Somnigroup International Stock Market Value
| SGI Stock | 96.04 3.59 3.88% |
| Symbol | Somnigroup |
Is there potential for Textiles, Apparel & Luxury Goods market expansion? Will Somnigroup introduce new products? Factors like these will boost the valuation of Somnigroup International. If investors know Somnigroup will grow in the future, the company's valuation will be higher. Understanding fair value requires weighing current performance against future potential. All the valuation information about Somnigroup International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.137 | Dividend Share 0.58 | Earnings Share 1.58 | Revenue Per Share | Quarterly Revenue Growth 0.633 |
Investors evaluate Somnigroup International using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Somnigroup International's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Somnigroup International's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Somnigroup International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Somnigroup International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Somnigroup International's market price signifies the transaction level at which participants voluntarily complete trades.
Somnigroup International '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 Somnigroup International'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 Somnigroup International.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Somnigroup International on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Somnigroup International or generate 0.0% return on investment in Somnigroup International over 90 days. Somnigroup International is related to or competes with US Foods, Clorox, McCormick Company, Church Dwight, Performance Food, Tyson Foods, and Coca Cola. Silicon Graphics International Corporation develops, markets, and sells servers, enterpriseclass storage hardware, differentiating software, and designedtoorder solutions in the Americas, the Asia Pacific, and European countries. More
Somnigroup International 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 Somnigroup International'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 Somnigroup International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.98 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.23 |
Somnigroup International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Somnigroup International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Somnigroup International's standard deviation. In reality, there are many statistical measures that can use Somnigroup International historical prices to predict the future Somnigroup International's volatility.| Risk Adjusted Performance | 0.032 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0372 |
Somnigroup International February 17, 2026 Technical Indicators
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| Math Transform | ||
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| Risk Adjusted Performance | 0.032 | |||
| Market Risk Adjusted Performance | 0.0472 | |||
| Mean Deviation | 1.45 | |||
| Semi Deviation | 1.74 | |||
| Downside Deviation | 1.82 | |||
| Coefficient Of Variation | 3046.53 | |||
| Standard Deviation | 1.82 | |||
| Variance | 3.3 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0372 | |||
| Maximum Drawdown | 8.98 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.23 | |||
| Downside Variance | 3.3 | |||
| Semi Variance | 3.04 | |||
| Expected Short fall | (1.51) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.03) |
Somnigroup International Backtested Returns
Somnigroup International appears to be very steady, given 3 months investment horizon. Somnigroup International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Somnigroup International, which you can use to evaluate the volatility of the company. Please review Somnigroup International's Semi Deviation of 1.74, coefficient of variation of 3046.53, and Risk Adjusted Performance of 0.032 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Somnigroup International holds a performance score of 10. The entity has a beta of 1.34, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Somnigroup International will likely underperform. Please check Somnigroup International's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Somnigroup International's existing price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Somnigroup International has virtually no predictability. Overlapping area represents the amount of predictability between Somnigroup International time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 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 Somnigroup International price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Somnigroup International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 6.34 |
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Check out Somnigroup International Correlation, Somnigroup International Volatility and Somnigroup International Performance module to complement your research on Somnigroup International. For more detail on how to invest in Somnigroup Stock please use our How to Invest in Somnigroup International guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Somnigroup International 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.