Companhia (Brazil) Performance
Companhia has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Companhia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Companhia is expected to be smaller as well. Companhia de Saneamento right now shows a risk of 1.29%. Please confirm Companhia de Saneamento value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Companhia de Saneamento will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Companhia de Saneamento has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Companhia 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 | 874.3 M | |
| Total Cashflows From Investing Activities | -1.3 B |
Companhia |
Companhia Relative Risk vs. Return Landscape
If you would invest 499.00 in Companhia de Saneamento on March 2, 2024 and sell it today you would earn a total of 28.00 from holding Companhia de Saneamento or generate 5.61% return on investment over 90 days. Companhia de Saneamento is generating 0.0962% of daily returns and assumes 1.2909% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Companhia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Companhia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Companhia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Companhia de Saneamento, and traders can use it to determine the average amount a Companhia'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 = 0.0746
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Estimated Market Risk
| 1.29 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Companhia is performing at about 5% 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 Companhia by adding it to a well-diversified portfolio.
Companhia Fundamentals Growth
Companhia Stock prices reflect investors' perceptions of the future prospects and financial health of Companhia, and Companhia 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 Companhia Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0779 | |||
| Profit Margin | 0.20 % | |||
| Operating Margin | 0.34 % | |||
| Current Valuation | 9.05 B | |||
| Shares Outstanding | 503.74 M | |||
| Price To Earning | 11.81 X | |||
| Price To Book | 0.56 X | |||
| Price To Sales | 0.90 X | |||
| Revenue | 5.2 B | |||
| EBITDA | 2.28 B | |||
| Cash And Equivalents | 942.3 M | |||
| Cash Per Share | 0.70 X | |||
| Total Debt | 3.71 B | |||
| Debt To Equity | 49.10 % | |||
| Book Value Per Share | 5.56 X | |||
| Cash Flow From Operations | 1.7 B | |||
| Earnings Per Share | 0.70 X | |||
| Total Asset | 14.64 B | |||
About Companhia Performance
To evaluate Companhia de Saneamento 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 Companhia 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 Companhia 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 Companhia de Saneamento market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Companhia'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.Companhia de Saneamento do Paran - SANEPAR provides sanitary services in Brazil. Companhia de Saneamento do Paran - SANEPAR was founded in 1963 and is headquartered in Curitiba, Brazil. SANEPAR ON operates under Utilities - Regulated Water classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 7022 people.Things to note about Companhia de Saneamento performance evaluation
Checking the ongoing alerts about Companhia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Companhia de Saneamento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The company has accumulated 3.71 B in total debt with debt to equity ratio (D/E) of 49.1, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Companhia de Saneamento has a current ratio of 0.78, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Companhia until it has trouble settling it off, either with new capital or with free cash flow. So, Companhia's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Companhia de Saneamento sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Companhia to invest in growth at high rates of return. When we think about Companhia's use of debt, we should always consider it together with cash and equity. | |
| About 60.0% of Companhia outstanding shares are owned by corporate insiders |
- Analyzing Companhia'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 Companhia's stock is overvalued or undervalued compared to its peers.
- Examining Companhia'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 Companhia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Companhia's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Companhia's stock. These opinions can provide insight into Companhia'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 Companhia de Saneamento. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Companhia de Saneamento information on this page should be used as a complementary analysis to other Companhia'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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Companhia Stock analysis
When running Companhia's price analysis, check to measure Companhia'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 Companhia is operating at the current time. Most of Companhia's value examination focuses on studying past and present price action to predict the probability of Companhia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Companhia's price. Additionally, you may evaluate how the addition of Companhia to your portfolios can decrease your overall portfolio volatility.
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