Sacyr SA (Spain) Price on October 14, 2024
SCYR Stock | EUR 3.04 0.01 0.33% |
If you're considering investing in Sacyr Stock, it is important to understand the factors that can impact its price. As of today, the current price of Sacyr SA stands at 3.04, as last reported on the 23rd of November, with the highest price reaching 3.06 and the lowest price hitting 3.01 during the day. Sacyr SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0327, which indicates the firm had a -0.0327% return per unit of risk over the last 3 months. Sacyr SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sacyr SA's Risk Adjusted Performance of (0.01), variance of 1.62, and Coefficient Of Variation of (5,927) to confirm the risk estimate we provide.
Sacyr Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Sacyr |
Sharpe Ratio = -0.0327
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | SCYR |
Estimated Market Risk
1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
-0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sacyr SA 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 Sacyr SA by adding Sacyr SA to a well-diversified portfolio.
Sacyr SA Valuation on October 14, 2024
It is possible to determine the worth of Sacyr SA on a given historical date. On October 14, 2024 Sacyr was worth 3.26 at the beginning of the trading date compared to the closed value of 3.27. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Sacyr SA stock. Still, in general, we apply an absolute valuation method to find Sacyr SA's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Sacyr SA where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Sacyr SA's related companies.
Open | High | Low | Close | Volume | |
3.20 | 3.27 | 3.20 | 3.27 | 1,535,802 | |
10/14/2024 | 3.26 | 3.27 | 3.25 | 3.27 | 5,388,605 |
3.28 | 3.29 | 3.26 | 3.28 | 1,505,799 |
Backtest Sacyr SA | | | Sacyr SA History | | | Sacyr SA Valuation | Previous | Next |
Sacyr SA Trading Date Momentum on October 14, 2024
On October 15 2024 Sacyr SA was traded for 3.28 at the closing time. The highest price during the trading period was 3.29 and the lowest recorded bid was listed for 3.26 . The volume for the day was 1.5 M. This history from October 15, 2024 contributed to the next trading day price growth. The trading price change to the next closing price was 0.31% . The trading price change to the current price is 4.28% . |
Sacyr SA Fundamentals Correlations and Trends
By evaluating Sacyr SA's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Sacyr SA's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Sacyr financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Sacyr SA Stock history
Sacyr SA investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Sacyr is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sacyr SA will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sacyr SA stock prices may prove useful in developing a viable investing in Sacyr SA
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.
Sacyr SA Stock Technical Analysis
Sacyr SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Sacyr SA Period Price Range
Low | November 23, 2024
| High |
0.00 | 0.00 |
Sacyr SA cannot be verified against its exchange. Please verify the symbol is currently traded on Madrid Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Sacyr SA November 23, 2024 Market Strength
Market strength indicators help investors to evaluate how Sacyr SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sacyr SA shares will generate the highest return on investment. By undertsting and applying Sacyr SA stock market strength indicators, traders can identify Sacyr SA entry and exit signals to maximize returns
Sacyr SA Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sacyr SA's price direction in advance. Along with the technical and fundamental analysis of Sacyr Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sacyr to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.01) | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.23) | |||
Treynor Ratio | (0.09) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
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.
Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
FinTech Suite Use AI to screen and filter profitable investment opportunities | |
Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |