Summit Materials Performance

SUM -- USA Stock  

USD 27.68  0.06  0.22%

Macroaxis gives Summit Materials performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Summit Materials are completely uncorrelated. Even though it is essential to pay attention to Summit Materials current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Summit Materials exposes twenty-eight different technical indicators which can help you to evaluate its performance. Summit Materials has expected return of -0.2247%. Please be advised to validate Summit Materials Value At Risk as well as the relationship between Kurtosis and Market Facilitation Index to decide if Summit Materials past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Summit Materials Relative Risk vs. Return Landscape

If you would invest  2,906  in Summit Materials on May 21, 2018 and sell it today you would lose (138.00)  from holding Summit Materials or give up 4.75% of portfolio value over 30 days. Summit Materials is generating negative expected returns assuming volatility of 1.1859% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Summit Materials is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.17 times less risky than the market. the firm trades about -0.19 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 of returns per unit of risk over similar time horizon.

Summit Materials Market Risk Analysis

Sharpe Ratio = -0.1895
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Summit Materials Relative Performance Indicators

Estimated Market Risk
  actual daily
 90 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Summit Materials is performing at about 0% 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 Summit Materials by adding it to a well-diversified portfolio.

Performance Rating

Summit Materials Risk Adjusted Performance Analysis

Risk-Adjusted Performance

Over the last 30 days Summit Materials has generated negative risk-adjusted returns adding no value to investors with long positions.

Summit Materials Alerts

Equity Alerts and Improvement Suggestions
Summit Materials generates negative expected return over the last 30 days
Summit Materials has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
About 23.0% of the company outstanding shares are owned by corporate insiders
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Also please take a look at World Market Map. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.