies a somewhat significant risk relative to the market. Let's try to break down what ASML Holding's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ASML Holding will likely underperform. Although it is vital to follow ASML Holding NV historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The way of foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing ASML Holding NV technical indicators, you can now evaluate if the expected return of 0.41% will be sustainable into the future. Please makes use of ASML Holding NV downside variance, and the relationship between the sortino ratio and accumulation distribution to make a quick decision on whether ASML Holding price patterns will revert.
  
ASML Holding Performance
8 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in ASML Holding NV are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Even with relatively conflicting primary indicators, ASML Holding revealed solid returns over the last few months and may actually be approaching a breakup point. ...more

Structure and Payout Changes

Forward Dividend Yield
0.011
Payout Ratio
0.4277
Last Split Factor
8:9
Forward Dividend Rate
6.63
Dividend Date
2022-11-14
Ex Dividend Date
2022-11-03

ASML Holding Price Channel

Begin Period Cash Flow6049400000.00
Total Cashflows From Investing Activities-72000000.00

ASML Holding Relative Risk vs. Return Landscape

If you would invest  48,152  in ASML Holding NV on September 8, 2022 and sell it today you would earn a total of  11,983  from holding ASML Holding NV or generate 24.89% return on investment over 90 days. ASML Holding NV is currently generating 0.4127% in daily expected returns and assumes 3.6655% risk (volatility on return distribution) over the 90 days horizon. In different words, 31% of stocks are less volatile than ASML Holding, and 92% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days ASML Holding is expected to generate 2.43 times more return on investment than the market. However, the company is 2.43 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.03 per unit of risk.

ASML Holding Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for ASML Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ASML Holding NV, and traders can use it to determine the average amount a ASML Holding'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 = 0.1126

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Estimated Market Risk
 3.67
  actual daily
 
 31 %
of total potential
 
3131
Expected Return
 0.41
  actual daily
 
 8 %
of total potential
 
88
Risk-Adjusted Return
 0.11
  actual daily
 
 8 %
of total potential
 
88
Based on monthly moving average ASML Holding is performing at about 8% 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 ASML Holding by adding it to a well-diversified portfolio.

About ASML Holding Performance

To evaluate ASML Holding NV 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 ASML Holding 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 ASML Holding 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 ASML Holding NV market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents ASML Holding'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.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash20.3 M21.9 M
Return on Average Assets 0.21  0.18 
Return on Average Equity 0.48  0.40 
Return on Invested Capital 0.54  0.58 
Return on Sales 0.37  0.35 

Things to note about ASML Holding NV

Checking the ongoing alerts about ASML Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ASML Holding NV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

ASML Holding Alerts

Equity Alerts and Improvement Suggestions

ASML Holding NV has very high historical volatility over the last 90 days
ASML Holding NV has a strong financial position based on the latest SEC filings
On 14th of November 2022 ASML Holding paid $ 1.3404 per share dividend to its current shareholders
Latest headline from news.google.com: Guesswork or Insight This Theory Could Determine How Far the Fed Raises Rates. - Barrons
Please continue to Trending Equities. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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Is ASML Holding's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of ASML Holding. If investors know ASML Holding will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about ASML Holding listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.007
Market Capitalization
242.7 B
Quarterly Revenue Growth YOY
0.102
Return On Assets
0.1288
Return On Equity
0.5737
The market value of ASML Holding NV is measured differently than its book value, which is the value of ASML Holding that is recorded on the company's balance sheet. Investors also form their own opinion of ASML Holding's value that differs from its market value or its book value, called intrinsic value, which is ASML Holding's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ASML Holding's market value can be influenced by many factors that don't directly affect ASML Holding's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ASML Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine ASML Holding value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ASML Holding'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.