Graftech Stock Performance

EAF
 Stock
  

USD 7.72  0.34  4.61%   

The company retains a Market Volatility (i.e., Beta) of 1.2635, which attests to a somewhat significant risk relative to the market. Let's try to break down what Graftech's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Graftech International will likely underperform. Even though it is essential to pay attention to Graftech International current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy in determining 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. Graftech International exposes twenty-one different technical indicators, which can help you to evaluate its performance. Graftech International has an expected return of -0.42%. Please be advised to check out Graftech International mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and information ratio to decide if Graftech International performance from the past will be repeated at some point in the near future.
  
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Graftech Performance
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Over the last 90 days Graftech International has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in July 2022. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0052
Payout Ratio
0.0215
Last Split Factor
100:1
Forward Annual Dividend Rate
0.04
Dividend Date
2022-06-30
Ex Dividend Date
2022-05-27
Last Split Date
2010-06-30

Graftech Price Channel

Quick Ratio1.31
Fifty Two Week Low7.49
Target High Price16.00
Fifty Two Week High13.38
Payout Ratio2.56%
Trailing Annual Dividend Yield0.52%
Target Low Price6.72

Graftech International Relative Risk vs. Return Landscape

If you would invest  1,028  in Graftech International on March 28, 2022 and sell it today you would lose (256.00)  from holding Graftech International or give up 24.9% of portfolio value over 90 days. Graftech International is generating negative expected returns assuming volatility of 2.7483% on return distribution over 90 days investment horizon. In other words, 23% of stocks are less volatile than Graftech, 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 Graftech International is expected to under-perform the market. In addition to that, the company is 1.91 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.

Graftech International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Graftech International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Graftech International, and traders can use it to determine the average amount a Graftech International'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 = -0.1513

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Estimated Market Risk
 2.75
  actual daily
 
 23 %
of total potential
 
2323
Expected Return
 -0.42
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.15
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Based on monthly moving average Graftech International 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 Graftech International by adding it to a well-diversified portfolio.

About Graftech International Performance

To evaluate Graftech International 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 Graftech International 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 Graftech 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 Graftech International 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 Graftech'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
Effect of Exchange Rate Changes on Cash-1.3 M-1.4 M
Return on Average Assets 0.28  0.28 
Return on Average Equity(6.46) (6.63) 
Return on Invested Capital 0.26  0.24 
Return on Sales 0.39  0.36 
GrafTech International Ltd. research, develops, manufactures, and sells graphite and carbon-based solutions worldwide. GrafTech International Ltd. was founded in 1886 and is headquartered in Brooklyn Heights, Ohio. Graftech International operates under Electrical Equipment Parts classification in the United States and is traded on New York Stock Exchange. It employs 1353 people.

Things to note about Graftech International

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

Graftech International Alerts

Equity Alerts and Improvement Suggestions

Graftech International generated a negative expected return over the last 90 days
Graftech International has a strong financial position based on the latest SEC filings
Over 99.0% of the company shares are held by institutions such as insurance companies
Latest headline from www.nasdaq.com: Implied Volatility Surging for GrafTech International Stock Options - Nasdaq
Continue to Investing Opportunities. Note that the Graftech International information on this page should be used as a complementary analysis to other Graftech International's 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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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Is Graftech International's 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 Graftech International. If investors know Graftech 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 Graftech International 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
0.27
Market Capitalization
B
Quarterly Revenue Growth YOY
0.2
Return On Assets
0.27
The market value of Graftech International is measured differently than its book value, which is the value of Graftech that is recorded on the company's balance sheet. Investors also form their own opinion of Graftech International's value that differs from its market value or its book value, called intrinsic value, which is Graftech International's 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 Graftech International's market value can be influenced by many factors that don't directly affect Graftech International's 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 Graftech International's value and its price as these two are different measures arrived at by different means. Investors typically determine Graftech International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graftech International's 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.