Sporting Clube (Portugal) Market Value
| SCP Stock | EUR 0.96 0.01 1.03% |
| Symbol | Sporting |
Sporting Clube '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 Sporting Clube'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 Sporting Clube.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Sporting Clube on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sporting Clube de or generate 0.0% return on investment in Sporting Clube over 30 days. Sporting Clube is related to or competes with Benfica, Futebol Clube, AFC Ajax, Sporting Clube, and Corticeira Amorim. More
Sporting Clube 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 Sporting Clube'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 Sporting Clube de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 6.0E-4 | |||
| Maximum Drawdown | 11.2 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.3 |
Sporting Clube Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sporting Clube's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sporting Clube's standard deviation. In reality, there are many statistical measures that can use Sporting Clube historical prices to predict the future Sporting Clube's volatility.| Risk Adjusted Performance | 0.0426 | |||
| Jensen Alpha | 0.1512 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 4.0E-4 | |||
| Treynor Ratio | (0.14) |
Sporting Clube de Backtested Returns
Currently, Sporting Clube de is dangerous. Sporting Clube de owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0582, which indicates the firm had a 0.0582% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sporting Clube de, which you can use to evaluate the volatility of the company. Please validate Sporting Clube's Semi Deviation of 1.51, coefficient of variation of 2005.93, and Risk Adjusted Performance of 0.0426 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Sporting Clube has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sporting Clube are expected to decrease at a much lower rate. During the bear market, Sporting Clube is likely to outperform the market. Sporting Clube de right now has a risk of 2.03%. Please validate Sporting Clube potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Sporting Clube will be following its existing price patterns.
Auto-correlation | 0.20 |
Weak predictability
Sporting Clube de has weak predictability. Overlapping area represents the amount of predictability between Sporting Clube time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Sporting Clube de price movement. The serial correlation of 0.2 indicates that over 20.0% of current Sporting Clube price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sporting Clube de lagged returns against current returns
Autocorrelation, which is Sporting Clube 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 Sporting Clube's stock expected returns. We can calculate the autocorrelation of Sporting Clube returns to help us make a trade decision. For example, suppose you find that Sporting Clube 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 |
Sporting Clube 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 Sporting Clube stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sporting Clube stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sporting Clube stock over time.
Current vs Lagged Prices |
| Timeline |
Sporting Clube Lagged Returns
When evaluating Sporting Clube's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sporting Clube stock have on its future price. Sporting Clube 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, Sporting Clube autocorrelation shows the relationship between Sporting Clube stock current value and its past values and can show if there is a momentum factor associated with investing in Sporting Clube de.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Sporting Stock Analysis
When running Sporting Clube's price analysis, check to measure Sporting Clube's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sporting Clube is operating at the current time. Most of Sporting Clube's value examination focuses on studying past and present price action to predict the probability of Sporting Clube's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sporting Clube's price. Additionally, you may evaluate how the addition of Sporting Clube to your portfolios can decrease your overall portfolio volatility.