Synchrony Financial (UK) Market Value
| 0LC3 Stock | 52.29 1.43 2.66% |
| Symbol | Synchrony |
Synchrony Financial '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 Synchrony Financial'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 Synchrony Financial.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Synchrony Financial on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Synchrony Financial or generate 0.0% return on investment in Synchrony Financial over 90 days. Synchrony Financial is related to or competes with Alaska Air, Zegona Communications, Air Products, Spirent Communications, Delta Air, United Internet, and Finnair Oyj. Synchrony Financial is entity of United Kingdom More
Synchrony Financial 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 Synchrony Financial'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 Synchrony Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.6 |
Synchrony Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Synchrony Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Synchrony Financial's standard deviation. In reality, there are many statistical measures that can use Synchrony Financial historical prices to predict the future Synchrony Financial's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 8.81 |
Synchrony Financial Backtested Returns
Synchrony Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the firm had a -0.21 % return per unit of risk over the last 3 months. Synchrony Financial exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Synchrony Financial's Variance of 3.45, coefficient of variation of (554.26), and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide. The entity has a beta of -0.0392, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Synchrony Financial are expected to decrease at a much lower rate. During the bear market, Synchrony Financial is likely to outperform the market. At this point, Synchrony Financial has a negative expected return of -0.4%. Please make sure to validate Synchrony Financial's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Synchrony Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Synchrony Financial has very good reverse predictability. Overlapping area represents the amount of predictability between Synchrony Financial time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Synchrony Financial price movement. The serial correlation of -0.67 indicates that around 67.0% of current Synchrony Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 29.54 |
Synchrony Financial lagged returns against current returns
Autocorrelation, which is Synchrony Financial 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 Synchrony Financial's stock expected returns. We can calculate the autocorrelation of Synchrony Financial returns to help us make a trade decision. For example, suppose you find that Synchrony Financial 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Synchrony Financial 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 Synchrony Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Synchrony Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Synchrony Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Synchrony Financial Lagged Returns
When evaluating Synchrony Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Synchrony Financial stock have on its future price. Synchrony Financial 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, Synchrony Financial autocorrelation shows the relationship between Synchrony Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Synchrony Financial.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Synchrony Stock Analysis
When running Synchrony Financial's price analysis, check to measure Synchrony Financial'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 Synchrony Financial is operating at the current time. Most of Synchrony Financial's value examination focuses on studying past and present price action to predict the probability of Synchrony Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Synchrony Financial's price. Additionally, you may evaluate how the addition of Synchrony Financial to your portfolios can decrease your overall portfolio volatility.