Sycamore Entmt Grp Stock Market Value
| SEGI Stock | USD 0.0006 0.0001 14.29% |
| Symbol | Sycamore |
Sycamore Entmt '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 Sycamore Entmt'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 Sycamore Entmt.
| 06/29/2023 |
| 04/24/2024 |
If you would invest 0.00 in Sycamore Entmt on June 29, 2023 and sell it all today you would earn a total of 0.00 from holding Sycamore Entmt Grp or generate 0.0% return on investment in Sycamore Entmt over 300 days. Sycamore Entmt is related to or competes with Network Media. Sycamore Entertainment Group, Inc., a diversified entertainment company, which specializes in the acquisition, marketing... More
Sycamore Entmt 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 Sycamore Entmt'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 Sycamore Entmt Grp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.49 | |||
| Information Ratio | 0.0569 | |||
| Maximum Drawdown | 56.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Sycamore Entmt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sycamore Entmt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sycamore Entmt's standard deviation. In reality, there are many statistical measures that can use Sycamore Entmt historical prices to predict the future Sycamore Entmt's volatility.| Risk Adjusted Performance | 0.0494 | |||
| Jensen Alpha | 1.12 | |||
| Total Risk Alpha | (1.01) | |||
| Sortino Ratio | 0.0502 | |||
| 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 Sycamore Entmt'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.
Sycamore Entmt Grp Backtested Returns
Sycamore Entmt is out of control given 3 months investment horizon. Sycamore Entmt Grp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0854, which indicates the firm had a 0.0854% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use Sycamore Entmt Grp Semi Deviation of 9.44, coefficient of variation of 1564.45, and Risk Adjusted Performance of 0.0494 to evaluate company specific risk that cannot be diversified away. Sycamore Entmt holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of -3.06, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sycamore Entmt are expected to decrease by larger amounts. On the other hand, during market turmoil, Sycamore Entmt is expected to outperform it. Use Sycamore Entmt Grp jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to analyze future returns on Sycamore Entmt Grp.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Sycamore Entmt Grp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sycamore Entmt time series from 29th of June 2023 to 26th of November 2023 and 26th of November 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 Sycamore Entmt Grp price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Sycamore Entmt price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sycamore Entmt Grp lagged returns against current returns
Autocorrelation, which is Sycamore Entmt 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 Sycamore Entmt's pink sheet expected returns. We can calculate the autocorrelation of Sycamore Entmt returns to help us make a trade decision. For example, suppose you find that Sycamore Entmt 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 |
Sycamore Entmt 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 Sycamore Entmt pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sycamore Entmt pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sycamore Entmt pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sycamore Entmt Lagged Returns
When evaluating Sycamore Entmt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sycamore Entmt pink sheet have on its future price. Sycamore Entmt 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, Sycamore Entmt autocorrelation shows the relationship between Sycamore Entmt pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sycamore Entmt Grp.
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 Sycamore Entmt 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, Sycamore Entmt's short interest history, or implied volatility extrapolated from Sycamore Entmt options trading.
Currently Active Assets on Macroaxis
Check out Sycamore Entmt Correlation, Sycamore Entmt Volatility and Sycamore Entmt Alpha and Beta module to complement your research on Sycamore Entmt. Note that the Sycamore Entmt Grp information on this page should be used as a complementary analysis to other Sycamore Entmt'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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Sycamore Pink Sheet analysis
When running Sycamore Entmt's price analysis, check to measure Sycamore Entmt'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 Sycamore Entmt is operating at the current time. Most of Sycamore Entmt's value examination focuses on studying past and present price action to predict the probability of Sycamore Entmt's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sycamore Entmt's price. Additionally, you may evaluate how the addition of Sycamore Entmt to your portfolios can decrease your overall portfolio volatility.
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Sycamore Entmt 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.