Sacyr SA (Spain) Market Value
| SCYR Stock | EUR 3.61 0.02 0.55% |
| Symbol | Sacyr |
Sacyr SA '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 Sacyr SA'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 Sacyr SA.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Sacyr SA on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sacyr SA or generate 0.0% return on investment in Sacyr SA over 90 days. Sacyr SA is related to or competes with ArcelorMittal, Acerinox, Fomento De, ACS Actividades, and Ferrovial. Sacyr, S.A. engages in the construction and infrastructure concessions, industry, and services businesses in Latin Ameri... More
Sacyr SA 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 Sacyr SA'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 Sacyr SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0067 | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.01 |
Sacyr SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sacyr SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sacyr SA's standard deviation. In reality, there are many statistical measures that can use Sacyr SA historical prices to predict the future Sacyr SA's volatility.| Risk Adjusted Performance | 0.1996 | |||
| Jensen Alpha | 0.1571 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0069 | |||
| Treynor Ratio | 0.6748 |
Sacyr SA Backtested Returns
At this point, Sacyr SA is somewhat reliable. Sacyr SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sacyr SA, which you can use to evaluate the volatility of the company. Please validate Sacyr SA's Risk Adjusted Performance of 0.1996, coefficient of variation of 421.38, and Semi Deviation of 0.7488 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Sacyr SA has a performance score of 14 on a scale of 0 to 100. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sacyr SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sacyr SA is expected to be smaller as well. Sacyr SA right now has a risk of 1.03%. Please validate Sacyr SA information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Sacyr SA will be following its existing price patterns.
Auto-correlation | 0.53 |
Modest predictability
Sacyr SA has modest predictability. Overlapping area represents the amount of predictability between Sacyr SA time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Sacyr SA price movement. The serial correlation of 0.53 indicates that about 53.0% of current Sacyr SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sacyr SA lagged returns against current returns
Autocorrelation, which is Sacyr SA 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 Sacyr SA's stock expected returns. We can calculate the autocorrelation of Sacyr SA returns to help us make a trade decision. For example, suppose you find that Sacyr SA 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 |
| Timeline |
Sacyr SA 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 Sacyr SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sacyr SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sacyr SA stock over time.
Current vs Lagged Prices |
| Timeline |
Sacyr SA Lagged Returns
When evaluating Sacyr SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sacyr SA stock have on its future price. Sacyr SA 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, Sacyr SA autocorrelation shows the relationship between Sacyr SA stock current value and its past values and can show if there is a momentum factor associated with investing in Sacyr SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sacyr Stock
Sacyr SA financial ratios help investors to determine whether Sacyr Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sacyr with respect to the benefits of owning Sacyr SA security.