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STMicroelectronics NV (0INB.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINNL0000226223
SectorTechnology
IndustrySemiconductor - Broad Line

Highlights

Market Cap€35.50B
Revenue (TTM)€17.29B
Gross Profit (TTM)€7.63B
EBITDA (TTM)€6.32B
Year Range€34.92 - €52.36

Share Price Chart


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STMicroelectronics NV

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in STMicroelectronics NV, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
4.67%
22.35%
0INB.L (STMicroelectronics NV)
Benchmark (^GSPC)

S&P 500

Returns By Period

STMicroelectronics NV had a return of -14.26% year-to-date (YTD) and 0.96% in the last 12 months. Over the past 10 years, STMicroelectronics NV had an annualized return of 21.60%, outperforming the S&P 500 benchmark which had an annualized return of 10.52%.


PeriodReturnBenchmark
Year-To-Date-14.26%6.92%
1 month-3.20%-2.83%
6 months4.67%23.86%
1 year0.96%23.33%
5 years (annualized)19.89%11.66%
10 years (annualized)21.60%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.39%3.26%-4.10%
2023-5.48%-13.01%21.36%4.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0INB.L is 47, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of 0INB.L is 4747
STMicroelectronics NV(0INB.L)
The Sharpe Ratio Rank of 0INB.L is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of 0INB.L is 4444Sortino Ratio Rank
The Omega Ratio Rank of 0INB.L is 4343Omega Ratio Rank
The Calmar Ratio Rank of 0INB.L is 5151Calmar Ratio Rank
The Martin Ratio Rank of 0INB.L is 4949Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for STMicroelectronics NV (0INB.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0INB.L
Sharpe ratio
The chart of Sharpe ratio for 0INB.L, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.004.000.05
Sortino ratio
The chart of Sortino ratio for 0INB.L, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.006.000.31
Omega ratio
The chart of Omega ratio for 0INB.L, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for 0INB.L, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for 0INB.L, currently valued at 0.11, compared to the broader market0.0010.0020.0030.000.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current STMicroelectronics NV Sharpe ratio is 0.05. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.05
2.61
0INB.L (STMicroelectronics NV)
Benchmark (^GSPC)

Dividends

Dividend History

STMicroelectronics NV granted a 0.57% dividend yield in the last twelve months. The annual payout for that period amounted to €0.22 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.22€0.22€0.23€0.19€0.16€0.21€0.20€0.21€0.25€0.36€0.30€0.30

Dividend yield

0.57%0.49%0.69%0.44%0.53%0.90%1.64%1.15%2.34%5.72%4.91%5.15%

Monthly Dividends

The table displays the monthly dividend distributions for STMicroelectronics NV. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.06
2023€0.00€0.00€0.06€0.00€0.00€0.06€0.00€0.00€0.06€0.00€0.00€0.06
2022€0.00€0.00€0.05€0.00€0.00€0.06€0.00€0.00€0.06€0.00€0.00€0.06
2021€0.00€0.00€0.04€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05
2020€0.00€0.00€0.05€0.00€0.00€0.04€0.00€0.00€0.04€0.00€0.00€0.03
2019€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05
2018€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05
2017€0.00€0.00€0.06€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.05
2016€0.00€0.00€0.09€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.06
2015€0.00€0.00€0.09€0.00€0.00€0.09€0.00€0.00€0.09€0.00€0.00€0.09
2014€0.00€0.00€0.07€0.00€0.00€0.07€0.00€0.00€0.08€0.00€0.00€0.08
2013€0.07€0.00€0.00€0.00€0.08€0.00€0.00€0.07€0.00€0.00€0.07

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.6%
STMicroelectronics NV has a dividend yield of 0.57%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%5.4%
STMicroelectronics NV has a payout ratio of 5.40%, which is below the market average. This means STMicroelectronics NV returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.17%
-2.31%
0INB.L (STMicroelectronics NV)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the STMicroelectronics NV. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the STMicroelectronics NV was 63.47%, occurring on Mar 9, 2009. Recovery took 357 trading sessions.

The current STMicroelectronics NV drawdown is 22.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.47%Sep 18, 200883Mar 9, 2009357Jan 4, 2011440
-59.04%Mar 10, 2011294May 18, 2012564Feb 11, 2015858
-52.13%Jun 18, 2018140Jan 3, 2019228Nov 26, 2019368
-51.29%Feb 14, 202024Mar 18, 2020142Oct 9, 2020166
-47.61%Apr 23, 2015237Apr 6, 2016148Oct 31, 2016385

Volatility

Volatility Chart

The current STMicroelectronics NV volatility is 8.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
8.40%
3.59%
0INB.L (STMicroelectronics NV)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of STMicroelectronics NV over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items