Telefonaktiebolaget (Sweden) Performance
ERIC-B Stock | SEK 55.86 0.96 1.75% |
The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telefonaktiebolaget's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefonaktiebolaget is expected to be smaller as well. Telefonaktiebolaget has an expected return of -0.0985%. Please make sure to validate Telefonaktiebolaget treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Telefonaktiebolaget performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Telefonaktiebolaget LM Ericsson has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Telefonaktiebolaget is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
Begin Period Cash Flow | 54 B | |
Total Cashflows From Investing Activities | -34.4 B |
Telefonaktiebolaget |
Telefonaktiebolaget Relative Risk vs. Return Landscape
If you would invest 5,985 in Telefonaktiebolaget LM Ericsson on January 20, 2024 and sell it today you would lose (399.00) from holding Telefonaktiebolaget LM Ericsson or give up 6.67% of portfolio value over 90 days. Telefonaktiebolaget LM Ericsson is generating negative expected returns and assumes 1.4838% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Telefonaktiebolaget, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Telefonaktiebolaget Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefonaktiebolaget's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Telefonaktiebolaget LM Ericsson, and traders can use it to determine the average amount a Telefonaktiebolaget'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 = -0.0664
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Estimated Market Risk
1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
-0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Telefonaktiebolaget 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 Telefonaktiebolaget by adding Telefonaktiebolaget to a well-diversified portfolio.
Telefonaktiebolaget Fundamentals Growth
Telefonaktiebolaget Stock prices reflect investors' perceptions of the future prospects and financial health of Telefonaktiebolaget, and Telefonaktiebolaget 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 Telefonaktiebolaget Stock performance.
Return On Equity | 0.16 | |||
Return On Asset | 0.0592 | |||
Profit Margin | 0.07 % | |||
Operating Margin | 0.11 % | |||
Current Valuation | 219.13 B | |||
Shares Outstanding | 3.07 B | |||
Price To Earning | 18.33 X | |||
Price To Book | 1.61 X | |||
Price To Sales | 0.86 X | |||
Revenue | 271.55 B | |||
EBITDA | 32.35 B | |||
Cash And Equivalents | 38.35 B | |||
Cash Per Share | 13.56 X | |||
Total Debt | 33.76 B | |||
Debt To Equity | 0.40 % | |||
Book Value Per Share | 40.48 X | |||
Cash Flow From Operations | 30.86 B | |||
Earnings Per Share | 5.62 X | |||
Total Asset | 349.54 B | |||
Current Asset | 174.98 B | |||
Current Liabilities | 86.61 B | |||
About Telefonaktiebolaget Performance
To evaluate Telefonaktiebolaget 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 Telefonaktiebolaget 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 Telefonaktiebolaget 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 Telefonaktiebolaget market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Telefonaktiebolaget'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.Telefonaktiebolaget LM Ericsson , together with its subsidiaries, provides communication infrastructure, services, and software solutions to the telecom and other sectors. Telefonaktiebolaget LM Ericsson was founded in 1876 and is headquartered in Stockholm, Sweden. Ericsson Telefonab operates under Communication Equipment classification in Sweden and is traded on Stockholm Stock Exchange. It employs 101113 people.Things to note about Telefonaktiebolaget performance evaluation
Checking the ongoing alerts about Telefonaktiebolaget for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Telefonaktiebolaget help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Telefonaktiebolaget generated a negative expected return over the last 90 days | |
About 59.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Telefonaktiebolaget'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 Telefonaktiebolaget's stock is overvalued or undervalued compared to its peers.
- Examining Telefonaktiebolaget'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 Telefonaktiebolaget's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Telefonaktiebolaget's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Telefonaktiebolaget's stock. These opinions can provide insight into Telefonaktiebolaget's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Telefonaktiebolaget LM Ericsson. 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. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Telefonaktiebolaget Stock analysis
When running Telefonaktiebolaget's price analysis, check to measure Telefonaktiebolaget'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 Telefonaktiebolaget is operating at the current time. Most of Telefonaktiebolaget's value examination focuses on studying past and present price action to predict the probability of Telefonaktiebolaget's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefonaktiebolaget's price. Additionally, you may evaluate how the addition of Telefonaktiebolaget to your portfolios can decrease your overall portfolio volatility.
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