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Splunk Inc. (SPLK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8486371045
CUSIP848637104
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$26.44B
EPS$1.52
PE Ratio103.22
PEG Ratio1.81
Revenue (TTM)$4.22B
Gross Profit (TTM)$2.84B
EBITDA (TTM)$441.60M
Year Range$82.19 - $156.97
Target Price$150.36
Short %2.88%
Short Ratio2.72

Share Price Chart


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Splunk Inc.

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Performance

Performance Chart

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


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
342.22%
271.63%
SPLK (Splunk Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Splunk Inc. had a return of 2.99% year-to-date (YTD) and 75.78% in the last 12 months. Over the past 10 years, Splunk Inc. had an annualized return of 8.23%, while the S&P 500 had an annualized return of 10.96%, indicating that Splunk Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.99%10.04%
1 month0.87%3.53%
6 months7.05%22.79%
1 year75.78%32.16%
5 years (annualized)4.76%13.15%
10 years (annualized)8.23%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%1.86%
202311.94%20.61%0.62%2.98%0.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Splunk Inc. (SPLK) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPLK
Splunk Inc.
2.36
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Splunk Inc. Sharpe ratio is 2.36. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.36
2.64
SPLK (Splunk Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Splunk Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-29.83%
-1.12%
SPLK (Splunk Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Splunk 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 Splunk Inc. was 69.58%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Splunk Inc. drawdown is 29.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.58%Sep 2, 2020532Oct 12, 2022
-67.69%Feb 28, 2014493Feb 11, 2016507Feb 15, 20181000
-45.05%Feb 20, 202018Mar 16, 202048May 22, 202066
-32.7%Sep 17, 201240Nov 13, 201289Mar 25, 2013129
-31.69%Sep 5, 201855Nov 20, 201849Feb 4, 2019104

Volatility

Volatility Chart

The current Splunk Inc. volatility is 0.73%, 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.


0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
0.73%
3.36%
SPLK (Splunk Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

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Values in undefined except per share items