Spirent Communications (UK) Performance
| SPT Stock | 188.90 0.10 0.05% |
Spirent Communications has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.0481, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Spirent Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Spirent Communications is expected to be smaller as well. Spirent Communications right now has a risk of 0.7%. Please validate Spirent Communications total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Spirent Communications will be following its existing price patterns.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Spirent Communications plc are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Spirent Communications may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Last Split Factor 3:1 | Ex Dividend Date 2023-08-10 | Last Split Date 2000-05-15 |
1 | Spirent Communications Announces Major Shareholding Change - TipRanks | 01/07/2025 |
2 | Spirent Communications plc Insider Paula Bell Acquires 67 Shares - Defense World | 02/26/2025 |
3 | REG - Societe Generale SA Spirent Comms. PLC - Form 8.3 - Spirent Communications plc - TradingView | 03/04/2025 |
4 | Dimensional Fund Advisors Ltd. Form 8.3 - SPIRENT COMMUNICATIONS PLC - Ordinary Shares - The Manila Times | 03/14/2025 |
| Begin Period Cash Flow | 209.6 M | |
| Free Cash Flow | 25.4 M |
Spirent |
Spirent Communications Relative Risk vs. Return Landscape
If you would invest 17,700 in Spirent Communications plc on December 27, 2024 and sell it today you would earn a total of 1,190 from holding Spirent Communications plc or generate 6.72% return on investment over 90 days. Spirent Communications plc is generating 0.1057% of daily returns and assumes 0.7008% volatility on return distribution over the 90 days horizon. Simply put, 6% of stocks are less volatile than Spirent, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Spirent Communications Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spirent Communications' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Spirent Communications plc, and traders can use it to determine the average amount a Spirent Communications' 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 = 0.1509
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SPT | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Spirent Communications is performing at about 11% 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 Spirent Communications by adding it to a well-diversified portfolio.
Spirent Communications Fundamentals Growth
Spirent Stock prices reflect investors' perceptions of the future prospects and financial health of Spirent Communications, and Spirent Communications 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 Spirent Stock performance.
| Return On Equity | 0.0336 | ||||
| Return On Asset | 0.0332 | ||||
| Profit Margin | 0.03 % | ||||
| Operating Margin | 0.12 % | ||||
| Current Valuation | 993.8 M | ||||
| Shares Outstanding | 574.35 M | ||||
| Price To Book | 3.58 X | ||||
| Price To Sales | 2.36 X | ||||
| Revenue | 474.3 M | ||||
| Gross Profit | 331.5 M | ||||
| EBITDA | 46.3 M | ||||
| Net Income | 22.9 M | ||||
| Total Debt | 21.4 M | ||||
| Book Value Per Share | 0.68 X | ||||
| Cash Flow From Operations | 31.9 M | ||||
| Earnings Per Share | 0.02 X | ||||
| Total Asset | 583.8 M | ||||
| Retained Earnings | 284.3 M | ||||
About Spirent Communications Performance
By analyzing Spirent Communications' fundamental ratios, stakeholders can gain valuable insights into Spirent Communications' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Spirent Communications 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 Spirent Communications has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Spirent Communications is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about Spirent Communications performance evaluation
Checking the ongoing alerts about Spirent Communications for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Spirent Communications help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Spirent Communications is unlikely to experience financial distress in the next 2 years | |
| Over 98.0% of the company shares are owned by institutional investors | |
| Latest headline from news.google.com: Dimensional Fund Advisors Ltd. Form 8.3 - SPIRENT COMMUNICATIONS PLC - Ordinary Shares - The Manila Times |
- Analyzing Spirent Communications' 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 Spirent Communications' stock is overvalued or undervalued compared to its peers.
- Examining Spirent Communications' 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 Spirent Communications' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Spirent Communications' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Spirent Communications' stock. These opinions can provide insight into Spirent Communications' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Spirent Stock analysis
When running Spirent Communications' price analysis, check to measure Spirent Communications' 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 Spirent Communications is operating at the current time. Most of Spirent Communications' value examination focuses on studying past and present price action to predict the probability of Spirent Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spirent Communications' price. Additionally, you may evaluate how the addition of Spirent Communications to your portfolios can decrease your overall portfolio volatility.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |