Sinch AB (Sweden) Market Value
| SINCH Stock | SEK 22.26 0.10 0.45% |
| Symbol | Sinch |
Sinch AB '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 Sinch AB'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 Sinch AB.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sinch AB on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sinch AB or generate 0.0% return on investment in Sinch AB over 90 days. Sinch AB is related to or competes with Embracer Group, SBB-B, Evolution, Stillfront Group, and Hexatronic Group. Sinch AB provides cloud communications services and solutions for enterprises and mobile operators in Sweden, France, th... More
Sinch AB 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 Sinch AB'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 Sinch AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 25.59 | |||
| Value At Risk | (4.71) | |||
| Potential Upside | 5.3 |
Sinch AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sinch AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sinch AB's standard deviation. In reality, there are many statistical measures that can use Sinch AB historical prices to predict the future Sinch AB's volatility.| Risk Adjusted Performance | 0.0514 | |||
| Jensen Alpha | 0.1751 | |||
| Total Risk Alpha | 0.5964 | |||
| Sortino Ratio | 0.0933 | |||
| Treynor Ratio | 1.64 |
Sinch AB Backtested Returns
Currently, Sinch AB is not too volatile. Sinch AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0432, which indicates the firm had a 0.0432 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sinch AB, which you can use to evaluate the volatility of the company. Please validate Sinch AB's Coefficient Of Variation of 1980.99, semi deviation of 2.61, and Risk Adjusted Performance of 0.0514 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sinch AB has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sinch AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sinch AB is expected to be smaller as well. Sinch AB right now has a risk of 3.52%. Please validate Sinch AB maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Sinch AB will be following its existing price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Sinch AB has good reverse predictability. Overlapping area represents the amount of predictability between Sinch AB time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Sinch AB price movement. The serial correlation of -0.54 indicates that about 54.0% of current Sinch AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.73 |
Sinch AB lagged returns against current returns
Autocorrelation, which is Sinch AB 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 Sinch AB's stock expected returns. We can calculate the autocorrelation of Sinch AB returns to help us make a trade decision. For example, suppose you find that Sinch AB 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 |
Sinch AB 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 Sinch AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sinch AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sinch AB stock over time.
Current vs Lagged Prices |
| Timeline |
Sinch AB Lagged Returns
When evaluating Sinch AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sinch AB stock have on its future price. Sinch AB 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, Sinch AB autocorrelation shows the relationship between Sinch AB stock current value and its past values and can show if there is a momentum factor associated with investing in Sinch AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sinch Stock Analysis
When running Sinch AB's price analysis, check to measure Sinch AB'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 Sinch AB is operating at the current time. Most of Sinch AB's value examination focuses on studying past and present price action to predict the probability of Sinch AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sinch AB's price. Additionally, you may evaluate how the addition of Sinch AB to your portfolios can decrease your overall portfolio volatility.