Sibanye Gold Ltd Stock Market Value
| SBSW Stock | USD 4.01 0.13 3.14% |
| Symbol | Sibanye |
Sibanye Gold Price To Book Ratio
Is Precious Metals & Minerals 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 Sibanye Gold. If investors know Sibanye 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 Sibanye Gold 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 (0.38) | Earnings Share (4.10) | Revenue Per Share 80.328 | Quarterly Revenue Growth (0.22) | Return On Assets (0.13) |
The market value of Sibanye Gold is measured differently than its book value, which is the value of Sibanye that is recorded on the company's balance sheet. Investors also form their own opinion of Sibanye Gold's value that differs from its market value or its book value, called intrinsic value, which is Sibanye Gold'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 Sibanye Gold's market value can be influenced by many factors that don't directly affect Sibanye Gold'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 Sibanye Gold's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sibanye Gold is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sibanye Gold'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.
Sibanye Gold '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 Sibanye Gold'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 Sibanye Gold.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Sibanye Gold on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sibanye Gold Ltd or generate 0.0% return on investment in Sibanye Gold over 30 days. Sibanye Gold is related to or competes with AngloGold Ashanti, Harmony Gold, Eldorado Gold, Kinross Gold, Pan American, Barrick Gold, and Agnico Eagle. Sibanye Stillwater Limited, together with its subsidiaries, operates as a precious metals mining company in South Africa... More
Sibanye Gold 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 Sibanye Gold'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 Sibanye Gold Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.75 | |||
| Information Ratio | 0.0229 | |||
| Maximum Drawdown | 20.99 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 7.28 |
Sibanye Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sibanye Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sibanye Gold's standard deviation. In reality, there are many statistical measures that can use Sibanye Gold historical prices to predict the future Sibanye Gold's volatility.| Risk Adjusted Performance | 0.042 | |||
| Jensen Alpha | 0.1437 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | 0.3865 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sibanye Gold's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sibanye Gold Backtested Returns
At this stage we consider Sibanye Stock to be relatively risky. Sibanye Gold owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0029, which indicates the firm had a 0.0029% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sibanye Gold Ltd, which you can use to evaluate the volatility of the company. Please validate Sibanye Gold's Risk Adjusted Performance of 0.042, semi deviation of 3.66, and Coefficient Of Variation of 2151.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.012%. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sibanye Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sibanye Gold is expected to be smaller as well. Sibanye Gold right now has a risk of 4.14%. Please validate Sibanye Gold downside variance, and the relationship between the total risk alpha and daily balance of power , to decide if Sibanye Gold will be following its existing price patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
Sibanye Gold Ltd has modest reverse predictability. Overlapping area represents the amount of predictability between Sibanye Gold time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sibanye Gold price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Sibanye Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sibanye Gold lagged returns against current returns
Autocorrelation, which is Sibanye Gold 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 Sibanye Gold's stock expected returns. We can calculate the autocorrelation of Sibanye Gold returns to help us make a trade decision. For example, suppose you find that Sibanye Gold 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 |
Sibanye Gold 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 Sibanye Gold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sibanye Gold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sibanye Gold stock over time.
Current vs Lagged Prices |
| Timeline |
Sibanye Gold Lagged Returns
When evaluating Sibanye Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sibanye Gold stock have on its future price. Sibanye Gold 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, Sibanye Gold autocorrelation shows the relationship between Sibanye Gold stock current value and its past values and can show if there is a momentum factor associated with investing in Sibanye Gold Ltd.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sibanye Stock Analysis
When running Sibanye Gold's price analysis, check to measure Sibanye Gold'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 Sibanye Gold is operating at the current time. Most of Sibanye Gold's value examination focuses on studying past and present price action to predict the probability of Sibanye Gold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sibanye Gold's price. Additionally, you may evaluate how the addition of Sibanye Gold to your portfolios can decrease your overall portfolio volatility.