Valeo SA (France) Performance
| FR Stock | EUR 11.51 0.38 3.20% |
The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Valeo SA are expected to decrease at a much lower rate. During the bear market, Valeo SA is likely to outperform the market. Valeo SA has an expected return of -0.0605%. Please make sure to validate Valeo SA treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Valeo SA 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 Valeo SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Valeo SA 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 | 2.9 B | |
| Total Cashflows From Investing Activities | -1.6 B |
Valeo |
Valeo SA Relative Risk vs. Return Landscape
If you would invest 1,216 in Valeo SA on January 28, 2024 and sell it today you would lose (65.00) from holding Valeo SA or give up 5.35% of portfolio value over 90 days. Valeo SA is currently producing negative expected returns and takes up 2.3227% volatility of returns over 90 trading days. Put another way, 20% of traded stocks are less volatile than Valeo, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Valeo SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Valeo SA, and traders can use it to determine the average amount a Valeo SA'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 = -0.026
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| Negative Returns | FR |
Estimated Market Risk
| 2.32 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.06 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 Valeo SA 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 Valeo SA by adding Valeo SA to a well-diversified portfolio.
Valeo SA Fundamentals Growth
Valeo Stock prices reflect investors' perceptions of the future prospects and financial health of Valeo SA, and Valeo SA 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 Valeo Stock performance.
| Return On Equity | 0.0648 | |||
| Return On Asset | 0.0194 | |||
| Profit Margin | 0.01 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 7.74 B | |||
| Shares Outstanding | 241.12 M | |||
| Price To Earning | 142.27 X | |||
| Price To Book | 1.13 X | |||
| Price To Sales | 0.24 X | |||
| Revenue | 17.26 B | |||
| EBITDA | 2.09 B | |||
| Cash And Equivalents | 3.16 B | |||
| Cash Per Share | 13.14 X | |||
| Total Debt | 3.94 B | |||
| Debt To Equity | 1.50 % | |||
| Book Value Per Share | 15.85 X | |||
| Cash Flow From Operations | 1.63 B | |||
| Earnings Per Share | 0.15 X | |||
| Total Asset | 18.84 B | |||
| Retained Earnings | 1.56 B | |||
| Current Asset | 5.32 B | |||
| Current Liabilities | 5.36 B | |||
About Valeo SA Performance
To evaluate Valeo SA 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 Valeo SA 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 Valeo 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 Valeo SA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Valeo'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.Valeo SE designs, produces, and sells components, systems, and services for automakers in France, other European countries, Africa, North America, South America, and Asia. The company was incorporated in 1923 and is headquartered in Paris, France. VALEO operates under Auto Parts And Components classification in France and is traded on Paris Stock Exchange. It employs 104400 people.Things to note about Valeo SA performance evaluation
Checking the ongoing alerts about Valeo SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Valeo SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Valeo SA generated a negative expected return over the last 90 days | |
| The company has accumulated 3.94 B in total debt with debt to equity ratio (D/E) of 1.5, which is about average as compared to similar companies. Valeo SA has a current ratio of 0.82, 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 Valeo SA until it has trouble settling it off, either with new capital or with free cash flow. So, Valeo SA'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 Valeo SA sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Valeo to invest in growth at high rates of return. When we think about Valeo SA's use of debt, we should always consider it together with cash and equity. |
- Analyzing Valeo SA'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 Valeo SA's stock is overvalued or undervalued compared to its peers.
- Examining Valeo SA'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 Valeo SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Valeo SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Valeo SA's stock. These opinions can provide insight into Valeo SA'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 Valeo SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in american community survey. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Valeo Stock analysis
When running Valeo SA's price analysis, check to measure Valeo SA'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 Valeo SA is operating at the current time. Most of Valeo SA's value examination focuses on studying past and present price action to predict the probability of Valeo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valeo SA's price. Additionally, you may evaluate how the addition of Valeo SA to your portfolios can decrease your overall portfolio volatility.
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