Sigma Lithium Resources Stock Performance
| SGML Stock | 15.75 0.20 1.29% |
The entity has a beta of -0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sigma Lithium are expected to decrease at a much lower rate. During the bear market, Sigma Lithium is likely to outperform the market. At this point, Sigma Lithium Resources has a negative expected return of -0.26%. Please make sure to validate Sigma Lithium's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Sigma Lithium Resources 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 Sigma Lithium Resources has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's primary indicators remain fairly stable which may send shares a bit higher in March 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
Last Split Factor 1:10 | Dividend Date 2018-06-22 | Last Split Date 2018-06-22 |
1 | Sigma Lithium Third Quarter 2024 Earnings Misses Expectations - Simply Wall St | 11/21/2024 |
2 | Sigma Lithiums SWOT analysis cost efficiency bolsters stock amid market headwinds - Investing.com Canada | 12/10/2024 |
3 | Sigma Lithium Smashes Q4 Targets with 75,000 Tonnes Green Lithium Production, Sets Stage for Record 2025 - StockTitan | 12/30/2024 |
| Begin Period Cash Flow | 96.4 M |
Sigma |
Sigma Lithium Relative Risk vs. Return Landscape
If you would invest 1,907 in Sigma Lithium Resources on November 2, 2024 and sell it today you would lose (332.00) from holding Sigma Lithium Resources or give up 17.41% of portfolio value over 90 days. Sigma Lithium Resources is producing return of less than zero assuming 3.2068% volatility of returns over the 90 days investment horizon. Simply put, 28% of all stocks have less volatile historical return distribution than Sigma Lithium, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sigma Lithium Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sigma Lithium's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sigma Lithium Resources, and traders can use it to determine the average amount a Sigma Lithium'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 = -0.082
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| Negative Returns | SGML |
Estimated Market Risk
| 3.21 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sigma Lithium 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 Sigma Lithium by adding Sigma Lithium to a well-diversified portfolio.
Sigma Lithium Fundamentals Growth
Sigma Stock prices reflect investors' perceptions of the future prospects and financial health of Sigma Lithium, and Sigma Lithium 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 Sigma Stock performance.
| Return On Equity | 0.0686 | ||||
| Return On Asset | 0.086 | ||||
| Profit Margin | 0.04 % | ||||
| Operating Margin | 0.12 % | ||||
| Current Valuation | 1.92 B | ||||
| Shares Outstanding | 111.83 M | ||||
| Price To Book | 11.91 X | ||||
| Price To Sales | 5.98 X | ||||
| Revenue | 181.23 M | ||||
| Gross Profit | 122.73 M | ||||
| EBITDA | 81.44 M | ||||
| Net Income | (38.25 M) | ||||
| Total Debt | 28.91 M | ||||
| Book Value Per Share | 1.95 X | ||||
| Cash Flow From Operations | (30.79 M) | ||||
| Earnings Per Share | (0.63) X | ||||
| Market Capitalization | 1.76 B | ||||
| Total Asset | 487.24 M | ||||
| Retained Earnings | (232.76 M) | ||||
| Working Capital | 20.3 M | ||||
About Sigma Lithium Performance
Evaluating Sigma Lithium's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Sigma Lithium 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 Sigma Lithium has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 88.38 | 92.80 | |
| Return On Tangible Assets | (0.07) | (0.07) | |
| Return On Capital Employed | (0.05) | (0.06) | |
| Return On Assets | (0.07) | (0.07) | |
| Return On Equity | (0.16) | (0.17) |
Things to note about Sigma Lithium Resources performance evaluation
Checking the ongoing alerts about Sigma Lithium for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sigma Lithium Resources help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sigma Lithium generated a negative expected return over the last 90 days | |
| Sigma Lithium has high historical volatility and very poor performance | |
| The company reported the revenue of 181.23 M. Net Loss for the year was (38.25 M) with profit before overhead, payroll, taxes, and interest of 122.73 M. | |
| Sigma Lithium generates negative cash flow from operations | |
| Over 81.0% of the company shares are owned by institutional investors |
- Analyzing Sigma Lithium'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 Sigma Lithium's stock is overvalued or undervalued compared to its peers.
- Examining Sigma Lithium'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 Sigma Lithium's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sigma Lithium's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sigma Lithium's stock. These opinions can provide insight into Sigma Lithium's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Sigma Stock Analysis
When running Sigma Lithium's price analysis, check to measure Sigma Lithium'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 Sigma Lithium is operating at the current time. Most of Sigma Lithium's value examination focuses on studying past and present price action to predict the probability of Sigma Lithium's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sigma Lithium's price. Additionally, you may evaluate how the addition of Sigma Lithium to your portfolios can decrease your overall portfolio volatility.