Synchrony Financial (Brazil) Market Value
| S1YF34 Stock | BRL 402.50 0.12 0.03% |
| 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.
| 12/10/2023 |
| 01/03/2025 |
If you would invest 0.00 in Synchrony Financial on December 10, 2023 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 390 days. Synchrony Financial is related to or competes with Sumitomo Mitsui, Marfrig Global, Jefferies Financial, Zoom Video, and Bread Financial. Synchrony Financial operates as a consumer financial services company in the United States 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.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.2139 | |||
| Maximum Drawdown | 20.79 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 5.26 |
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 | 0.1827 | |||
| Jensen Alpha | 0.5895 | |||
| Total Risk Alpha | 0.5844 | |||
| Sortino Ratio | 0.2745 | |||
| Treynor Ratio | 2.35 |
Synchrony Financial Backtested Returns
Synchrony Financial appears to be very steady, given 3 months investment horizon. Synchrony Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of risk over the last 3 months. By inspecting Synchrony Financial's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please review Synchrony Financial's Coefficient Of Variation of 458.52, risk adjusted performance of 0.1827, and Semi Deviation of 0.6405 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Synchrony Financial holds a performance score of 18. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Synchrony Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Synchrony Financial is expected to be smaller as well. Please check Synchrony Financial's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Synchrony Financial's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Synchrony Financial has good predictability. Overlapping area represents the amount of predictability between Synchrony Financial time series from 10th of December 2023 to 22nd of June 2024 and 22nd of June 2024 to 3rd of January 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 0.76 indicates that around 76.0% of current Synchrony Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 3447.8 |
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 |
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.| S | SentinelOne | |
| CRM | Salesforce | |
| MSFT | Microsoft |
Additional Information and Resources on Investing in Synchrony Stock
When determining whether Synchrony Financial is a strong investment it is important to analyze Synchrony Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Synchrony Financial's future performance. For an informed investment choice regarding Synchrony Stock, refer to the following important reports:Check out Synchrony Financial Correlation, Synchrony Financial Volatility and Synchrony Financial Alpha and Beta module to complement your research on Synchrony Financial. For information on how to trade Synchrony Stock refer to our How to Trade Synchrony Stock guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Synchrony Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.