SunCoke Energy (Germany) Performance
| S01 Stock | EUR 9.90 0.10 1.00% |
SunCoke Energy has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.95, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning SunCoke Energy are expected to decrease slowly. On the other hand, during market turmoil, SunCoke Energy is expected to outperform it slightly. SunCoke Energy right now has a risk of 2.21%. Please validate SunCoke Energy treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SunCoke Energy will be following its existing price patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in SunCoke Energy are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, SunCoke Energy may actually be approaching a critical reversion point that can send shares even higher in May 2024. ...more
| Begin Period Cash Flow | 63.8 M | |
| Free Cash Flow | 133.4 M |
SunCoke |
SunCoke Energy Relative Risk vs. Return Landscape
If you would invest 931.00 in SunCoke Energy on January 26, 2024 and sell it today you would earn a total of 59.00 from holding SunCoke Energy or generate 6.34% return on investment over 90 days. SunCoke Energy is currently producing 0.1229% returns and takes up 2.2064% volatility of returns over 90 trading days. Put another way, 19% of traded stocks are less volatile than SunCoke, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
SunCoke Energy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SunCoke Energy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SunCoke Energy, and traders can use it to determine the average amount a SunCoke Energy'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 = 0.0557
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| Cash | Small Risk | S01 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.21 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average SunCoke Energy is performing at about 4% 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 SunCoke Energy by adding it to a well-diversified portfolio.
SunCoke Energy Fundamentals Growth
SunCoke Stock prices reflect investors' perceptions of the future prospects and financial health of SunCoke Energy, and SunCoke Energy 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 SunCoke Stock performance.
| Current Valuation | 1.15 B | |||
| Price To Book | 1.20 X | |||
| Price To Sales | 0.38 X | |||
| Revenue | 1.97 B | |||
| EBITDA | 296.2 M | |||
| Total Debt | 528.9 M | |||
| Cash Flow From Operations | 208.9 M | |||
| Total Asset | 1.65 B | |||
About SunCoke Energy Performance
To evaluate SunCoke Energy 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 SunCoke Energy 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 SunCoke 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 SunCoke Energy market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents SunCoke'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 SunCoke Energy performance evaluation
Checking the ongoing alerts about SunCoke Energy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SunCoke Energy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SunCoke Energy's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SunCoke Energy's stock performance include:- Analyzing SunCoke Energy'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 SunCoke Energy's stock is overvalued or undervalued compared to its peers.
- Examining SunCoke Energy'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 SunCoke Energy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SunCoke Energy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SunCoke Energy's stock. These opinions can provide insight into SunCoke Energy'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 SunCoke Energy. 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. For more detail on how to invest in SunCoke Stock please use our How to Invest in SunCoke Energy guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for SunCoke Stock analysis
When running SunCoke Energy's price analysis, check to measure SunCoke Energy'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 SunCoke Energy is operating at the current time. Most of SunCoke Energy's value examination focuses on studying past and present price action to predict the probability of SunCoke Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SunCoke Energy's price. Additionally, you may evaluate how the addition of SunCoke Energy to your portfolios can decrease your overall portfolio volatility.
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