MGIC INVESTMENT (Germany) Performance
| MGC Stock | EUR 22.60 0.60 2.59% |
The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MGIC INVESTMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding MGIC INVESTMENT is expected to be smaller as well. At this point, MGIC INVESTMENT has a negative expected return of -0.0086%. Please make sure to verify MGIC INVESTMENT's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if MGIC INVESTMENT performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days MGIC INVESTMENT has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental indicators, MGIC INVESTMENT is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 305 M | |
| Free Cash Flow | 646.8 M |
MGIC |
MGIC INVESTMENT Relative Risk vs. Return Landscape
If you would invest 2,287 in MGIC INVESTMENT on September 20, 2024 and sell it today you would lose (27.00) from holding MGIC INVESTMENT or give up 1.18% of portfolio value over 90 days. MGIC INVESTMENT is producing return of less than zero assuming 1.3939% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than MGIC INVESTMENT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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MGIC INVESTMENT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MGIC INVESTMENT's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MGIC INVESTMENT, and traders can use it to determine the average amount a MGIC INVESTMENT'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 = -0.0062
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MGC |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MGIC INVESTMENT 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 MGIC INVESTMENT by adding MGIC INVESTMENT to a well-diversified portfolio.
MGIC INVESTMENT Fundamentals Growth
MGIC Stock prices reflect investors' perceptions of the future prospects and financial health of MGIC INVESTMENT, and MGIC INVESTMENT 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 MGIC Stock performance.
| Current Valuation | 4.1 B | |||
| Price To Book | 0.86 X | |||
| Price To Sales | 3.60 X | |||
| Revenue | 1.17 B | |||
| Total Debt | 662.81 M | |||
| Cash Flow From Operations | 650.01 M | |||
| Total Asset | 6.21 B | |||
About MGIC INVESTMENT Performance
Assessing MGIC INVESTMENT's fundamental ratios provides investors with valuable insights into MGIC INVESTMENT's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MGIC INVESTMENT is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about MGIC INVESTMENT performance evaluation
Checking the ongoing alerts about MGIC INVESTMENT for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MGIC INVESTMENT help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MGIC INVESTMENT generated a negative expected return over the last 90 days |
- Analyzing MGIC INVESTMENT'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 MGIC INVESTMENT's stock is overvalued or undervalued compared to its peers.
- Examining MGIC INVESTMENT'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 MGIC INVESTMENT's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MGIC INVESTMENT's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MGIC INVESTMENT's stock. These opinions can provide insight into MGIC INVESTMENT's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MGIC Stock Analysis
When running MGIC INVESTMENT's price analysis, check to measure MGIC INVESTMENT'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 MGIC INVESTMENT is operating at the current time. Most of MGIC INVESTMENT's value examination focuses on studying past and present price action to predict the probability of MGIC INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGIC INVESTMENT's price. Additionally, you may evaluate how the addition of MGIC INVESTMENT to your portfolios can decrease your overall portfolio volatility.