Sgd Holdings Stock Market Value
| SGDH Stock | USD 0 0 26.32% |
| Symbol | Sgd |
Sgd Holdings '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 Sgd Holdings' pink sheet 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 Sgd Holdings.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Sgd Holdings on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Sgd Holdings or generate 0.0% return on investment in Sgd Holdings over 30 days. Sgd Holdings is related to or competes with Experian Plc, Equifax, TransUnion, Booz Allen, SGS SA, and Bureau Veritas. SGD Holdings, Ltd., through its subsidiary, Eco Paper, Inc., develops, markets, and sells paper and paper products from ... More
Sgd Holdings 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 Sgd Holdings' pink sheet 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 Sgd Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.81 | |||
| Information Ratio | 0.0913 | |||
| Maximum Drawdown | 71.07 | |||
| Value At Risk | (22.86) | |||
| Potential Upside | 33.33 |
Sgd Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sgd Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sgd Holdings' standard deviation. In reality, there are many statistical measures that can use Sgd Holdings historical prices to predict the future Sgd Holdings' volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 1.2 | |||
| Total Risk Alpha | (0.84) | |||
| Sortino Ratio | 0.0769 | |||
| Treynor Ratio | 0.7829 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sgd Holdings' 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.
Sgd Holdings Backtested Returns
Sgd Holdings is out of control given 3 months investment horizon. Sgd Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.45% are justified by taking the suggested risk. Use Sgd Holdings Semi Deviation of 9.13, coefficient of variation of 999.25, and Risk Adjusted Performance of 0.0818 to evaluate company specific risk that cannot be diversified away. Sgd Holdings holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 1.8, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sgd Holdings will likely underperform. Use Sgd Holdings jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to analyze future returns on Sgd Holdings.
Auto-correlation | 0.22 |
Weak predictability
Sgd Holdings has weak predictability. Overlapping area represents the amount of predictability between Sgd Holdings time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Sgd Holdings price movement. The serial correlation of 0.22 indicates that over 22.0% of current Sgd Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sgd Holdings lagged returns against current returns
Autocorrelation, which is Sgd Holdings pink sheet'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 Sgd Holdings' pink sheet expected returns. We can calculate the autocorrelation of Sgd Holdings returns to help us make a trade decision. For example, suppose you find that Sgd Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Sgd Holdings 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 Sgd Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sgd Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sgd Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sgd Holdings Lagged Returns
When evaluating Sgd Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sgd Holdings pink sheet have on its future price. Sgd Holdings 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, Sgd Holdings autocorrelation shows the relationship between Sgd Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sgd Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sgd Pink Sheet
Sgd Holdings financial ratios help investors to determine whether Sgd Pink Sheet 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 Sgd with respect to the benefits of owning Sgd Holdings security.