Sporting Clube (Portugal) Market Value
| SCP Stock | EUR 0.88 0.01 1.15% |
| Symbol | Sporting |
Sporting Clube '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 Sporting Clube's stock 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 Sporting Clube.
| 10/08/2022 |
| 10/03/2023 |
If you would invest 0.00 in Sporting Clube on October 8, 2022 and sell it all today you would earn a total of 0.00 from holding Sporting Clube De or generate 0.0% return on investment in Sporting Clube over 360 days. Sporting Clube is related to or competes with EDP Renovaveis, Imobiliria Construtora, REN Redes, Estoril Sol, and Martifer SGPS. More
Sporting Clube 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 Sporting Clube's stock 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 Sporting Clube De upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.48 | |||
| Information Ratio | 0.0746 | |||
| Maximum Drawdown | 27.43 | |||
| Value At Risk | (10.31) | |||
| Potential Upside | 10.71 |
Sporting Clube Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sporting Clube's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sporting Clube's standard deviation. In reality, there are many statistical measures that can use Sporting Clube historical prices to predict the future Sporting Clube's volatility.| Risk Adjusted Performance | 0.0491 | |||
| Jensen Alpha | 0.3361 | |||
| Total Risk Alpha | 0.7808 | |||
| Sortino Ratio | 0.0499 | |||
| Treynor Ratio | 0.8854 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Sporting Clube'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. Please use the tools below to analyze the current value of Sporting Clube in the context of predictive analytics.
Sporting Clube De Backtested Returns
Sporting Clube appears to be abnormally volatile, given 3 months investment horizon. Sporting Clube De owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0703, which indicates the firm had 0.0703% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Sporting Clube De, which you can use to evaluate the future volatility of the company. Please review Sporting Clube's Coefficient Of Variation of 1537.95, risk adjusted performance of 0.0491, and Semi Deviation of 4.07 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sporting Clube holds a performance score of 5. The entity has a beta of 0.3563, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sporting Clube returns are expected to increase less than the market. However, during the bear market, the loss on holding Sporting Clube will be expected to be smaller as well. By inspecting Sporting Clube De technical indicators, you can presently evaluate if the expected return of 0.35% will be sustainable into the future. Please operates Sporting Clube sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to make a quick decision on whether Sporting Clube De existing price patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Sporting Clube De has poor reverse predictability. Overlapping area represents the amount of predictability between Sporting Clube time series from 8th of October 2022 to 6th of April 2023 and 6th of April 2023 to 3rd of October 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sporting Clube De price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Sporting Clube price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sporting Clube De lagged returns against current returns
Autocorrelation, which is Sporting Clube stock'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 Sporting Clube's stock expected returns. We can calculate the autocorrelation of Sporting Clube returns to help us make a trade decision. For example, suppose you find that Sporting Clube stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sporting Clube 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 Sporting Clube stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sporting Clube stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sporting Clube stock over time.
Current vs Lagged Prices |
| Timeline |
Sporting Clube Lagged Returns
When evaluating Sporting Clube's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sporting Clube stock have on its future price. Sporting Clube 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, Sporting Clube autocorrelation shows the relationship between Sporting Clube stock current value and its past values and can show if there is a momentum factor associated with investing in Sporting Clube De.
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 Sporting Clube 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, Sporting Clube's short interest history, or implied volatility extrapolated from Sporting Clube options trading.
Currently Active Assets on Macroaxis
Check out Sporting Clube Correlation, Sporting Clube Volatility and Sporting Clube Alpha and Beta module to complement your research on Sporting Clube. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Sporting Stock analysis
When running Sporting Clube's price analysis, check to measure Sporting Clube'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 Sporting Clube is operating at the current time. Most of Sporting Clube's value examination focuses on studying past and present price action to predict the probability of Sporting Clube's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sporting Clube's price. Additionally, you may evaluate how the addition of Sporting Clube to your portfolios can decrease your overall portfolio volatility.
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Sporting Clube technical stock 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, stock market cycles, or different charting patterns.