Sm Prime Holdings Stock Market Value
| SPHXF Stock | USD 0.59 0.00 0.00% |
| Symbol | SPHXF |
SM Prime '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 SM Prime'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 SM Prime.
| 01/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in SM Prime on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding SM Prime Holdings or generate 0.0% return on investment in SM Prime over 90 days. SM Prime is related to or competes with Comstock Holding, and St Joe. SM Prime Holdings, Inc., together with its subsidiaries, engages in the property development business in the Philippines... More
SM Prime 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 SM Prime'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 SM Prime Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.26 |
SM Prime Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SM Prime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SM Prime's standard deviation. In reality, there are many statistical measures that can use SM Prime historical prices to predict the future SM Prime's volatility.| Risk Adjusted Performance | 0.0237 | |||
| Jensen Alpha | 0.046 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SM Prime'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.
SM Prime Holdings Backtested Returns
We consider SM Prime dangerous. SM Prime Holdings retains Efficiency (Sharpe Ratio) of 0.0288, which indicates the firm had a 0.0288% return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for SM Prime, which you can use to evaluate the volatility of the company. Please validate SM Prime's Mean Deviation of 0.3006, risk adjusted performance of 0.0237, and Standard Deviation of 1.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.0422%. SM Prime has a performance score of 2 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SM Prime are expected to decrease at a much lower rate. During the bear market, SM Prime is likely to outperform the market. SM Prime Holdings today owns a risk of 1.47%. Please validate SM Prime Holdings risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if SM Prime Holdings will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
SM Prime Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between SM Prime time series from 26th of January 2024 to 11th of March 2024 and 11th of March 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 SM Prime Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current SM Prime price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SM Prime Holdings lagged returns against current returns
Autocorrelation, which is SM Prime 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 SM Prime's pink sheet expected returns. We can calculate the autocorrelation of SM Prime returns to help us make a trade decision. For example, suppose you find that SM Prime 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 |
SM Prime 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 SM Prime pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SM Prime pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SM Prime pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SM Prime Lagged Returns
When evaluating SM Prime's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SM Prime pink sheet have on its future price. SM Prime 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, SM Prime autocorrelation shows the relationship between SM Prime pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SM Prime Holdings.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SM Prime in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SM Prime's short interest history, or implied volatility extrapolated from SM Prime options trading.
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Check out SM Prime Correlation, SM Prime Volatility and SM Prime Alpha and Beta module to complement your research on SM Prime. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for SPHXF Pink Sheet analysis
When running SM Prime's price analysis, check to measure SM Prime'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 SM Prime is operating at the current time. Most of SM Prime's value examination focuses on studying past and present price action to predict the probability of SM Prime's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SM Prime's price. Additionally, you may evaluate how the addition of SM Prime to your portfolios can decrease your overall portfolio volatility.
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SM Prime 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.