Roche Holding (Germany) Performance
| RHO6 Stock | EUR 29.94 1.08 3.74% |
Roche Holding has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Roche Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roche Holding is expected to be smaller as well. Roche Holding right now holds a risk of 1.78%. Please check Roche Holding coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Roche Holding will be following its historical price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Roche Holding Ltd are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Roche Holding is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 5.7 B | |
| Total Cashflows From Investing Activities | -6.6 B |
Roche |
Roche Holding Relative Risk vs. Return Landscape
If you would invest 2,946 in Roche Holding Ltd on March 6, 2024 and sell it today you would earn a total of 48.00 from holding Roche Holding Ltd or generate 1.63% return on investment over 90 days. Roche Holding Ltd is generating 0.0421% of daily returns assuming 1.7839% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than Roche Holding, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Roche Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roche Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Roche Holding Ltd, and traders can use it to determine the average amount a Roche 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 = 0.0236
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| Negative Returns | RHO6 |
Estimated Market Risk
| 1.78 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Roche Holding is performing at about 1% 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 Roche Holding by adding it to a well-diversified portfolio.
Roche Holding Fundamentals Growth
Roche Stock prices reflect investors' perceptions of the future prospects and financial health of Roche Holding, and Roche 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 Roche Stock performance.
| Return On Equity | 0.45 | |||
| Return On Asset | 0.15 | |||
| Profit Margin | 0.19 % | |||
| Operating Margin | 0.32 % | |||
| Current Valuation | 273.87 B | |||
| Shares Outstanding | 6.39 B | |||
| Price To Earning | 21.74 X | |||
| Price To Book | 9.68 X | |||
| Price To Sales | 3.82 X | |||
| Revenue | 62.8 B | |||
| EBITDA | 22.26 B | |||
| Cash And Equivalents | 12.34 B | |||
| Cash Per Share | 1.81 X | |||
| Total Debt | 16.08 B | |||
| Debt To Equity | 0.39 % | |||
| Book Value Per Share | 4.38 X | |||
| Cash Flow From Operations | 20.98 B | |||
| Earnings Per Share | 2.23 X | |||
| Total Asset | 92.32 B | |||
| Retained Earnings | 25.51 B | |||
| Current Asset | 26.61 B | |||
| Current Liabilities | 24.46 B | |||
About Roche Holding Performance
To evaluate Roche 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 Roche 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 Roche 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 Roche Holding market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Roche'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.Roche Holding AG engages in the prescription pharmaceuticals and diagnostics businesses in Switzerland, Germany, and internationally. The company was founded in 1896 and is headquartered in Basel, Switzerland. ROCHE HLDG operates under Drug ManufacturersGeneral classification in Germany and is traded on Frankfurt Stock Exchange. It employs 101465 people.Things to note about Roche Holding performance evaluation
Checking the ongoing alerts about Roche Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Roche Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Roche Holding's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Roche Holding's stock performance include:- Analyzing Roche 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 Roche Holding's stock is overvalued or undervalued compared to its peers.
- Examining Roche 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 Roche Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Roche Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Roche Holding's stock. These opinions can provide insight into Roche Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Roche Stock analysis
When running Roche Holding's price analysis, check to measure Roche 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 Roche Holding is operating at the current time. Most of Roche Holding's value examination focuses on studying past and present price action to predict the probability of Roche 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 Roche Holding's price. Additionally, you may evaluate how the addition of Roche Holding to your portfolios can decrease your overall portfolio volatility.
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