S A P (South Africa) Performance

SAP Stock   4,859  11.00  0.23%   
S A P has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. S A P returns are very sensitive to returns on the market. As the market goes up or down, S A P is expected to follow. Sappi right now has a risk of 2.03%. Please validate S A P sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if S A P will be following its existing price patterns.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Sappi are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, S A P is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Begin Period Cash Flow366 M
Total Cashflows From Investing Activities-376 M
  

S A P Relative Risk vs. Return Landscape

If you would invest  479,400  in Sappi on September 24, 2024 and sell it today you would earn a total of  6,500  from holding Sappi or generate 1.36% return on investment over 90 days. Sappi is generating 0.0411% of daily returns and assumes 2.0336% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than SAP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon S A P is expected to generate 2.55 times more return on investment than the market. However, the company is 2.55 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.04 per unit of risk.

S A P Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for S A P's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sappi, and traders can use it to determine the average amount a S A P's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0202

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Estimated Market Risk

 2.03
  actual daily
18
82% of assets are more volatile

Expected Return

 0.04
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.02
  actual daily
1
99% of assets perform better
Based on monthly moving average S A P is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of S A P by adding it to a well-diversified portfolio.

S A P Fundamentals Growth

SAP Stock prices reflect investors' perceptions of the future prospects and financial health of S A P, and S A P fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SAP Stock performance.

About S A P Performance

By analyzing S A P's fundamental ratios, stakeholders can gain valuable insights into S A P's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if S A P has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if S A P has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.

Things to note about Sappi performance evaluation

Checking the ongoing alerts about S A P for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sappi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Over 86.0% of the company shares are owned by institutional investors
Evaluating S A P's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate S A P's stock performance include:
  • Analyzing S A P's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether S A P's stock is overvalued or undervalued compared to its peers.
  • Examining S A P's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating S A P's management team can have a significant impact on its success or failure. Reviewing the track record and experience of S A P's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of S A P's stock. These opinions can provide insight into S A P's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating S A P's stock performance is not an exact science, and many factors can impact S A P's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for SAP Stock analysis

When running S A P's price analysis, check to measure S A P's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy S A P is operating at the current time. Most of S A P's value examination focuses on studying past and present price action to predict the probability of S A P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S A P's price. Additionally, you may evaluate how the addition of S A P to your portfolios can decrease your overall portfolio volatility.
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