Sartorius Stedim (Germany) Performance
| 56S1 Stock | EUR 207.10 0.20 0.1% |
The entity has a beta of -0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sartorius Stedim are expected to decrease at a much lower rate. During the bear market, Sartorius Stedim is likely to outperform the market. Sartorius Stedim Biotech has an expected return of -0.23%. Please make sure to validate Sartorius Stedim information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sartorius Stedim Biotech 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 Sartorius Stedim Biotech has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in June 2024. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
| Begin Period Cash Flow | 223.6 M |
Sartorius |
Sartorius Stedim Relative Risk vs. Return Landscape
If you would invest 24,625 in Sartorius Stedim Biotech on February 3, 2024 and sell it today you would lose (3,895) from holding Sartorius Stedim Biotech or give up 15.82% of portfolio value over 90 days. Sartorius Stedim Biotech is producing return of less than zero assuming 2.9105% volatility of returns over the 90 days investment horizon. Simply put, 25% of all stocks have less volatile historical return distribution than Sartorius Stedim, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sartorius Stedim Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Stedim's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sartorius Stedim Biotech, and traders can use it to determine the average amount a Sartorius Stedim'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 = -0.0801
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 56S1 |
Estimated Market Risk
| 2.91 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sartorius Stedim 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 Sartorius Stedim by adding Sartorius Stedim to a well-diversified portfolio.
Sartorius Stedim Fundamentals Growth
Sartorius Stock prices reflect investors' perceptions of the future prospects and financial health of Sartorius Stedim, and Sartorius Stedim 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 Sartorius Stock performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.25 % | |||
| Operating Margin | 0.32 % | |||
| Current Valuation | 31.28 B | |||
| Shares Outstanding | 92.17 M | |||
| Price To Earning | 110.44 X | |||
| Price To Book | 13.18 X | |||
| Price To Sales | 8.62 X | |||
| Revenue | 3.49 B | |||
| EBITDA | 1.33 B | |||
| Cash And Equivalents | 164.6 M | |||
| Cash Per Share | 1.78 X | |||
| Total Debt | 1.02 B | |||
| Debt To Equity | 0.39 % | |||
| Book Value Per Share | 26.58 X | |||
| Cash Flow From Operations | 612.3 M | |||
| Earnings Per Share | 9.32 X | |||
| Total Asset | 5.07 B | |||
About Sartorius Stedim Performance
To evaluate Sartorius Stedim Biotech 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 Sartorius Stedim 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 Sartorius 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 Sartorius Stedim Biotech market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Sartorius'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.Sartorius Stedim Biotech S.A. produces and sells instruments and consumables for the biopharmaceutical industry worldwide. Sartorius Stedim Biotech S.A. is a subsidiary of Sartorius AG. SARTOR STED operates under Medical Instruments Supplies classification in Germany and is traded on Frankfurt Stock Exchange. It employs 8200 people.Things to note about Sartorius Stedim Biotech performance evaluation
Checking the ongoing alerts about Sartorius Stedim for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sartorius Stedim Biotech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sartorius Stedim generated a negative expected return over the last 90 days | |
| About 74.0% of the company shares are owned by insiders or employees |
- Analyzing Sartorius Stedim'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 Sartorius Stedim's stock is overvalued or undervalued compared to its peers.
- Examining Sartorius Stedim'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 Sartorius Stedim's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sartorius Stedim's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sartorius Stedim's stock. These opinions can provide insight into Sartorius Stedim's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Sartorius Stedim Biotech. 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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Complementary Tools for Sartorius Stock analysis
When running Sartorius Stedim's price analysis, check to measure Sartorius Stedim'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 Sartorius Stedim is operating at the current time. Most of Sartorius Stedim's value examination focuses on studying past and present price action to predict the probability of Sartorius Stedim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sartorius Stedim's price. Additionally, you may evaluate how the addition of Sartorius Stedim to your portfolios can decrease your overall portfolio volatility.
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