Sipp Industries New Stock Market Value
| SIPC Stock | USD 0 0.0002 11.76% |
| Symbol | Sipp |
Sipp Industries '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 Sipp Industries' 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 Sipp Industries.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Sipp Industries on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sipp Industries New or generate 0.0% return on investment in Sipp Industries over 30 days. Sipp Industries is related to or competes with Secom Co, Mitsubishi Estate, Shimano, and Sumitomo Chemical. , a conglomerate company, engages in technology, import and export, and distribution of commercial and consumer products More
Sipp Industries 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 Sipp Industries' 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 Sipp Industries New upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.83 | |||
| Information Ratio | 0.1139 | |||
| Maximum Drawdown | 79.41 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 33.33 |
Sipp Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sipp Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sipp Industries' standard deviation. In reality, there are many statistical measures that can use Sipp Industries historical prices to predict the future Sipp Industries' volatility.| Risk Adjusted Performance | 0.0846 | |||
| Jensen Alpha | 1.91 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.1126 | |||
| Treynor Ratio | (1.00) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sipp Industries' 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.
Sipp Industries New Backtested Returns
Sipp Industries is out of control given 3 months investment horizon. Sipp Industries New owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0743, which indicates the firm had a 0.0743% return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.07% are justified by taking the suggested risk. Use Sipp Industries New Risk Adjusted Performance of 0.0846, coefficient of variation of 830.82, and Semi Deviation of 8.89 to evaluate company specific risk that cannot be diversified away. Sipp Industries holds a performance score of 5 on a scale of zero to a hundred. The entity has a beta of -1.76, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sipp Industries are expected to decrease by larger amounts. On the other hand, during market turmoil, Sipp Industries is expected to outperform it. Use Sipp Industries New maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to analyze future returns on Sipp Industries New.
Auto-correlation | 0.46 |
Average predictability
Sipp Industries New has average predictability. Overlapping area represents the amount of predictability between Sipp Industries time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Sipp Industries New price movement. The serial correlation of 0.46 indicates that about 46.0% of current Sipp Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sipp Industries New lagged returns against current returns
Autocorrelation, which is Sipp Industries 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 Sipp Industries' pink sheet expected returns. We can calculate the autocorrelation of Sipp Industries returns to help us make a trade decision. For example, suppose you find that Sipp Industries 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 |
Sipp Industries 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 Sipp Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sipp Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sipp Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sipp Industries Lagged Returns
When evaluating Sipp Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sipp Industries pink sheet have on its future price. Sipp Industries 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, Sipp Industries autocorrelation shows the relationship between Sipp Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sipp Industries New.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Sipp Industries Correlation, Sipp Industries Volatility and Sipp Industries Alpha and Beta module to complement your research on Sipp Industries. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Sipp Pink Sheet analysis
When running Sipp Industries' price analysis, check to measure Sipp Industries' 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 Sipp Industries is operating at the current time. Most of Sipp Industries' value examination focuses on studying past and present price action to predict the probability of Sipp Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sipp Industries' price. Additionally, you may evaluate how the addition of Sipp Industries to your portfolios can decrease your overall portfolio volatility.
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Sipp Industries 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.