Science Applications International Stock Performance
| SAIC Stock | USD 105.89 4.60 4.16% |
The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Science Applications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Science Applications is expected to be smaller as well. At this point, Science Applications has a negative expected return of -0.49%. Please make sure to validate Science Applications' maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Science Applications performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Science Applications International has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of inconsistent performance in the last few months, the Stock's forward indicators remain rather sound which may send shares a bit higher in March 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 118 M |
Science |
Science Applications Relative Risk vs. Return Landscape
If you would invest 14,421 in Science Applications International on November 1, 2024 and sell it today you would lose (3,832) from holding Science Applications International or give up 26.57% of portfolio value over 90 days. Science Applications International is currently does not generate positive expected returns and assumes 2.6332% risk (volatility on return distribution) over the 90 days horizon. In different words, 23% of stocks are less volatile than Science, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Science Applications Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Science Applications' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Science Applications International, and traders can use it to determine the average amount a Science Applications' 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 = -0.1845
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| Negative Returns | SAIC |
Estimated Market Risk
| 2.63 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Science Applications 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 Science Applications by adding Science Applications to a well-diversified portfolio.
Science Applications Fundamentals Growth
Science Stock prices reflect investors' perceptions of the future prospects and financial health of Science Applications, and Science Applications 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 Science Stock performance.
| Return On Equity | 0.17 | ||||
| Return On Asset | 0.0583 | ||||
| Profit Margin | 0.04 % | ||||
| Operating Margin | 0.07 % | ||||
| Current Valuation | 7.48 B | ||||
| Shares Outstanding | 48.88 M | ||||
| Price To Earning | 30.77 X | ||||
| Price To Book | 3.21 X | ||||
| Price To Sales | 0.71 X | ||||
| Revenue | 7.44 B | ||||
| EBITDA | 882 M | ||||
| Cash And Equivalents | 99 M | ||||
| Cash Per Share | 1.80 X | ||||
| Total Debt | 2.25 B | ||||
| Debt To Equity | 1.59 % | ||||
| Book Value Per Share | 34.33 X | ||||
| Cash Flow From Operations | 396 M | ||||
| Earnings Per Share | 5.94 X | ||||
| Total Asset | 5.31 B | ||||
| Retained Earnings | 1.43 B | ||||
| Current Asset | 952 M | ||||
| Current Liabilities | 688 M | ||||
About Science Applications Performance
By analyzing Science Applications' fundamental ratios, stakeholders can gain valuable insights into Science Applications' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Science Applications 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 Science Applications has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Science Applications International Corporation provides technical, engineering, and enterprise information technology services primarily in the United States. Science Applications International Corporation was founded in 1969 and is headquartered in Reston, Virginia. Science Applications operates under Information Technology Services classification in the United States and is traded on New York Stock Exchange. It employs 26000 people.Things to note about Science Applications performance evaluation
Checking the ongoing alerts about Science Applications for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Science Applications help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Science Applications generated a negative expected return over the last 90 days | |
| Science Applications has a strong financial position based on the latest SEC filings | |
| Over 77.0% of the company shares are owned by institutional investors |
- Analyzing Science Applications' 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 Science Applications' stock is overvalued or undervalued compared to its peers.
- Examining Science Applications' 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 Science Applications' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Science Applications' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Science Applications' stock. These opinions can provide insight into Science Applications' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Science Stock analysis
When running Science Applications' price analysis, check to measure Science Applications' 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 Science Applications is operating at the current time. Most of Science Applications' value examination focuses on studying past and present price action to predict the probability of Science Applications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Science Applications' price. Additionally, you may evaluate how the addition of Science Applications to your portfolios can decrease your overall portfolio volatility.
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