Somnigroup International Stock Market Value
| SGI Stock | 74.72 0.84 1.14% |
| Symbol | Somnigroup |
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.
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.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Somnigroup International on April 29, 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 90 days. Somnigroup International is related to or competes with Allegheny Technologies, Seche Environnement, Cheesecake Factory, Flanigans Enterprises, Biglari Holdings, BJs Restaurants, and Belden. 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 | 1.39 | |||
| Information Ratio | 0.0826 | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.69 |
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 | 0.1694 | |||
| Jensen Alpha | 0.3953 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0963 | |||
| Treynor Ratio | (1.08) |
Somnigroup International Backtested Returns
Somnigroup International appears to be very steady, given 3 months investment horizon. Somnigroup International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Somnigroup International, which you can use to evaluate the volatility of the company. Please review Somnigroup International's Risk Adjusted Performance of 0.1694, coefficient of variation of 472.39, and Semi Deviation of 1.04 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Somnigroup International holds a performance score of 16. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Somnigroup International are expected to decrease at a much lower rate. During the bear market, Somnigroup International is likely to outperform the market. Please check Somnigroup International's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Somnigroup International's existing price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Somnigroup International has very good predictability. Overlapping area represents the amount of predictability between Somnigroup International time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Somnigroup International price movement. The serial correlation of 0.81 indicates that around 81.0% of current Somnigroup International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 13.12 |
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
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.