Somnigroup International Inc Risks Soar with Record Beta Value

Somnigroup International Inc (SGI) has a risk assessment score of 8.56, ranking 1 out of 23 in the Household Goods industry. This indicates that SGI is considered to be at higher risk compared to its peers.

The company's beta value is 1.22, which means it tends to outperform the index during upward trending markets but experiences larger declines during downward trending markets.

Somnigroup International Inc has a maximum drawdown of 37.25% over the past 240 days and a realized volatility of 39.13%. The Sharpe Ratio is -0.84 for the past 60 days, indicating that SGI's returns have not been able to keep pace with its volatility.

The U.S. Dollar Index (DXY) is currently in a neutral state, which has a neutral effect on the Household Goods domestic-focused industry.