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STMicroelectronics N.V. (STM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8610121027
CUSIP861012102
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$39.92B
EPS$4.46
PE Ratio9.71
PEG Ratio4.34
Revenue (TTM)$17.29B
Gross Profit (TTM)$7.63B
EBITDA (TTM)$6.18B
Year Range$37.11 - $55.63
Target Price$49.75
Short %1.16%
Short Ratio1.43

Share Price Chart


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STMicroelectronics N.V.

Popular comparisons: STM vs. IFX.DE, STM vs. ADI, STM vs. OGS, STM vs. CDNS, STM vs. SLAB, STM vs. HUBS, STM vs. VOO, STM vs. AAPL, STM vs. SOXX, STM vs. QQQ

Performance

Performance Chart

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


800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,739.75%
1,078.24%
STM (STMicroelectronics N.V.)
Benchmark (^GSPC)

S&P 500

Returns By Period

STMicroelectronics N.V. had a return of -12.17% year-to-date (YTD) and -10.65% in the last 12 months. Over the past 10 years, STMicroelectronics N.V. had an annualized return of 19.12%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date-12.17%10.04%
1 month-1.83%3.53%
6 months4.96%22.79%
1 year-10.65%32.16%
5 years (annualized)25.21%13.15%
10 years (annualized)19.12%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-11.99%3.40%
2023-11.96%-8.55%-12.00%24.91%5.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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
STM
STMicroelectronics N.V.
-0.31
^GSPC
S&P 500
2.76

Sharpe Ratio

The current STMicroelectronics N.V. Sharpe ratio is -0.31. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
-0.31
2.76
STM (STMicroelectronics N.V.)
Benchmark (^GSPC)

Dividends

Dividend History

STMicroelectronics N.V. granted a 0.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.24 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.24$0.24$0.29$0.22$0.19$0.24$0.24$0.24$0.27$0.34$0.34$0.34

Dividend yield

0.55%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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$0.06$0.00$0.00$0.11$0.00$0.00$0.06$0.00$0.00$0.06
2021$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06
2020$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04
2019$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06
2018$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06
2017$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06
2016$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.06$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$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09
2013$0.09$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.6%
STMicroelectronics N.V. has a dividend yield of 0.55%, 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
200.0%400.0%600.0%800.0%5.4%
STMicroelectronics N.V. has a payout ratio of 5.38%, which is below the market average. This means STMicroelectronics N.V. 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.60%
0
STM (STMicroelectronics N.V.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the STMicroelectronics N.V.. 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 N.V. was 94.40%, occurring on Mar 9, 2009. Recovery took 3184 trading sessions.

The current STMicroelectronics N.V. drawdown is 18.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.4%Mar 10, 20002261Mar 9, 20093184Oct 28, 20215445
-61.23%Aug 26, 1997280Oct 5, 199879Jan 28, 1999359
-49.1%Aug 21, 199584Dec 18, 1995212Oct 18, 1996296
-42.96%Nov 19, 2021155Jul 5, 2022185Mar 29, 2023340
-30.4%Jul 28, 202366Oct 30, 2023

Volatility

Volatility Chart

The current STMicroelectronics N.V. volatility is 10.27%, 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%OctoberNovemberDecember2024FebruaryMarch
10.27%
2.82%
STM (STMicroelectronics N.V.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
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Income Statement


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Total Operating Expenses

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Income

Income Before Tax

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items