Sacyr SA (Spain) Performance
| SCYR Stock | EUR 3.38 0.03 0.90% |
Sacyr SA has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sacyr SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sacyr SA is expected to be smaller as well. Sacyr SA right now has a risk of 1.24%. Please validate Sacyr SA information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Sacyr SA will be following its existing price patterns.
Risk-Adjusted Performance
7 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Sacyr SA are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, Sacyr SA may actually be approaching a critical reversion point that can send shares even higher in May 2024. ...more
| Begin Period Cash Flow | 1.3 B | |
| Total Cashflows From Investing Activities | -970.8 M |
Sacyr |
Sacyr SA Relative Risk vs. Return Landscape
If you would invest 314.00 in Sacyr SA on January 26, 2024 and sell it today you would earn a total of 24.00 from holding Sacyr SA or generate 7.64% return on investment over 90 days. Sacyr SA is generating 0.1264% of daily returns and assumes 1.2361% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Sacyr, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sacyr SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sacyr SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sacyr SA, and traders can use it to determine the average amount a Sacyr SA'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 = 0.1022
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Estimated Market Risk
| 1.24 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Sacyr SA is performing at about 7% 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 Sacyr SA by adding it to a well-diversified portfolio.
Sacyr SA Fundamentals Growth
Sacyr Stock prices reflect investors' perceptions of the future prospects and financial health of Sacyr SA, and Sacyr SA 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 Sacyr Stock performance.
| Return On Equity | -0.0691 | |||
| Return On Asset | 0.0383 | |||
| Profit Margin | (0.03) % | |||
| Operating Margin | 0.18 % | |||
| Current Valuation | 9.41 B | |||
| Shares Outstanding | 637.72 M | |||
| Price To Earning | 7.51 X | |||
| Price To Book | 1.53 X | |||
| Price To Sales | 0.31 X | |||
| Revenue | 4.68 B | |||
| EBITDA | 494.38 M | |||
| Cash And Equivalents | 1.83 B | |||
| Cash Per Share | 3.32 X | |||
| Total Debt | 6.42 B | |||
| Debt To Equity | 394.80 % | |||
| Book Value Per Share | 0.98 X | |||
| Cash Flow From Operations | 629.04 M | |||
| Earnings Per Share | (0.32) X | |||
| Total Asset | 14.98 B | |||
About Sacyr SA Performance
To evaluate Sacyr SA Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Sacyr SA generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Sacyr Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Sacyr SA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Sacyr's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Sacyr, S.A. engages in the construction and infrastructure concessions, industry, and services businesses in Latin America, Africa, Europe, Asia, and Oceania. The company was formerly known as Sacyr Vallehermoso S.A. and changed its name to Sacyr, S.A. in August 2013. SACYR S operates under Infrastructure Construction And Services classification in Spain and is traded on Madrid SE C.A.T.S.. It employs 42773 people.Things to note about Sacyr SA performance evaluation
Checking the ongoing alerts about Sacyr SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sacyr SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sacyr SA has high likelihood to experience some financial distress in the next 2 years | |
| Sacyr SA has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 39.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Sacyr SA'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 Sacyr SA's stock is overvalued or undervalued compared to its peers.
- Examining Sacyr SA'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 Sacyr SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sacyr SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sacyr SA's stock. These opinions can provide insight into Sacyr SA's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sacyr SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Sacyr Stock analysis
When running Sacyr SA's price analysis, check to measure Sacyr SA'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 Sacyr SA is operating at the current time. Most of Sacyr SA's value examination focuses on studying past and present price action to predict the probability of Sacyr SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sacyr SA's price. Additionally, you may evaluate how the addition of Sacyr SA to your portfolios can decrease your overall portfolio volatility.
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