Suez Canal's market value is the price at which a share of Suez Canal trades on a public exchange. It measures the collective expectations of Suez Canal Bank investors about its performance. Suez Canal is trading at 19.68 as of the 5th of March 2025. This is a 0.3 percent decrease since the beginning of the trading day. The stock's lowest day price was 19.62. With this module, you can estimate the performance of a buy and hold strategy of Suez Canal Bank and determine expected loss or profit from investing in Suez Canal over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Suez
Suez Canal '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 Suez Canal'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 Suez Canal.
0.00
02/03/2025
No Change 0.00
0.0
In 30 days
03/05/2025
0.00
If you would invest 0.00 in Suez Canal on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Suez Canal Bank or generate 0.0% return on investment in Suez Canal over 30 days.
Suez Canal 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 Suez Canal'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 Suez Canal Bank upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suez Canal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suez Canal's standard deviation. In reality, there are many statistical measures that can use Suez Canal historical prices to predict the future Suez Canal's volatility.
Suez Canal Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0691, which indicates the firm had a -0.0691 % return per unit of risk over the last 3 months. Suez Canal Bank exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suez Canal's Risk Adjusted Performance of 0.078, coefficient of variation of 1103.56, and Semi Deviation of 4.26 to confirm the risk estimate we provide. The entity has a beta of -0.97, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Suez Canal are expected to decrease slowly. On the other hand, during market turmoil, Suez Canal is expected to outperform it slightly. At this point, Suez Canal Bank has a negative expected return of -0.31%. Please make sure to validate Suez Canal's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Suez Canal Bank performance from the past will be repeated at some point in the near future.
Auto-correlation
0.43
Average predictability
Suez Canal Bank has average predictability. Overlapping area represents the amount of predictability between Suez Canal time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Suez Canal Bank price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Suez Canal price fluctuation can be explain by its past prices.
Correlation Coefficient
0.43
Spearman Rank Test
0.53
Residual Average
0.0
Price Variance
0.22
Suez Canal Bank lagged returns against current returns
Autocorrelation, which is Suez Canal 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 Suez Canal's stock expected returns. We can calculate the autocorrelation of Suez Canal returns to help us make a trade decision. For example, suppose you find that Suez Canal 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
Suez Canal 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 Suez Canal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suez Canal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suez Canal stock over time.
Current vs Lagged Prices
Timeline
Suez Canal Lagged Returns
When evaluating Suez Canal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suez Canal stock have on its future price. Suez Canal 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, Suez Canal autocorrelation shows the relationship between Suez Canal stock current value and its past values and can show if there is a momentum factor associated with investing in Suez Canal Bank.
Regressed Prices
Timeline
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