Somnigroup International Stock Market Value
| SGI Stock | 62.65 1.31 2.14% |
| Symbol | Somnigroup |
Somnigroup International Price To Book Ratio
Is Consumer Goods space expected to grow? Or is there an opportunity to expand the business' product line in the future? 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. The financial industry is built on trying to define current growth potential and future valuation accurately. 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 (0.07) | Dividend Share 0.52 | Earnings Share 2.16 | Revenue Per Share | Quarterly Revenue Growth 0.032 |
The market value of Somnigroup International is measured differently than its book value, which is the value of Somnigroup that is recorded on the company's balance sheet. Investors also form their own opinion of Somnigroup International's value that differs from its market value or its book value, called intrinsic value, which is Somnigroup International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Somnigroup International's market value can be influenced by many factors that don't directly affect Somnigroup International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely 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. However, Somnigroup International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 04/04/2025 |
| 05/04/2025 |
If you would invest 0.00 in Somnigroup International on April 4, 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 30 days. Somnigroup International is related to or competes with Magna International, Visteon Corp, United Natural, Village Super, Astral Foods, Tyson Foods, and Li Auto. 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 | 2.65 | |||
| Information Ratio | 0.0586 | |||
| Maximum Drawdown | 13.89 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 3.96 |
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 | 0.0375 | |||
| Jensen Alpha | 0.1839 | |||
| Total Risk Alpha | 0.2413 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.039 |
Somnigroup International Backtested Returns
Somnigroup International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0243, which indicates the firm had a -0.0243 % return per unit of risk over the last 3 months. Somnigroup International exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Somnigroup International's Risk Adjusted Performance of 0.0375, coefficient of variation of 4934.37, and Semi Deviation of 2.56 to confirm the risk estimate we provide. The entity has a beta of 1.18, 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. At this point, Somnigroup International has a negative expected return of -0.0647%. Please make sure to validate Somnigroup International's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Somnigroup International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Somnigroup International has poor predictability. Overlapping area represents the amount of predictability between Somnigroup International time series from 4th of April 2025 to 19th of April 2025 and 19th of April 2025 to 4th of May 2025. 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 0.28 indicates that nearly 28.0% of current Somnigroup International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Somnigroup International lagged returns against current returns
Autocorrelation, which is Somnigroup International stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Somnigroup International's stock expected returns. We can calculate the autocorrelation of Somnigroup International returns to help us make a trade decision. For example, suppose you find that Somnigroup International has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Somnigroup International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Somnigroup International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Somnigroup International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Somnigroup International stock over time.
Current vs Lagged Prices |
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Somnigroup International Lagged Returns
When evaluating Somnigroup International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Somnigroup International stock have on its future price. Somnigroup International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Somnigroup International autocorrelation shows the relationship between Somnigroup International stock current value and its past values and can show if there is a momentum factor associated with investing in Somnigroup International.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Somnigroup International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Somnigroup International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Somnigroup International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Somnigroup International Stock:Check out Somnigroup International Correlation, Somnigroup International Volatility and Somnigroup International Alpha and Beta 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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.