PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Electro-Sensors Inc (ELSE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US2852331022

CUSIP

285233102

Sector

Technology

IPO Date

Apr 2, 1990

Highlights

Market Cap

$17.34M

EPS (TTM)

$0.13

PE Ratio

38.92

Total Revenue (TTM)

$9.29M

Gross Profit (TTM)

$4.55M

EBITDA (TTM)

$281.00K

Year Range

$3.70 - $5.06

Short %

0.02%

Short Ratio

0.14

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Electro-Sensors Inc, 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%JulyAugustSeptemberOctoberNovemberDecember
28.75%
7.20%
ELSE (Electro-Sensors Inc)
Benchmark (^GSPC)

Returns By Period

Electro-Sensors Inc had a return of 35.53% year-to-date (YTD) and 39.57% in the last 12 months. Over the past 10 years, Electro-Sensors Inc had an annualized return of 2.90%, while the S&P 500 had an annualized return of 10.96%, indicating that Electro-Sensors Inc did not perform as well as the benchmark.


ELSE

YTD

35.53%

1M

25.57%

6M

28.75%

1Y

39.57%

5Y*

7.57%

10Y*

2.90%

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

The table below presents the monthly returns of ELSE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20249.53%-1.97%2.21%0.72%-3.33%-2.71%-1.77%0.26%2.83%-2.50%10.51%35.53%
2023-3.54%5.05%1.97%-2.36%-2.85%0.23%-2.93%-6.48%-3.02%-1.76%3.39%-4.28%-15.93%
2022-16.29%-2.10%-0.55%-2.97%-3.18%25.52%-0.66%-3.36%-12.73%-6.13%5.05%-9.42%-28.08%
20219.15%-0.19%-8.40%-4.79%-0.22%7.24%-2.86%7.37%-1.37%2.39%22.33%-0.25%30.65%
20202.48%-1.61%-18.58%7.38%9.37%-0.57%0.57%3.41%-4.35%1.39%19.66%14.52%32.51%
20194.97%-6.14%2.39%4.37%-2.23%-5.14%2.41%14.12%-0.90%-0.13%-5.29%-0.19%6.76%
20180.99%-2.21%3.00%-3.88%0.25%1.51%-4.22%-2.85%-1.33%-1.50%-2.04%-4.76%-16.05%
201721.97%-2.84%-2.93%0.78%-2.14%-8.03%-11.36%10.63%-0.56%12.00%9.46%-6.15%17.05%
2016-3.07%-2.02%0.67%-1.24%3.55%-9.71%12.20%2.94%-3.96%-1.02%-1.18%0.90%-3.35%
20154.58%0.24%-2.33%9.05%-1.53%-4.66%-5.34%3.06%-7.48%3.22%-0.52%-5.79%-8.46%
20140.45%-0.69%-1.00%-0.64%2.19%5.70%-6.50%3.17%-8.79%0.28%5.33%-0.99%-2.47%
20130.27%4.23%9.23%3.53%-5.95%0.24%2.18%1.90%-5.13%-4.18%6.49%-3.45%8.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, ELSE is among the top 21% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ELSE is 7979
Overall Rank
The Sharpe Ratio Rank of ELSE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ELSE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ELSE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ELSE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ELSE is 8383
Martin 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 Electro-Sensors Inc (ELSE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ELSE, currently valued at 1.20, compared to the broader market-4.00-2.000.002.001.201.83
The chart of Sortino ratio for ELSE, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.812.46
The chart of Omega ratio for ELSE, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.34
The chart of Calmar ratio for ELSE, currently valued at 0.65, compared to the broader market0.002.004.006.000.652.72
The chart of Martin ratio for ELSE, currently valued at 5.51, compared to the broader market0.0010.0020.005.5111.89
ELSE
^GSPC

The current Electro-Sensors Inc Sharpe ratio is 1.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Electro-Sensors Inc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.83
ELSE (Electro-Sensors Inc)
Benchmark (^GSPC)

Dividends

Dividend History

Electro-Sensors Inc provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.02$0.04$0.06$0.0820132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for Electro-Sensors Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.04$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.41%
-3.66%
ELSE (Electro-Sensors Inc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Electro-Sensors Inc. 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 Electro-Sensors Inc was 80.40%, occurring on Mar 10, 2009. Recovery took 2252 trading sessions.

The current Electro-Sensors Inc drawdown is 39.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.4%May 1, 2006681Mar 10, 20092252Oct 6, 20202933
-76.3%Dec 8, 1995526Dec 7, 1999101Jun 7, 2000627
-61.91%Jun 13, 2000557Feb 14, 2003215Mar 1, 2004772
-61.4%Jan 28, 1992269Jul 26, 199560Dec 4, 1995329
-59.29%Oct 7, 202019Nov 2, 2020

Volatility

Volatility Chart

The current Electro-Sensors Inc volatility is 11.20%, 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%JulyAugustSeptemberOctoberNovemberDecember
11.20%
3.62%
ELSE (Electro-Sensors Inc)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Electro-Sensors Inc compared to its peers in the Scientific & Technical Instruments industry.


PE Ratio
50.0100.0150.0200.038.9
The chart displays the price to earnings (P/E) ratio for ELSE in comparison to other companies of the Scientific & Technical Instruments industry. Currently, ELSE has a PE value of 38.9. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
-15.0-10.0-5.00.00.0
The chart displays the price to earnings to growth (PEG) ratio for ELSE in comparison to other companies of the Scientific & Technical Instruments industry. Currently, ELSE has a PEG value of 0.0. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Electro-Sensors Inc.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab