What does derivative liabilities - fair value mean?

This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.

Sonida Senior Living SNDA Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

NetSTREITNTST

$3.58M+2.6%

Genworth FinancialGNW

——

Other financials

Income statement

See full

Revenue$122.6M+33.4%

Net income-$41.2M-229%

EPS (diluted)-$2.39-210%

Balance sheet

See full

Cash & equivalents$100.2M+209%

Total debt$1.6B+149%

Total equity$884.9M+1,406%

Total assets$2.6B+219%

Cash flow

See full

Operating cash flow-$35.9M-1,039%

CapEx$6.8M-19.0%

Free cash flow-$42.6M-845%

Valuation

See full

Market cap$1.83B+247%

Enterprise value$3.35B+188%

P/S4.4×+2.8×

Profitability

See full

Operating margin-3.3%—

Net margin-24.2%+241pp

FCF margin-6.6%+0.7pp

Returns & leverage

See full

Return on equity-21.1%—

Debt / equity1.8×-9.2×

Current ratio0.4×-0.3×

Where this comes from

Reported directly by Sonida Senior Living in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement.

The official record: Sonida Senior Living’s 10-Q, filed May 11, 2026, on SEC EDGAR. View the filing →

Ask your AI about Sonida Senior Living's derivative liabilities - fair value.

Connect your AI assistant and compare it to peers, right in your chat.

Connect your AI

Claude

Questions, answered.

What is Sonida Senior Living's derivative liabilities - fair value?: Sonida Senior Living (SNDA) reported derivative liabilities - fair value of $0 in Q1 2026.
What does derivative liabilities - fair value mean?: This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.