Sino Bioenergy Corp Stock Market Value
| SFBE Stock | USD 0.0008 0.00 0.00% |
| Symbol | Sino |
Sino Bioenergy '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 Sino Bioenergy's pink sheet 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 Sino Bioenergy.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Sino Bioenergy on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Sino Bioenergy Corp or generate 0.0% return on investment in Sino Bioenergy over 720 days. Sino Bioenergy is related to or competes with Veralto, Zurn Elkay, Federal Signal, and Atmus Filtration. Sino Bioenergy Corp. investment and development of renewable energy More
Sino Bioenergy 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 Sino Bioenergy's pink sheet 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 Sino Bioenergy Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1158 | |||
| Maximum Drawdown | 100.0 |
Sino Bioenergy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sino Bioenergy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sino Bioenergy's standard deviation. In reality, there are many statistical measures that can use Sino Bioenergy historical prices to predict the future Sino Bioenergy's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 1.93 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sino Bioenergy'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.
Sino Bioenergy Corp Backtested Returns
Sino Bioenergy is out of control given 3 months investment horizon. Sino Bioenergy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have analyzed sixteen different technical indicators, which can help you to evaluate if expected returns of 1.61% are justified by taking the suggested risk. Use Sino Bioenergy Corp Risk Adjusted Performance of 0.0853, variance of 151.52, and Coefficient Of Variation of 812.4 to evaluate company specific risk that cannot be diversified away. Sino Bioenergy holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of -5.36, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sino Bioenergy are expected to decrease by larger amounts. On the other hand, during market turmoil, Sino Bioenergy is expected to outperform it. Use Sino Bioenergy Corp treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Sino Bioenergy Corp.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Sino Bioenergy Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sino Bioenergy time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 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 Sino Bioenergy Corp price movement. The serial correlation of -0.72 indicates that around 72.0% of current Sino Bioenergy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sino Bioenergy Corp lagged returns against current returns
Autocorrelation, which is Sino Bioenergy pink sheet'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 Sino Bioenergy's pink sheet expected returns. We can calculate the autocorrelation of Sino Bioenergy returns to help us make a trade decision. For example, suppose you find that Sino Bioenergy has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Sino Bioenergy 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 Sino Bioenergy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sino Bioenergy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sino Bioenergy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sino Bioenergy Lagged Returns
When evaluating Sino Bioenergy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sino Bioenergy pink sheet have on its future price. Sino Bioenergy 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, Sino Bioenergy autocorrelation shows the relationship between Sino Bioenergy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sino Bioenergy Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Sino Bioenergy Correlation, Sino Bioenergy Volatility and Sino Bioenergy Alpha and Beta module to complement your research on Sino Bioenergy. Note that the Sino Bioenergy Corp information on this page should be used as a complementary analysis to other Sino Bioenergy'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 the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Sino Pink Sheet analysis
When running Sino Bioenergy's price analysis, check to measure Sino Bioenergy'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 Sino Bioenergy is operating at the current time. Most of Sino Bioenergy's value examination focuses on studying past and present price action to predict the probability of Sino Bioenergy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sino Bioenergy's price. Additionally, you may evaluate how the addition of Sino Bioenergy to your portfolios can decrease your overall portfolio volatility.
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Sino Bioenergy technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.