Advanced Stock Performance

WMS
 Stock
  

USD 87.45  1.19  1.34%   

The firm shows a Beta (market volatility) of 1.5624, which signifies a somewhat significant risk relative to the market. Let's try to break down what Advanced'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, Advanced Drainage will likely underperform. Even though it is essential to pay attention to Advanced Drainage Systems historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Advanced Drainage Systems exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Advanced Drainage Systems has an expected return of -0.64%. Please be advised to confirm Advanced Drainage Systems treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price to decide if Advanced Drainage Systems performance from the past will be repeated at some point in the near future.
  
Advanced Performance
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Over the last 90 days Advanced Drainage Systems has generated negative risk-adjusted returns adding no value to investors with long positions. Even with unsteady performance in the last few months, the Stock's primary indicators remain relatively invariable which may send shares a bit higher in January 2023. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more

Structure and Payout Changes

Forward Dividend Yield
0.0054
Payout Ratio
0.0867
Forward Dividend Rate
0.48
Dividend Date
2022-12-15
Ex Dividend Date
2022-11-30

Advanced Price Channel

Begin Period Cash Flow195009000.00
Total Cashflows From Investing Activities-198833000.00

Advanced Drainage Relative Risk vs. Return Landscape

If you would invest  14,047  in Advanced Drainage Systems on September 10, 2022 and sell it today you would lose (5,302)  from holding Advanced Drainage Systems or give up 37.74% of portfolio value over 90 days. Advanced Drainage Systems is generating negative expected returns assuming volatility of 4.3087% on return distribution over 90 days investment horizon. In other words, 37% of stocks are less volatile than Advanced, and above 99% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Advanced Drainage is expected to under-perform the market. In addition to that, the company is 2.88 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.0 per unit of volatility.

Advanced Drainage Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Drainage's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Advanced Drainage Systems, and traders can use it to determine the average amount a Advanced Drainage'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 = -0.1479

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Negative ReturnsWMS
Estimated Market Risk
 4.31
  actual daily
 
 37 %
of total potential
 
3737
Expected Return
 -0.64
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.15
  actual daily
 
 0 %
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Based on monthly moving average Advanced Drainage is performing at about 0% 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 Advanced Drainage by adding it to a well-diversified portfolio.

About Advanced Drainage Performance

To evaluate Advanced Drainage Systems 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 Advanced Drainage 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 Advanced 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 Advanced Drainage Systems market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Advanced'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 Cash-492.2 K-505.2 K
Return on Investment 21.17  22.84 
Return on Average Assets 10.72  11.56 
Return on Average Equity 25.38  27.38 
Return on Invested Capital 0.05  0.0448 
Return on Sales 0.06  0.06 

Things to note about Advanced Drainage Systems

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

Advanced Drainage Alerts

Equity Alerts and Improvement Suggestions

Advanced Drainage generated a negative expected return over the last 90 days
Advanced Drainage has high historical volatility and very poor performance
Over 86.0% of the company outstanding shares are owned by institutional investors
Latest headline from news.google.com: ADS Foundation Donates to the Florida Disaster Fund in Support of Hurricane Ian and Hurricane Nicole Recovery in the State - Marketscreener.com
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When running Advanced Drainage Systems price analysis, check to measure Advanced Drainage'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 Advanced Drainage is operating at the current time. Most of Advanced Drainage's value examination focuses on studying past and present price action to predict the probability of Advanced Drainage's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Advanced Drainage's price. Additionally, you may evaluate how the addition of Advanced Drainage to your portfolios can decrease your overall portfolio volatility.
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Is Advanced Drainage'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 Advanced Drainage. If investors know Advanced 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 Advanced Drainage 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
1.045
Market Capitalization
7.3 B
Quarterly Revenue Growth YOY
0.252
Return On Assets
0.1538
Return On Equity
0.4648
The market value of Advanced Drainage Systems is measured differently than its book value, which is the value of Advanced that is recorded on the company's balance sheet. Investors also form their own opinion of Advanced Drainage's value that differs from its market value or its book value, called intrinsic value, which is Advanced Drainage'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 Advanced Drainage's market value can be influenced by many factors that don't directly affect Advanced Drainage'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 Advanced Drainage's value and its price as these two are different measures arrived at by different means. Investors typically determine Advanced Drainage value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advanced Drainage'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.