PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Steel Authority of India Limited (SAIL.NS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISININE114A01011
SectorBasic Materials
IndustrySteel

Highlights

Market Cap₹698.68B
EPS₹7.51
PE Ratio22.52
Revenue (TTM)₹1.07T
Gross Profit (TTM)₹454.03B
EBITDA (TTM)₹115.21B
Year Range₹79.40 - ₹170.95
Target Price₹107.09

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Steel Authority of India Limited

Performance

Performance Chart

The chart shows the growth of an initial investment of ₹10,000 in Steel Authority of India Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
949.19%
1,939.79%
SAIL.NS (Steel Authority of India Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Steel Authority of India Limited had a return of 37.02% year-to-date (YTD) and 107.33% in the last 12 months. Over the past 10 years, Steel Authority of India Limited had an annualized return of 8.64%, while the S&P 500 had an annualized return of 10.84%, indicating that Steel Authority of India Limited did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date37.02%11.29%
1 month15.10%6.86%
6 months87.53%16.73%
1 year107.33%26.63%
5 years (annualized)31.86%13.23%
10 years (annualized)8.64%10.84%

Monthly Returns

The table below presents the monthly returns of SAIL.NS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.93%-0.28%10.77%22.31%37.02%
20239.62%-8.66%1.12%0.12%-0.36%3.64%10.64%-4.12%4.02%-10.66%10.08%33.97%52.17%
2022-8.16%-2.13%4.83%-1.83%-21.50%-9.74%15.99%5.38%-5.60%2.54%7.81%-2.59%-18.57%
2021-22.20%34.91%2.94%51.65%5.94%3.16%8.77%-14.40%-5.05%1.28%-10.19%7.15%54.26%
20208.39%-23.55%-35.16%38.18%-5.34%0.83%11.84%13.24%-12.34%1.78%41.05%52.94%72.73%
2019-16.59%2.66%5.08%10.06%-10.13%1.20%-15.76%-25.85%7.21%9.42%7.51%9.02%-22.65%
2018-3.53%-6.41%-15.63%10.61%-2.19%9.28%-6.63%3.03%-14.53%-5.57%-14.20%1.90%-38.85%
201728.90%-3.70%0.16%-1.55%-5.30%2.10%8.40%-3.87%-11.76%45.39%-1.54%19.99%86.92%
2016-11.48%-18.46%23.50%9.98%-9.70%5.96%3.53%2.66%-3.94%12.42%-1.63%-3.71%1.96%
2015-6.54%-6.63%-4.13%3.04%-5.11%-6.75%-8.54%-11.11%3.22%3.89%-14.15%5.57%-39.73%
2014-11.46%-10.21%28.19%-5.53%29.73%8.51%-7.48%-7.74%-14.13%19.40%7.16%-7.30%17.82%
2013-4.47%-16.41%-11.78%-1.44%-8.84%-9.70%-17.83%11.99%8.00%23.52%10.29%6.47%-17.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SAIL.NS is 92, placing it in the top 8% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SAIL.NS is 9292
SAIL.NS (Steel Authority of India Limited)
The Sharpe Ratio Rank of SAIL.NS is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of SAIL.NS is 9292Sortino Ratio Rank
The Omega Ratio Rank of SAIL.NS is 9292Omega Ratio Rank
The Calmar Ratio Rank of SAIL.NS is 8989Calmar Ratio Rank
The Martin Ratio Rank of SAIL.NS is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Steel Authority of India Limited (SAIL.NS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SAIL.NS
Sharpe ratio
The chart of Sharpe ratio for SAIL.NS, currently valued at 2.56, compared to the broader market-2.00-1.000.001.002.003.004.002.56
Sortino ratio
The chart of Sortino ratio for SAIL.NS, currently valued at 3.17, compared to the broader market-4.00-2.000.002.004.006.003.17
Omega ratio
The chart of Omega ratio for SAIL.NS, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for SAIL.NS, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for SAIL.NS, currently valued at 12.45, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.0012.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.008.76

Sharpe Ratio

The current Steel Authority of India Limited Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Steel Authority of India Limited with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.56
2.57
SAIL.NS (Steel Authority of India Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Steel Authority of India Limited granted a 0.89% dividend yield in the last twelve months. The annual payout for that period amounted to ₹1.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend₹1.50₹1.50₹4.75₹6.80₹0.00₹0.50₹0.00₹0.00₹0.00₹2.00₹2.02₹2.00

Dividend yield

0.89%1.21%5.75%6.34%0.00%1.17%0.00%0.00%0.00%4.14%2.45%2.76%

Monthly Dividends

The table displays the monthly dividend distributions for Steel Authority of India Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024₹0.00₹1.00₹0.00₹0.00₹0.00₹1.00
2023₹0.00₹0.00₹1.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.50₹0.00₹0.00₹0.00₹1.50
2022₹0.00₹0.00₹2.50₹0.00₹0.00₹0.00₹2.25₹0.00₹0.00₹0.00₹0.00₹0.00₹4.75
2021₹0.00₹1.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹1.80₹0.00₹4.00₹0.00₹6.80
2020₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2019₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.50₹0.00₹0.00₹0.00₹0.00₹0.50
2018₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2017₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2016₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2015₹0.00₹1.75₹0.00₹0.00₹0.00₹0.00₹0.00₹0.25₹0.00₹0.00₹0.00₹0.00₹2.00
2014₹0.00₹2.02₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹2.02
2013₹1.60₹0.00₹0.00₹0.00₹0.00₹0.00₹0.40₹0.00₹0.00₹0.00₹0.00₹2.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.9%
Steel Authority of India Limited has a dividend yield of 0.89%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%27.2%
Steel Authority of India Limited has a payout ratio of 27.22%, which is quite average when compared to the overall market. This suggests that Steel Authority of India Limited strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-16.85%
-0.23%
SAIL.NS (Steel Authority of India Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Steel Authority of India Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Steel Authority of India Limited was 91.26%, occurring on Mar 30, 2020. The portfolio has not yet recovered.

The current Steel Authority of India Limited drawdown is 16.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.26%Dec 13, 20073031Mar 30, 2020
-87.84%Apr 25, 19961408Sep 17, 2001496Aug 12, 20031904
-57.67%Jan 9, 2004120Jun 24, 2004112Nov 29, 2004232
-32.5%May 11, 200625Jun 14, 2006147Jan 15, 2007172
-29.88%Mar 22, 200571Jun 30, 200555Sep 19, 2005126

Volatility

Volatility Chart

The current Steel Authority of India Limited volatility is 13.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
13.21%
3.41%
SAIL.NS (Steel Authority of India Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Steel Authority of India Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items