SAPIENT PORATION (Germany) Performance
| SPC Stock | 1.30 0.03 2.26% |
On a scale of 0 to 100, SAPIENT PORATION holds a performance score of 2. The firm has a beta of -0.011, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SAPIENT PORATION are expected to decrease at a much lower rate. During the bear market, SAPIENT PORATION is likely to outperform the market. Please check SAPIENT PORATION's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether SAPIENT PORATION's existing price patterns will revert.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SAPIENT PORATION are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile fundamental indicators, SAPIENT PORATION exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
SAPIENT |
SAPIENT PORATION Relative Risk vs. Return Landscape
If you would invest 134.00 in SAPIENT PORATION on January 17, 2025 and sell it today you would lose (4.00) from holding SAPIENT PORATION or give up 2.99% of portfolio value over 90 days. SAPIENT PORATION is generating 0.2129% of daily returns assuming 7.494% volatility of returns over the 90 days investment horizon. Simply put, 66% of all stocks have less volatile historical return distribution than SAPIENT PORATION, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAPIENT PORATION Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAPIENT PORATION's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAPIENT PORATION, and traders can use it to determine the average amount a SAPIENT PORATION'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 = 0.0284
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SPC | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 7.49 actual daily | 66 66% of assets are less volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average SAPIENT PORATION is performing at about 2% of its full potential. 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 SAPIENT PORATION by adding it to a well-diversified portfolio.
About SAPIENT PORATION Performance
By analyzing SAPIENT PORATION's fundamental ratios, stakeholders can gain valuable insights into SAPIENT PORATION's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SAPIENT PORATION 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 SAPIENT PORATION has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about SAPIENT PORATION performance evaluation
Checking the ongoing alerts about SAPIENT PORATION for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAPIENT PORATION help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SAPIENT PORATION had very high historical volatility over the last 90 days | |
| SAPIENT PORATION may become a speculative penny stock |
- Analyzing SAPIENT PORATION'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 SAPIENT PORATION's stock is overvalued or undervalued compared to its peers.
- Examining SAPIENT PORATION'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 SAPIENT PORATION's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAPIENT PORATION's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAPIENT PORATION's stock. These opinions can provide insight into SAPIENT PORATION's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SAPIENT Stock analysis
When running SAPIENT PORATION's price analysis, check to measure SAPIENT PORATION'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 SAPIENT PORATION is operating at the current time. Most of SAPIENT PORATION's value examination focuses on studying past and present price action to predict the probability of SAPIENT PORATION's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAPIENT PORATION's price. Additionally, you may evaluate how the addition of SAPIENT PORATION to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |