SSI (Philippines) Performance
| SSI Stock | 3.01 0.01 0.33% |
The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SSI are expected to decrease at a much lower rate. During the bear market, SSI is likely to outperform the market. At this point, SSI Group has a negative expected return of -0.23%. Please make sure to validate SSI's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if SSI Group performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SSI Group has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
SSI |
SSI Relative Risk vs. Return Landscape
If you would invest 355.00 in SSI Group on September 23, 2024 and sell it today you would lose (54.00) from holding SSI Group or give up 15.21% of portfolio value over 90 days. SSI Group is generating negative expected returns and assumes 2.2859% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than SSI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SSI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SSI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SSI Group, and traders can use it to determine the average amount a SSI'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 = -0.0997
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| Negative Returns | SSI |
Estimated Market Risk
| 2.29 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SSI 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 SSI by adding SSI to a well-diversified portfolio.
Things to note about SSI Group performance evaluation
Checking the ongoing alerts about SSI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SSI Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SSI Group generated a negative expected return over the last 90 days |
- Analyzing SSI'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 SSI's stock is overvalued or undervalued compared to its peers.
- Examining SSI'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 SSI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SSI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SSI's stock. These opinions can provide insight into SSI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SSI Stock analysis
When running SSI's price analysis, check to measure SSI'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 SSI is operating at the current time. Most of SSI's value examination focuses on studying past and present price action to predict the probability of SSI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SSI's price. Additionally, you may evaluate how the addition of SSI to your portfolios can decrease your overall portfolio volatility.
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