Hotel Sigiriya (Sri Lanka) Market Value
| HSIGN0000 | 77.60 3.40 4.58% |
| Symbol | Hotel |
Please note, there is a significant difference between Hotel Sigiriya's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hotel Sigiriya is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hotel Sigiriya's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hotel Sigiriya '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 Hotel Sigiriya'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 Hotel Sigiriya.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Hotel Sigiriya on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Hotel Sigiriya PLC or generate 0.0% return on investment in Hotel Sigiriya over 90 days. More
Hotel Sigiriya 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 Hotel Sigiriya'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 Hotel Sigiriya PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.13 | |||
| Information Ratio | 0.1125 | |||
| Maximum Drawdown | 15.28 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 4.98 |
Hotel Sigiriya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hotel Sigiriya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hotel Sigiriya's standard deviation. In reality, there are many statistical measures that can use Hotel Sigiriya historical prices to predict the future Hotel Sigiriya's volatility.| Risk Adjusted Performance | 0.0779 | |||
| Jensen Alpha | 0.2475 | |||
| Total Risk Alpha | 0.6411 | |||
| Sortino Ratio | 0.1133 | |||
| Treynor Ratio | 17.44 |
Hotel Sigiriya PLC Backtested Returns
At this point, Hotel Sigiriya is very steady. Hotel Sigiriya PLC holds Efficiency (Sharpe) Ratio of 0.0532, which attests that the entity had a 0.0532 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Hotel Sigiriya PLC, which you can use to evaluate the volatility of the firm. Please check out Hotel Sigiriya's Risk Adjusted Performance of 0.0779, downside deviation of 3.13, and Market Risk Adjusted Performance of 17.45 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Hotel Sigiriya has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0141, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hotel Sigiriya's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hotel Sigiriya is expected to be smaller as well. Hotel Sigiriya PLC right now retains a risk of 3.16%. Please check out Hotel Sigiriya potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Hotel Sigiriya will be following its current trending patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Hotel Sigiriya PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Hotel Sigiriya 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 Hotel Sigiriya PLC price movement. The serial correlation of -0.23 indicates that over 23.0% of current Hotel Sigiriya price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 7.9 |
Hotel Sigiriya PLC lagged returns against current returns
Autocorrelation, which is Hotel Sigiriya 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 Hotel Sigiriya's stock expected returns. We can calculate the autocorrelation of Hotel Sigiriya returns to help us make a trade decision. For example, suppose you find that Hotel Sigiriya 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 |
Hotel Sigiriya 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 Hotel Sigiriya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hotel Sigiriya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hotel Sigiriya stock over time.
Current vs Lagged Prices |
| Timeline |
Hotel Sigiriya Lagged Returns
When evaluating Hotel Sigiriya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hotel Sigiriya stock have on its future price. Hotel Sigiriya 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, Hotel Sigiriya autocorrelation shows the relationship between Hotel Sigiriya stock current value and its past values and can show if there is a momentum factor associated with investing in Hotel Sigiriya PLC.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Hotel Stock
Hotel Sigiriya financial ratios help investors to determine whether Hotel 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 Hotel with respect to the benefits of owning Hotel Sigiriya security.