Sygnia (South Africa) Performance

SYG Stock   2,270  20.00  0.87%   
Sygnia has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.13, 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. Sygnia right now has a risk of 1.67%. Please validate Sygnia standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Sygnia will be following its existing price patterns.

Risk-Adjusted Performance

9 of 100

 
Weak
 
Strong
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Sygnia are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Sygnia may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Begin Period Cash Flow460.5 M
Total Cashflows From Investing Activities-61 M
  

Sygnia Relative Risk vs. Return Landscape

If you would invest  203,000  in Sygnia on September 24, 2024 and sell it today you would earn a total of  24,000  from holding Sygnia or generate 11.82% return on investment over 90 days. Sygnia is generating 0.1913% of daily returns and assumes 1.6742% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Sygnia, and 97% 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 Sygnia is expected to generate 2.08 times more return on investment than the market. However, the company is 2.08 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.03 per unit of 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 = 0.1143

Best PortfolioBest Equity
Good Returns
Average Returns
Small ReturnsSYG
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns

Estimated Market Risk

 1.67
  actual daily
14
86% of assets are more volatile

Expected Return

 0.19
  actual daily
3
97% of assets have higher returns

Risk-Adjusted Return

 0.11
  actual daily
9
91% of assets perform better
Based on monthly moving average Sygnia is performing at about 9% 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 Sygnia by adding it 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.

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.
About 69.0% of the company outstanding shares are owned by corporate insiders
Evaluating Sygnia's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sygnia's stock performance include:
  • 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.
It's essential to remember that evaluating Sygnia's stock performance is not an exact science, and many factors can impact Sygnia'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 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.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges