Sacyr SA (Spain) Performance
| SCYR Stock | EUR 3.04 0.01 0.33% |
The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. 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. At this point, Sacyr SA has a negative expected return of -0.0417%. Please make sure to validate Sacyr SA's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sacyr SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Sacyr SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental indicators, Sacyr SA is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...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 August 25, 2024 and sell it today you would lose (10.00) from holding Sacyr SA or give up 3.18% of portfolio value over 90 days. Sacyr SA is generating negative expected returns and assumes 1.2736% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Sacyr, and 99% 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 = -0.0327
| 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 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
By analyzing Sacyr SA's fundamental ratios, stakeholders can gain valuable insights into Sacyr SA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sacyr SA 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 Sacyr SA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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 generated a negative expected return over the last 90 days | |
| 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.
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.
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |