PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AB SKF (SKFRY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US7843754042

Sector

Industrials

Highlights

Market Cap

$8.93B

EPS (TTM)

$1.13

PE Ratio

17.49

PEG Ratio

1.14

Total Revenue (TTM)

$98.44B

Gross Profit (TTM)

$26.35B

EBITDA (TTM)

$14.91B

Year Range

$17.15 - $22.32

Target Price

$22.71

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 AB SKF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.24%
7.29%
SKFRY (AB SKF)
Benchmark (^GSPC)

Returns By Period

AB SKF had a return of -2.20% year-to-date (YTD) and -3.76% in the last 12 months. Over the past 10 years, AB SKF had an annualized return of 2.26%, while the S&P 500 had an annualized return of 11.01%, indicating that AB SKF did not perform as well as the benchmark.


SKFRY

YTD

-2.20%

1M

-0.21%

6M

-5.68%

1Y

-3.76%

5Y*

1.70%

10Y*

2.26%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.67%10.76%-1.15%-1.15%6.79%-8.58%-7.15%1.93%4.62%-5.17%1.90%-2.20%
202315.37%7.90%7.94%-8.89%-11.87%9.50%9.43%-13.87%1.52%-2.82%15.95%6.84%36.10%
2022-7.02%-17.54%-6.53%2.21%7.26%-17.85%14.44%-11.07%-10.91%8.41%15.32%-8.32%-32.93%
20216.70%0.07%6.87%-7.93%3.58%-5.74%5.04%-5.05%-7.59%-1.61%-1.33%3.80%-4.74%
2020-9.47%-2.57%-22.19%15.50%17.25%1.53%-1.96%9.55%3.35%-1.21%20.07%4.61%29.96%
201911.80%-0.30%2.59%12.18%-17.10%19.02%-10.92%-1.10%2.34%8.74%5.42%6.06%38.74%
201812.14%-15.54%0.90%-1.28%-3.66%-5.08%11.26%-6.32%2.47%-18.80%-0.56%-5.08%-29.39%
20179.32%-5.68%8.19%10.88%-6.91%-0.98%-1.63%0.15%9.05%6.51%-2.76%-1.90%24.48%
2016-4.60%7.88%10.24%4.26%-3.85%-9.32%-1.31%6.46%2.38%-1.74%6.09%2.29%18.30%
201512.51%7.38%4.89%-5.34%-0.41%-5.83%-14.18%-2.97%-3.23%-4.86%-0.85%-7.64%-21.03%
20141.09%-0.44%0.04%0.81%-0.65%-0.81%-6.61%-3.18%-9.68%-3.88%2.79%1.26%-18.28%
2013-1.74%-0.60%-0.97%-1.80%5.17%-2.01%16.06%-4.18%5.08%-4.72%3.34%-3.89%8.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SKFRY is 39, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SKFRY is 3939
Overall Rank
The Sharpe Ratio Rank of SKFRY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SKFRY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SKFRY is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SKFRY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SKFRY is 4242
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 AB SKF (SKFRY) 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 SKFRY, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.101.90
The chart of Sortino ratio for SKFRY, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.052.54
The chart of Omega ratio for SKFRY, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.35
The chart of Calmar ratio for SKFRY, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.082.81
The chart of Martin ratio for SKFRY, currently valued at -0.27, compared to the broader market0.0010.0020.00-0.2712.39
SKFRY
^GSPC

The current AB SKF Sharpe ratio is -0.10. 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 AB SKF 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
-0.10
1.90
SKFRY (AB SKF)
Benchmark (^GSPC)

Dividends

Dividend History

AB SKF provided a 3.82% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.72$0.68$0.77$0.77$0.29$0.66$0.70$0.62$0.65$0.66$0.85$0.87

Dividend yield

3.82%3.37%5.01%3.24%1.13%3.28%4.61%2.78%3.54%4.11%4.06%3.28%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72
2023$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68
2022$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77
2021$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77
2020$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29
2019$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66
2018$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70
2017$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62
2016$0.00$0.00$0.65$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65
2015$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66
2014$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85
2013$0.87$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%3.8%
AB SKF has a dividend yield of 3.82%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%42.8%
AB SKF has a payout ratio of 42.84%, which is quite average when compared to the overall market. This suggests that AB SKF strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.37%
-3.58%
SKFRY (AB SKF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AB SKF. 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 AB SKF was 88.09%, occurring on Feb 1, 1993. Recovery took 3128 trading sessions.

The current AB SKF drawdown is 30.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.09%May 25, 1989673Feb 1, 19933128Dec 12, 20053801
-68.52%Jul 13, 2007344Nov 20, 2008353Apr 23, 2010697
-56.41%Apr 19, 2021365Sep 27, 2022
-53.99%May 2, 20112201Mar 23, 2020162Nov 10, 20202363
-46.37%Oct 9, 198723Nov 10, 1987225Oct 31, 1988248

Volatility

Volatility Chart

The current AB SKF volatility is 8.20%, 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%JulyAugustSeptemberOctoberNovemberDecember
8.20%
3.64%
SKFRY (AB SKF)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of AB SKF 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 AB SKF compared to its peers in the Tools & Accessories industry.


PE Ratio
50.0100.0150.0200.017.5
The chart displays the price to earnings (P/E) ratio for SKFRY in comparison to other companies of the Tools & Accessories industry. Currently, SKFRY has a PE value of 17.5. This PE ratio falls in the average range for the industry.
PEG Ratio
-15.0-10.0-5.00.01.1
The chart displays the price to earnings to growth (PEG) ratio for SKFRY in comparison to other companies of the Tools & Accessories industry. Currently, SKFRY has a PEG value of 1.1. 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 AB SKF.


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