Sachem Capital Corp Stock Market Value
| SACH Stock | USD 1.36 0.06 4.23% |
| Symbol | Sachem |
Sachem Capital Corp Price To Book Ratio
Is Regional Banks 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.
Quarterly Earnings Growth (0.21) | Earnings Share (0.19) | Revenue Per Share 0.46 | Quarterly Revenue Growth 0.089 | Return On Assets 0.0111 |
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.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Sachem Capital on December 18, 2023 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 360 days. Sachem Capital is related to or competes with Apollo Commercial, Ready Capital, Ellington Residential, KKR Real, Ellington Financial, Two Harbors, and Ares Commercial. Sachem Capital Corp. operates as a real estate finance company 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.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 19.76 | |||
| Value At Risk | (7.37) | |||
| Potential Upside | 2.88 |
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 | (0.16) | |||
| Jensen Alpha | (0.90) | |||
| Total Risk Alpha | (1.34) | |||
| Treynor Ratio | (0.96) |
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
Sachem Capital Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.27, which indicates the firm had a -0.27% return per unit of risk over the last 3 months. Sachem Capital Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sachem Capital's Coefficient Of Variation of (426.92), variance of 11.45, and Risk Adjusted Performance of (0.16) to confirm the risk estimate we provide. The entity has a beta of 0.83, which indicates possible diversification benefits within a given portfolio. 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. At this point, Sachem Capital Corp has a negative expected return of -0.89%. Please make sure to validate Sachem Capital's total risk alpha, kurtosis, price action indicator, as well as the relationship between the value at risk and rate of daily change , to decide if Sachem Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Sachem Capital Corp has good predictability. Overlapping area represents the amount of predictability between Sachem Capital time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 0.66 indicates that around 66.0% of current Sachem Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 |
Currently Active Assets on Macroaxis
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 Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
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.