Sachem Capital Corp Stock Market Value
| SACC Stock | USD 24.84 0.01 0.04% |
| Symbol | Sachem |
Sachem Capital Corp Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sachem Capital. If investors know Sachem will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sachem Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Sachem Capital Corp is measured differently than its book value, which is the value of Sachem that is recorded on the company's balance sheet. Investors also form their own opinion of Sachem Capital's value that differs from its market value or its book value, called intrinsic value, which is Sachem Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sachem Capital's market value can be influenced by many factors that don't directly affect Sachem Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sachem Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sachem Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sachem Capital'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.
Sachem Capital '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 Sachem Capital'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 Sachem Capital.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Sachem Capital on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Sachem Capital Corp or generate 0.0% return on investment in Sachem Capital over 720 days. Sachem Capital is related to or competes with RiverNorth Specialty, Royce Micro, First Trust, Voya Global, and Ready Capital. Sachem Capital is entity of United States More
Sachem Capital 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 Sachem Capital'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 Sachem Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1497 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 0.8473 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.1633 |
Sachem Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sachem Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sachem Capital's standard deviation. In reality, there are many statistical measures that can use Sachem Capital historical prices to predict the future Sachem Capital's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.0091 | |||
| Total Risk Alpha | 0.0057 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 5.37 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sachem Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sachem Capital Corp Backtested Returns
At this point, Sachem Capital is very steady. Sachem Capital Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sachem Capital Corp, which you can use to evaluate the volatility of the company. Please validate Sachem Capital's Standard Deviation of 0.1432, downside deviation of 0.1497, and Risk Adjusted Performance of 0.0607 to confirm if the risk estimate we provide is consistent with the expected return of 0.0226%. Sachem Capital has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.0017, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sachem Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sachem Capital is expected to be smaller as well. Sachem Capital Corp right now has a risk of 0.14%. Please validate Sachem Capital treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Sachem Capital will be following its existing price patterns.
Auto-correlation | 0.93 |
Excellent predictability
Sachem Capital Corp has excellent predictability. Overlapping area represents the amount of predictability between Sachem Capital time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th 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 Sachem Capital Corp price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Sachem Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Sachem Capital Corp lagged returns against current returns
Autocorrelation, which is Sachem Capital 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 Sachem Capital's stock expected returns. We can calculate the autocorrelation of Sachem Capital returns to help us make a trade decision. For example, suppose you find that Sachem Capital 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 |
Sachem Capital 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 Sachem Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sachem Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sachem Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Sachem Capital Lagged Returns
When evaluating Sachem Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sachem Capital stock have on its future price. Sachem Capital 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, Sachem Capital autocorrelation shows the relationship between Sachem Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Sachem Capital Corp.
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.When determining whether Sachem Capital Corp is a strong investment it is important to analyze Sachem Capital'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 Sachem Capital's future performance. For an informed investment choice regarding Sachem Stock, refer to the following important reports:Check out Sachem Capital Correlation, Sachem Capital Volatility and Sachem Capital Alpha and Beta module to complement your research on Sachem Capital. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Sachem Capital 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.