Allreal Holding (Switzerland) Performance
| ALLN Stock | CHF 148.40 0.40 0.27% |
The firm shows a Beta (market volatility) of -0.0834, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Allreal Holding are expected to decrease at a much lower rate. During the bear market, Allreal Holding is likely to outperform the market. Allreal Holding has an expected return of -0.0185%. Please make sure to confirm Allreal Holding jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Allreal Holding 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 Allreal Holding has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Allreal Holding is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| Begin Period Cash Flow | 40.5 M | |
| Total Cashflows From Investing Activities | -181.7 M |
Allreal |
Allreal Holding Relative Risk vs. Return Landscape
If you would invest 15,038 in Allreal Holding on January 29, 2024 and sell it today you would lose (198.00) from holding Allreal Holding or give up 1.32% of portfolio value over 90 days. Allreal Holding is generating negative expected returns and assumes 0.6752% volatility on return distribution over the 90 days horizon. Simply put, 5% of stocks are less volatile than Allreal, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allreal Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allreal Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allreal Holding, and traders can use it to determine the average amount a Allreal Holding'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 = -0.0273
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| Negative Returns | ALLN |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Allreal Holding 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 Allreal Holding by adding Allreal Holding to a well-diversified portfolio.
Allreal Holding Fundamentals Growth
Allreal Stock prices reflect investors' perceptions of the future prospects and financial health of Allreal Holding, and Allreal Holding 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 Allreal Stock performance.
| Return On Equity | 0.0625 | |||
| Return On Asset | 0.0206 | |||
| Profit Margin | 0.31 % | |||
| Operating Margin | 0.36 % | |||
| Current Valuation | 5.2 B | |||
| Shares Outstanding | 16.52 M | |||
| Price To Earning | 17.18 X | |||
| Price To Book | 0.99 X | |||
| Price To Sales | 4.90 X | |||
| Revenue | 552.9 M | |||
| EBITDA | 249.4 M | |||
| Cash And Equivalents | 40.6 M | |||
| Cash Per Share | 2.56 X | |||
| Total Debt | 1.82 B | |||
| Debt To Equity | 93.30 % | |||
| Book Value Per Share | 152.85 X | |||
| Cash Flow From Operations | 164.4 M | |||
| Earnings Per Share | 9.41 X | |||
| Total Asset | 5.8 B | |||
About Allreal Holding Performance
To evaluate Allreal Holding 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 Allreal Holding 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 Allreal 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 Allreal Holding market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Allreal'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.Allreal Holding AG operates as a real estate company in Switzerland. Allreal Holding AG was founded in 1999 and is based in Baar, Switzerland. ALLREAL N operates under Real Estate Services classification in Switzerland and is traded on Switzerland Exchange. It employs 216 people.Things to note about Allreal Holding performance evaluation
Checking the ongoing alerts about Allreal Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allreal Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Allreal Holding generated a negative expected return over the last 90 days | |
| Allreal Holding has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| The company has accumulated 1.82 B in total debt with debt to equity ratio (D/E) of 93.3, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Allreal Holding has a current ratio of 0.46, 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 Allreal Holding until it has trouble settling it off, either with new capital or with free cash flow. So, Allreal Holding'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 Allreal Holding sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Allreal to invest in growth at high rates of return. When we think about Allreal Holding's use of debt, we should always consider it together with cash and equity. |
- Analyzing Allreal Holding'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 Allreal Holding's stock is overvalued or undervalued compared to its peers.
- Examining Allreal Holding'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 Allreal Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allreal Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Allreal Holding's stock. These opinions can provide insight into Allreal Holding'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 Allreal Holding. 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Allreal Stock analysis
When running Allreal Holding's price analysis, check to measure Allreal Holding'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 Allreal Holding is operating at the current time. Most of Allreal Holding's value examination focuses on studying past and present price action to predict the probability of Allreal Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allreal Holding's price. Additionally, you may evaluate how the addition of Allreal Holding to your portfolios can decrease your overall portfolio volatility.
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