Sacyr SA (Spain) Market Value
| SCYR Stock | EUR 4.18 0.29 6.49% |
| Symbol | Sacyr |
Sacyr SA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sacyr SA's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sacyr SA.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Sacyr SA on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Sacyr SA or generate 0.0% return on investment in Sacyr SA over 90 days. Sacyr SA is related to or competes with Tecnicas Reunidas, Elecnor SA, Cia De, Grenergy Renovables, Construcciones, Grupo Empresarial, and Obrascon Huarte. Sacyr, S.A. engages in the construction and infrastructure concessions, industry, and services businesses in Latin Ameri... More
Sacyr SA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sacyr SA's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sacyr SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.0645 | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.85 |
Sacyr SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sacyr SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sacyr SA's standard deviation. In reality, there are many statistical measures that can use Sacyr SA historical prices to predict the future Sacyr SA's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 0.1349 | |||
| Total Risk Alpha | 0.0629 | |||
| Sortino Ratio | 0.0497 | |||
| Treynor Ratio | 0.5626 |
Sacyr SA March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0753 | |||
| Market Risk Adjusted Performance | 0.5726 | |||
| Mean Deviation | 1.08 | |||
| Semi Deviation | 1.77 | |||
| Downside Deviation | 2.16 | |||
| Coefficient Of Variation | 1079.62 | |||
| Standard Deviation | 1.67 | |||
| Variance | 2.78 | |||
| Information Ratio | 0.0645 | |||
| Jensen Alpha | 0.1349 | |||
| Total Risk Alpha | 0.0629 | |||
| Sortino Ratio | 0.0497 | |||
| Treynor Ratio | 0.5626 | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.85 | |||
| Downside Variance | 4.68 | |||
| Semi Variance | 3.12 | |||
| Expected Short fall | (1.18) | |||
| Skewness | (1.06) | |||
| Kurtosis | 6.54 |
Sacyr SA Backtested Returns
At this point, Sacyr SA is somewhat reliable. Sacyr SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0893, which indicates the firm had a 0.0893 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sacyr SA, which you can use to evaluate the volatility of the company. Please validate Sacyr SA's Semi Deviation of 1.77, risk adjusted performance of 0.0753, and Coefficient Of Variation of 1079.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sacyr SA has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.26, 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 1.72%. Please validate Sacyr SA downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Sacyr SA will be following its existing price patterns.
Auto-correlation | 0.73 |
Good predictability
Sacyr SA has good predictability. Overlapping area represents the amount of predictability between Sacyr SA time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sacyr SA price movement. The serial correlation of 0.73 indicates that around 73.0% of current Sacyr SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sacyr Stock
Sacyr SA financial ratios help investors to determine whether Sacyr Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sacyr with respect to the benefits of owning Sacyr SA security.