Sentences with phrase «return on assets ratios»

Let's take a look at a backtest of the Return on Assets ratio to see how it performs.

Not exact matches

She relies on a database of 1,000 simulations of future returns to conclude that, 75 years from now, a Social Security trust fund portfolio that includes stocks will produce a healthy ratio of assets to benefits, while a trust fund consisting of only bonds will be completely exhausted.

Finally, the ratio of net income to total assets is a strong indicator of whether the company is getting a favorable rate of return on assets.

Operating Earnings Yield (ttm): 7.2 (11/15 points) Net Income (ttm): $ 293 M Gross Profit (ttm): $ 868 M Total Assets: $ 3518 M Gross Profitability Ratio = Gross Profit / Total Assets: 25 % (8/18 points) Cash Return On Invested Capital (CROIC)(ttm): 12 % Return on Invested Capital (ROIC): 13On Invested Capital (CROIC)(ttm): 12 % Return on Invested Capital (ROIC): 13on Invested Capital (ROIC): 13 %

In an attempt to cast light on this issue, my colleagues at Plexus Asset Management have updated a previous multi-year comparison of the price - earnings (PE) ratios of the S&P 500 Index (as a measure of stock valuations) and the forward real returns (considering total returns, i.e. capital movements plus dividends).

Some assets generally have a large return on investment ratio while other have lower margins.

Among the variables he examined: return on assets, current ratio, cash flow from operations, change in gross margin, and change in asset turnover.

Tobias found that gross profit to asset ratio was superior to Joel Greenblatt's return on invested capital since it avoided picking up small companies with large cash holdings relative to their size.

A company with a high return on net assets ratio, profit margin, or asset turnover relative to its industry median tends to have greater mean reversion in these measures.

Joel Greenblatt has described why he used ROC in place of the commonly used financial ratios like ROE (Return on equity) or ROA (Return on assets).

His variables capture profitability (positive earnings, positive cash flows from operations, increasing return on assets and negative accruals), operating efficiency (increasing gross margins and asset turnover) and liquidity (decreasing debt, increasing current ratio, and no equity issuance).

Operating Earnings Yield (ttm): 5.2 % (5/15 points) Net Income (ttm): $ -4169 M Gross Profit (ttm): $ 12348 M Total Assets: $ 64351 M Gross Profitability Ratio = GP / Total Assets: 19 % (6/18 points) Cash Return On Invested Capital (CROIC)(tttm): 9 % Return on Invested Capital (ROIC): -9On Invested Capital (CROIC)(tttm): 9 % Return on Invested Capital (ROIC): -9on Invested Capital (ROIC): -9 %

Based on current positioning, we expect the All Asset strategies to benefit from the following return tailwinds: a stable to rising breakeven inflation rate, appreciating EM currencies, convergence of EM - to - U.S. cyclically adjusted price / earnings (CAPE) ratios toward longer - term averages, and appreciation of global value stocks from today's elevated discounts toward longer - term norms.

Operating Earnings Yield (ttm): 5.0 % (5/15 points) Net Income (ttm): $ 5309 M Gross Profit (ttm): $ 21176 M Total Assets: $ 70786 M Gross Profitability Ratio = Gross Profit / Total Assets: 30 % (8/18 points) Cash Return On Invested Capital (CROIC)(tttm): 22 % Return on Invested Capital (ROIC): 12On Invested Capital (CROIC)(tttm): 22 % Return on Invested Capital (ROIC): 12on Invested Capital (ROIC): 12 %

Piotroski believes these ratios are important because they «reflect two key constructs underlying a decomposition of return on assets.»

Return on Total Assets Ratios provide valuable information to value investors searching for quality companies.

Tobias Carlisle, in Deep Value (affiliate link) provides evidence that this may be the best Return On Total Assets Ratio to single out stocks that can provide above average rates of rReturn On Total Assets Ratio to single out stocks that can provide above average rates of returnreturn.

The asset allocation backtesting tool calculates portfolio returns (end balance, CAGR, IRR), risk characteristics (standard deviation, Sharpe ratio, Sortino ratio, maximum drawdown), and rolling returns based on monthly data.

These anomalies are: financial distress; O - score (probability of bankruptcy); net stock issuance; composite stock issuance; total accruals; net operating assets; momentum; gross profitability; asset growth; return on assets; and, investment - to - assets ratio.

Minimum quick and current ratios (liquidity) Minimum Return on Assets and Return on Equity (profitability) Minimum equity, minimum working capital and maximum debt to worth (leverage)

Common characteristics associated with stocks selling at less than 66 % of net current asset value are low price / earnings ratios, low price / sales ratios and low prices in relation to «normal» earnings; i.e., what the company would earn if it earned the average return on equity for a given industry or the average neti ncome margin on sales for such industry.

One should also consider the leverage potential implied — EIIB could almost quadruple its B / S, still be considered a very safe bank (with a near 20 % Equity / Total Assets Ratio) and presumably achieve a radical transformation of its P&L and Return on Equity.

Forward P / E > 0 Price / Cash < 3 Price / Free Cash Flow < 15 Debt / Equity <.4 Price / Book < 1 Current Ratio > 3 Return on Assets > 0 % Return on Equity > 0 % Annual EPS Growth Next 5 Years > 0

Return on invested capital (ROIC) This is a ratio that can be used to assess how effectively a company squeezes profits from the assets it controls and owns.

It is one of the two elements that determine the return on assets, the other element being the sales turnover ratio.

On the one hand, the average funding ratio (assets as a percentage of the present value of future obligations) is below 80 % because of inadequate contributions by sponsors (states and municipalities) and poor investment returns since the collapse of the technology bubble in 2000.

Compare yourself to publicly traded companies by calculating their quick ratio, return on assets, and profit margin.

For example, under profitability ratios, there are gross profitability ratio, net profitability ratio, return on assets, return on investment, earning per share, investment turnover, sales per employee.

This online portfolio backtesting tool allows you to construct a portfolio based on the selected asset class allocation to analyze and backtest portfolio returns, risk characteristics (Sharpe ratio, Sortino ratio), standard deviation, annual returns and rolling returns.

Returning to asset managers, % of AUM is the key absolute valuation metric, and I believe Price / Sales (based on operating profit margins) is the best stock specific valuation ratio.

Operating Earnings Yield (ttm): 5.9 % (7/15 points) Net Income (ttm): $ 1601 M Gross Profit (ttm): $ 6660 M Total Assets: $ 19858 M Gross Profitability Ratio = GP / Total Assets: 34 % (11/18 points) Cash Return On Invested Capital (CROIC)(tttm): 13 % Return on Invested Capital (ROIC): 12On Invested Capital (CROIC)(tttm): 13 % Return on Invested Capital (ROIC): 12on Invested Capital (ROIC): 12 %

The second model assumes that in the long run all assets should have the same Sharpe ratio, and calculates expected returns based on the realized volatility of each asset.

We used three measures to capture the pertinent information: return on equity (ROE) to reflect growth and profitability; the debt coverage ratio to represent the likelihood of default; and the accruals - to - average - total - assets measure defined by Sloan (1996) to quantify possible accounting red flags.12 To arrive at company - specific quality measures, we used the simple arithmetic average of each stock's percentile rank for these three variables.

Drafted research report on local branch, including analysis on key financial ratios and asset return ratios for cut cost, opportunities to improve.

I prepared spreadsheets showing various scenarios of potential, probable, and possible return on investment and capitalization rates [a measure of the ratio between the net operating income produced by an asset and its capital cost rate].

Jeri Frank: As we complete the initial development, owners and asset managers will be able to quickly generate key analytics like loan - to - value, debt coverage ratio, occupancy and return on investment, to name a few.