Sanlam Global (UK) Market Value
| 0P0001PGKH | 378.59 1.11 0.29% |
| Symbol | Sanlam |
Sanlam Global '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 Sanlam Global's fund 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 Sanlam Global.
| 10/22/2024 |
| 12/21/2024 |
If you would invest 0.00 in Sanlam Global on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Sanlam Global Artificial or generate 0.0% return on investment in Sanlam Global over 60 days. Sanlam Global is related to or competes with Polar Capital, Amundi MSCI, SANTANDER, Coor Service, Franklin FTSE, and Surgical Science. Sanlam Global is entity of United Kingdom More
Sanlam Global 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 Sanlam Global's fund 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 Sanlam Global Artificial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1784 | |||
| Maximum Drawdown | 6.36 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.3 |
Sanlam Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanlam Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanlam Global's standard deviation. In reality, there are many statistical measures that can use Sanlam Global historical prices to predict the future Sanlam Global's volatility.| Risk Adjusted Performance | 0.1695 | |||
| Jensen Alpha | 0.1815 | |||
| Total Risk Alpha | 0.1677 | |||
| Sortino Ratio | 0.155 | |||
| Treynor Ratio | 0.3257 |
Sanlam Global Artificial Backtested Returns
Sanlam Global appears to be very steady, given 3 months investment horizon. Sanlam Global Artificial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sanlam Global Artificial, which you can use to evaluate the volatility of the fund. Please review Sanlam Global's Risk Adjusted Performance of 0.1695, semi deviation of 0.8041, and Coefficient Of Variation of 472.35 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sanlam Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanlam Global is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Sanlam Global Artificial has very weak reverse predictability. Overlapping area represents the amount of predictability between Sanlam Global time series from 22nd of October 2024 to 21st of November 2024 and 21st of November 2024 to 21st of December 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 Sanlam Global Artificial price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Sanlam Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 19.19 |
Sanlam Global Artificial lagged returns against current returns
Autocorrelation, which is Sanlam Global fund'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 Sanlam Global's fund expected returns. We can calculate the autocorrelation of Sanlam Global returns to help us make a trade decision. For example, suppose you find that Sanlam Global has exhibited high autocorrelation historically, and you observe that the fund 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 |
Sanlam Global 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 Sanlam Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanlam Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanlam Global fund over time.
Current vs Lagged Prices |
| Timeline |
Sanlam Global Lagged Returns
When evaluating Sanlam Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanlam Global fund have on its future price. Sanlam Global 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, Sanlam Global autocorrelation shows the relationship between Sanlam Global fund current value and its past values and can show if there is a momentum factor associated with investing in Sanlam Global Artificial.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Sanlam Fund
Sanlam Global financial ratios help investors to determine whether Sanlam Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sanlam with respect to the benefits of owning Sanlam Global security.
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