CNH Industrial (Austria) Performance
| CNHI Stock | EUR 9.41 0.21 2.18% |
The firm shows a Beta (market volatility) of 0.0446, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CNH Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding CNH Industrial is expected to be smaller as well. At this point, CNH Industrial NV has a negative expected return of -0.2%. Please make sure to confirm CNH Industrial's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if CNH Industrial NV performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days CNH Industrial NV has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest inconsistent performance, the Stock's basic indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders. ...more
| Begin Period Cash Flow | 5.8 B |
CNH |
CNH Industrial Relative Risk vs. Return Landscape
If you would invest 1,071 in CNH Industrial NV on March 7, 2024 and sell it today you would lose (130.00) from holding CNH Industrial NV or give up 12.14% of portfolio value over 90 days. CNH Industrial NV is generating negative expected returns and assumes 1.7694% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than CNH, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CNH Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CNH Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CNH Industrial NV, and traders can use it to determine the average amount a CNH Industrial'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 = -0.111
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CNHI |
Estimated Market Risk
| 1.77 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CNH Industrial 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 CNH Industrial by adding CNH Industrial to a well-diversified portfolio.
CNH Industrial Fundamentals Growth
CNH Stock prices reflect investors' perceptions of the future prospects and financial health of CNH Industrial, and CNH Industrial 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 CNH Stock performance.
| Return On Equity | 0.29 | |||
| Return On Asset | 0.0401 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 37.75 B | |||
| Shares Outstanding | 1.34 B | |||
| Price To Book | 3.41 X | |||
| Price To Sales | 0.56 X | |||
| Revenue | 23.55 B | |||
| EBITDA | 3.42 B | |||
| Total Debt | 22.96 B | |||
| Book Value Per Share | 5.15 X | |||
| Cash Flow From Operations | 557 M | |||
| Earnings Per Share | 1.38 X | |||
| Total Asset | 39.38 B | |||
About CNH Industrial Performance
To evaluate CNH Industrial NV 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 CNH Industrial 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 CNH 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 CNH Industrial NV market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents CNH'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 CNH Industrial NV performance evaluation
Checking the ongoing alerts about CNH Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CNH Industrial NV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CNH Industrial NV generated a negative expected return over the last 90 days | |
| About 27.0% of the company shares are held by company insiders |
- Analyzing CNH Industrial'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 CNH Industrial's stock is overvalued or undervalued compared to its peers.
- Examining CNH Industrial'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 CNH Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CNH Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CNH Industrial's stock. These opinions can provide insight into CNH Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CNH Stock analysis
When running CNH Industrial's price analysis, check to measure CNH Industrial'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 CNH Industrial is operating at the current time. Most of CNH Industrial's value examination focuses on studying past and present price action to predict the probability of CNH Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CNH Industrial's price. Additionally, you may evaluate how the addition of CNH Industrial to your portfolios can decrease your overall portfolio volatility.
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