Fresenius Medical (Germany) Performance
| FME Stock | EUR 37.86 0.91 2.35% |
Fresenius Medical has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fresenius Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fresenius Medical is expected to be smaller as well. Fresenius Medical Care right now shows a risk of 2.27%. Please confirm Fresenius Medical Care downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Fresenius Medical Care will be following its price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Fresenius Medical Care are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical and fundamental indicators, Fresenius Medical is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 1.1 B | |
| Free Cash Flow | 1.6 B |
Fresenius |
Fresenius Medical Relative Risk vs. Return Landscape
If you would invest 3,679 in Fresenius Medical Care on January 30, 2024 and sell it today you would earn a total of 107.00 from holding Fresenius Medical Care or generate 2.91% return on investment over 90 days. Fresenius Medical Care is generating 0.0709% of daily returns assuming 2.2692% volatility of returns over the 90 days investment horizon. Simply put, 20% of all stocks have less volatile historical return distribution than Fresenius Medical, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fresenius Medical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius Medical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fresenius Medical Care, and traders can use it to determine the average amount a Fresenius Medical'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 = 0.0313
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| Cash | Small Risk | FME | High Risk | Huge Risk |
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Estimated Market Risk
| 2.27 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Fresenius Medical is performing at about 2% 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 Fresenius Medical by adding it to a well-diversified portfolio.
Fresenius Medical Fundamentals Growth
Fresenius Stock prices reflect investors' perceptions of the future prospects and financial health of Fresenius Medical, and Fresenius Medical 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 Fresenius Stock performance.
| Current Valuation | 21.56 B | |||
| Price To Book | 0.59 X | |||
| Price To Sales | 0.47 X | |||
| Revenue | 17.62 B | |||
| EBITDA | 3.55 B | |||
| Total Debt | 6.65 B | |||
| Cash Flow From Operations | 2.49 B | |||
| Total Asset | 34.37 B | |||
About Fresenius Medical Performance
To evaluate Fresenius Medical Care 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 Fresenius Medical 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 Fresenius 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 Fresenius Medical Care market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Fresenius'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.Things to note about Fresenius Medical Care performance evaluation
Checking the ongoing alerts about Fresenius Medical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fresenius Medical Care help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Fresenius Medical's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fresenius Medical's stock performance include:- Analyzing Fresenius Medical'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 Fresenius Medical's stock is overvalued or undervalued compared to its peers.
- Examining Fresenius Medical'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 Fresenius Medical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fresenius Medical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fresenius Medical's stock. These opinions can provide insight into Fresenius Medical'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 Fresenius Medical Care. 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. Note that the Fresenius Medical Care information on this page should be used as a complementary analysis to other Fresenius Medical'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 Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Fresenius Stock analysis
When running Fresenius Medical's price analysis, check to measure Fresenius Medical'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 Fresenius Medical is operating at the current time. Most of Fresenius Medical's value examination focuses on studying past and present price action to predict the probability of Fresenius Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius Medical's price. Additionally, you may evaluate how the addition of Fresenius Medical to your portfolios can decrease your overall portfolio volatility.
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