Amdocs Stock Performance

DOX
 Stock
  

USD 84.45  1.14  1.37%   

The firm shows a Beta (market volatility) of 1.0996, which signifies a somewhat significant risk relative to the market. Let's try to break down what Amdocs's beta means in this case. Amdocs returns are very sensitive to returns on the market. As the market goes up or down, Amdocs is expected to follow. Even though it is essential to pay attention to Amdocs Limited historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Amdocs Limited exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Amdocs Limited has an expected return of -0.0819%. Please be advised to confirm Amdocs Limited potential upside, and the relationship between the jensen alpha and accumulation distribution to decide if Amdocs Limited performance from the past will be repeated at some point in the near future.
  
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Amdocs Performance
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Over the last 90 days Amdocs Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Amdocs is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.019
Payout Ratio
0.29
Forward Annual Dividend Rate
1.58
Dividend Date
2022-07-29
Ex Dividend Date
2022-06-29

Amdocs Price Channel

Quick Ratio1.31
Fifty Two Week Low68.33
Payout Ratio35.04%
Fifty Two Week High88.18
Trailing Annual Dividend Yield1.69%

Amdocs Relative Risk vs. Return Landscape

If you would invest  8,613  in Amdocs Limited on April 5, 2022 and sell it today you would lose (168.00)  from holding Amdocs Limited or give up 1.95% of portfolio value over 90 days. Amdocs Limited is generating negative expected returns assuming volatility of 1.8672% on return distribution over 90 days investment horizon. In other words, 16% of stocks are less volatile than Amdocs, and above 99% of all equities are expected to generate higher returns over the next 90 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering the 90-day investment horizon Amdocs is expected to generate 1.25 times more return on investment than the market. However, the company is 1.25 times more volatile than its market benchmark. It trades about -0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.18 per unit of risk.

Amdocs Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Amdocs' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amdocs Limited, and traders can use it to determine the average amount a Amdocs' 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 = -0.0438

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Negative ReturnsDOX
Estimated Market Risk
 1.87
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 -0.08
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 0 %
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Risk-Adjusted Return
 -0.04
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Based on monthly moving average Amdocs is performing at about 0% 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 Amdocs by adding it to a well-diversified portfolio.

About Amdocs Performance

To evaluate Amdocs Limited 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 Amdocs 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 Amdocs 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 Amdocs Limited stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Amdocs'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.
Last ReportedProjected for 2022
Return on Investment 12.53  12.42 
Return on Average Assets 0.12  0.11 
Return on Average Equity 0.22  0.19 
Return on Invested Capital 0.33  0.44 
Return on Sales 0.22  0.19 
Amdocs Limited, through its subsidiaries, provides software and services worldwide. The company designs, develops, operates, implements, supports, and markets open and modular cloud portfolio. It provides CES21, a 5G and cloud-native microservices-based market-leading customer experience suite, that enables service providers to build, deliver, and monetize advanced services the Commerce and Care suite for order capture, handling, and customer engagement the Monetization suite for charging, billing, policy, and revenue management Intelligent Networking suite with a set of modular, flexible, and open service lifecycle management capabilities for network automation journeys MarketONE, a cloud-native business ecosystem Digital Brands Suite, a pre-integrated digital business suite for digital telecom brands and small-scale service providers and eSIM Cloud for service providers. It also offers AI-powered, cloud-native, and home operating systems data intelligence solutions and applications media services for media publishers, TV networks, and video streaming and service providers end-to-end application development and maintenance services and ongoing services. In addition, the company provides a line of services designed for various stages of a service providers lifecycle includes design, delivery, quality engineering, operations, systems integration, mobile network services, consulting, and content services managed services comprising application development, modernization and maintenance, IT and infrastructure services, testing and professional services that are designed to assist customers in the selection, implementation, operation, management, and maintenance of IT systems. It serves to the communications, cable and satellite, entertainment, and media industry service providers, as well as mobile virtual network operators and directory publishers. Amdocs Limited was founded in 1988 and is headquartered in Chesterfield, Missouri.

Things to note about Amdocs Limited

Checking the ongoing alerts about Amdocs for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Amdocs Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Amdocs Alerts

Equity Alerts and Improvement Suggestions

Amdocs Limited generated a negative expected return over the last 90 days
Over 96.0% of the company shares are held by institutions such as insurance companies
Latest headline from www.marketscreener.com: Unicard and Amdocs Collaborate to Deliver Integrated Multi-Modal Ticketing for Public Transport Users - Marketscreener.com
Continue to Investing Opportunities. Note that the Amdocs Limited information on this page should be used as a complementary analysis to other Amdocs' 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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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When running Amdocs Limited price analysis, check to measure Amdocs' 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 Amdocs is operating at the current time. Most of Amdocs' value examination focuses on studying past and present price action to predict the probability of Amdocs' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Amdocs' price. Additionally, you may evaluate how the addition of Amdocs to your portfolios can decrease your overall portfolio volatility.
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Is Amdocs' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Amdocs. If investors know Amdocs will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Amdocs listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.41
Market Capitalization
10.4 B
Quarterly Revenue Growth YOY
0.092
Return On Assets
0.0601
Return On Equity
0.16
The market value of Amdocs Limited is measured differently than its book value, which is the value of Amdocs that is recorded on the company's balance sheet. Investors also form their own opinion of Amdocs' value that differs from its market value or its book value, called intrinsic value, which is Amdocs' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Amdocs' market value can be influenced by many factors that don't directly affect Amdocs' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Amdocs' value and its price as these two are different measures arrived at by different means. Investors typically determine Amdocs value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amdocs' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.