Sygnia (South Africa) Performance
| SYG Stock | 2,200 50.00 2.33% |
The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sygnia are expected to decrease at a much lower rate. During the bear market, Sygnia is likely to outperform the market. At this point, Sygnia has a negative expected return of -0.0929%. Please make sure to validate Sygnia's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Sygnia performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Sygnia has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Sygnia 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 Flow | 460.5 M | |
| Total Cashflows From Investing Activities | -61 M |
Sygnia |
Sygnia Relative Risk vs. Return Landscape
If you would invest 235,000 in Sygnia on October 12, 2024 and sell it today you would lose (15,000) from holding Sygnia or give up 6.38% of portfolio value over 90 days. Sygnia is generating negative expected returns and assumes 1.7457% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Sygnia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sygnia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sygnia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sygnia, and traders can use it to determine the average amount a Sygnia'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 = -0.0532
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SYG |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sygnia is not performing at its full potential. However, 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 Sygnia by adding Sygnia to a well-diversified portfolio.
Sygnia Fundamentals Growth
Sygnia Stock prices reflect investors' perceptions of the future prospects and financial health of Sygnia, and Sygnia 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 Sygnia Stock performance.
| Return On Equity | 0.35 | |||
| Return On Asset | 0.0019 | |||
| Profit Margin | 0.35 % | |||
| Operating Margin | 0.47 % | |||
| Current Valuation | 2.56 B | |||
| Shares Outstanding | 150.44 M | |||
| Price To Book | 3.39 X | |||
| Price To Sales | 3.52 X | |||
| Revenue | 808.86 M | |||
| EBITDA | 438.5 M | |||
| Total Debt | 45.29 M | |||
| Book Value Per Share | 5.59 X | |||
| Cash Flow From Operations | 232.64 M | |||
| Earnings Per Share | 1.86 X | |||
| Total Asset | 127.62 B | |||
About Sygnia Performance
By analyzing Sygnia's fundamental ratios, stakeholders can gain valuable insights into Sygnia's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sygnia 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 Sygnia 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 Sygnia performance evaluation
Checking the ongoing alerts about Sygnia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sygnia help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sygnia generated a negative expected return over the last 90 days | |
| About 69.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Sygnia'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 Sygnia's stock is overvalued or undervalued compared to its peers.
- Examining Sygnia'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 Sygnia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sygnia's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sygnia's stock. These opinions can provide insight into Sygnia's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sygnia Stock analysis
When running Sygnia's price analysis, check to measure Sygnia'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 Sygnia is operating at the current time. Most of Sygnia's value examination focuses on studying past and present price action to predict the probability of Sygnia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sygnia's price. Additionally, you may evaluate how the addition of Sygnia to your portfolios can decrease your overall portfolio volatility.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets |