Cia DE Stock Performance

SBS
 Stock
  

USD 8.07  0.01  0.12%   

Cia DE has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.9153, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Cia DE's beta means in this case. Cia DE returns are very sensitive to returns on the market. As the market goes up or down, Cia DE is expected to follow. Although it is important to respect Cia DE Saneamento historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Cia DE Saneamento technical indicators, you can presently evaluate if the expected return of 0.0512% will be sustainable into the future. Cia DE Saneamento right now shows a risk of 2.67%. Please confirm Cia DE Saneamento value at risk, and the relationship between the jensen alpha and skewness to decide if Cia DE Saneamento will be following its price patterns.
  
Cia DE Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Cia DE Saneamento are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental drivers, Cia DE is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more

Cia DE Price Channel

Quick Ratio1.27
Fifty Two Week Low5.88
Target High Price12.83
Fifty Two Week High11.22
Payout Ratio10.51%
Trailing Annual Dividend Yield4.32%
Target Low Price12.83

Cia DE Relative Risk vs. Return Landscape

If you would invest  799.00  in Cia DE Saneamento on June 30, 2022 and sell it today you would earn a total of  8.00  from holding Cia DE Saneamento or generate 1.0% return on investment over 90 days. Cia DE Saneamento is generating 0.0512% of daily returns assuming volatility of 2.6696% on return distribution over 90 days investment horizon. In other words, 23% of stocks are less volatile than Cia DE, and above 99% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Cia DE is expected to generate 2.42 times more return on investment than the market. However, the company is 2.42 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

Cia DE Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cia DE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cia DE Saneamento, and traders can use it to determine the average amount a Cia DE'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 = 0.0192

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Estimated Market Risk
 2.67
  actual daily
 
 23 %
of total potential
 
2323
Expected Return
 0.05
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 0 %
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Risk-Adjusted Return
 0.02
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 1 %
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11
Based on monthly moving average Cia DE is performing at about 1% 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 Cia DE by adding it to a well-diversified portfolio.

About Cia DE Performance

To evaluate Cia DE Saneamento Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Cia DE generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Cia DE Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Cia DE Saneamento market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Cia DE's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Companhia de Saneamento Bsico do Estado de So Paulo SABESP provides water and sewage services to residential, commercial, industrial, and governmental customers. The company was founded in 1954 and is headquartered in So Paulo, Brazil. Cia DE operates under UtilitiesRegulated Water classification in the United States and is traded on New York Stock Exchange. It employs 12435 people.

Things to note about Cia DE Saneamento

Checking the ongoing alerts about Cia DE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cia DE Saneamento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Additionally, take a look at World Market Map. Note that the Cia DE Saneamento information on this page should be used as a complementary analysis to other Cia DE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Cia DE Stock analysis

When running Cia DE Saneamento price analysis, check to measure Cia DE'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 Cia DE is operating at the current time. Most of Cia DE's value examination focuses on studying past and present price action to predict the probability of Cia DE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cia DE's price. Additionally, you may evaluate how the addition of Cia DE to your portfolios can decrease your overall portfolio volatility.
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Is Cia DE's industry 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 Cia DE. If investors know Cia DE 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 Cia DE 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 Cia DE Saneamento is measured differently than its book value, which is the value of Cia DE that is recorded on the company's balance sheet. Investors also form their own opinion of Cia DE's value that differs from its market value or its book value, called intrinsic value, which is Cia DE'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 Cia DE's market value can be influenced by many factors that don't directly affect Cia DE'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 Cia DE's value and its price as these two are different measures arrived at by different means. Investors typically determine Cia DE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cia DE'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.