Sab Zenzele (South Africa) Performance
| SZK Stock | 3,900 99.00 2.48% |
On a scale of 0 to 100, Sab Zenzele holds a performance score of 5. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sab Zenzele's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sab Zenzele is expected to be smaller as well. Please check Sab Zenzele's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether Sab Zenzele's existing price patterns will revert.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Sab Zenzele Kabili are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Sab Zenzele exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Sab |
Sab Zenzele Relative Risk vs. Return Landscape
If you would invest 340,100 in Sab Zenzele Kabili on December 24, 2024 and sell it today you would earn a total of 49,900 from holding Sab Zenzele Kabili or generate 14.67% return on investment over 90 days. Sab Zenzele Kabili is generating 0.3607% of daily returns and assumes 5.1959% volatility on return distribution over the 90 days horizon. Simply put, 46% of stocks are less volatile than Sab, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sab Zenzele Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sab Zenzele's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sab Zenzele Kabili, and traders can use it to determine the average amount a Sab Zenzele'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 = 0.0694
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SZK | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 5.2 actual daily | 46 54% of assets are more volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Sab Zenzele is performing at about 5% 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 Sab Zenzele by adding it to a well-diversified portfolio.
Sab Zenzele Fundamentals Growth
Sab Stock prices reflect investors' perceptions of the future prospects and financial health of Sab Zenzele, and Sab Zenzele 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 Sab Stock performance.
| Return On Equity | -0.58 | |||
| Return On Asset | -0.0014 | |||
| Operating Margin | (0.26) % | |||
| Current Valuation | 1.88 B | |||
| Shares Outstanding | 40.55 M | |||
| Price To Book | 1.12 X | |||
| Price To Sales | 49.63 X | |||
| EBITDA | (557 M) | |||
| Book Value Per Share | 41.84 X | |||
| Cash Flow From Operations | (1.37 M) | |||
| Earnings Per Share | (18.46) X | |||
| Total Asset | 4.93 B | |||
About Sab Zenzele Performance
By analyzing Sab Zenzele's fundamental ratios, stakeholders can gain valuable insights into Sab Zenzele's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sab Zenzele 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 Sab Zenzele 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 Sab Zenzele Kabili performance evaluation
Checking the ongoing alerts about Sab Zenzele for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sab Zenzele Kabili help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sab Zenzele Kabili had very high historical volatility over the last 90 days | |
| Net Loss for the year was (748.71 M) with profit before overhead, payroll, taxes, and interest of 0. | |
| Sab Zenzele generates negative cash flow from operations |
- Analyzing Sab Zenzele'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 Sab Zenzele's stock is overvalued or undervalued compared to its peers.
- Examining Sab Zenzele'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 Sab Zenzele's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sab Zenzele's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sab Zenzele's stock. These opinions can provide insight into Sab Zenzele's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sab Stock analysis
When running Sab Zenzele's price analysis, check to measure Sab Zenzele'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 Sab Zenzele is operating at the current time. Most of Sab Zenzele's value examination focuses on studying past and present price action to predict the probability of Sab Zenzele's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sab Zenzele's price. Additionally, you may evaluate how the addition of Sab Zenzele to your portfolios can decrease your overall portfolio volatility.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |