Screen Holdings Co Stock Market Value
| DINRF Stock | USD 63.44 8.56 11.89% |
| Symbol | SCREEN |
SCREEN Holdings '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 SCREEN Holdings' otc 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 SCREEN Holdings.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in SCREEN Holdings on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding SCREEN Holdings Co or generate 0.0% return on investment in SCREEN Holdings over 90 days. SCREEN Holdings is related to or competes with Asm Pacific, Disco Corp, Tokyo Electron, Lasertec, Sumco Corp, Lasertec, and Advantest. SCREEN Holdings Co., Ltd. develops, manufactures, sells, and maintains semiconductor production equipment in Japan More
SCREEN Holdings 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 SCREEN Holdings' otc 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 SCREEN Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 29.83 | |||
| Value At Risk | (12.43) | |||
| Potential Upside | 8.32 |
SCREEN Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCREEN Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SCREEN Holdings' standard deviation. In reality, there are many statistical measures that can use SCREEN Holdings historical prices to predict the future SCREEN Holdings' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.84) | |||
| Total Risk Alpha | 0.2564 | |||
| Treynor Ratio | 4.5 |
SCREEN Holdings Backtested Returns
SCREEN Holdings appears to be not too volatile, given 3 months investment horizon. SCREEN Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.085, which indicates the company had a 0.085 % return per unit of standard deviation over the last 3 months. By examining SCREEN Holdings' technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please review SCREEN Holdings' Market Risk Adjusted Performance of 4.51, standard deviation of 6.38, and Risk Adjusted Performance of (0.1) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SCREEN Holdings holds a performance score of 6. The firm has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SCREEN Holdings are expected to decrease at a much lower rate. During the bear market, SCREEN Holdings is likely to outperform the market. Please check SCREEN Holdings' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to make a quick decision on whether SCREEN Holdings' existing price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
SCREEN Holdings Co has poor reverse predictability. Overlapping area represents the amount of predictability between SCREEN Holdings time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 SCREEN Holdings price movement. The serial correlation of -0.4 indicates that just about 40.0% of current SCREEN Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 27.24 |
SCREEN Holdings lagged returns against current returns
Autocorrelation, which is SCREEN Holdings otc 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 SCREEN Holdings' otc stock expected returns. We can calculate the autocorrelation of SCREEN Holdings returns to help us make a trade decision. For example, suppose you find that SCREEN Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
SCREEN Holdings 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 SCREEN Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SCREEN Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SCREEN Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
SCREEN Holdings Lagged Returns
When evaluating SCREEN Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SCREEN Holdings otc stock have on its future price. SCREEN Holdings 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, SCREEN Holdings autocorrelation shows the relationship between SCREEN Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in SCREEN Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SCREEN OTC Stock
SCREEN Holdings financial ratios help investors to determine whether SCREEN OTC Stock 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 SCREEN with respect to the benefits of owning SCREEN Holdings security.