Sipp Industries New Stock Market Value
| SIPC Stock | USD 0 0.0002 25.00% |
| Symbol | Sipp |
Sipp Industries '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 Sipp Industries' 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 Sipp Industries.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Sipp Industries on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Sipp Industries New or generate 0.0% return on investment in Sipp Industries over 720 days. Sipp Industries is related to or competes with Innovate Corp. , a conglomerate company, engages in technology, import and export, and distribution of commercial and consumer products More
Sipp Industries 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 Sipp Industries' 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 Sipp Industries New upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.62 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 135.95 | |||
| Value At Risk | (29.41) | |||
| Potential Upside | 33.33 |
Sipp Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sipp Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sipp Industries' standard deviation. In reality, there are many statistical measures that can use Sipp Industries historical prices to predict the future Sipp Industries' volatility.| Risk Adjusted Performance | 0.0787 | |||
| Jensen Alpha | 2.0 | |||
| Total Risk Alpha | 2.71 | |||
| Sortino Ratio | 0.0871 | |||
| Treynor Ratio | (1.55) |
Sipp Industries New Backtested Returns
Sipp Industries appears to be out of control, given 3 months investment horizon. Sipp Industries New owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0464, which indicates the firm had a 0.0464 % return per unit of risk over the last 3 months. By inspecting Sipp Industries' technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please review Sipp Industries' Semi Deviation of 12.73, coefficient of variation of 1066.87, and Risk Adjusted Performance of 0.0787 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sipp Industries holds a performance score of 3. The entity has a beta of -1.31, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sipp Industries are expected to decrease by larger amounts. On the other hand, during market turmoil, Sipp Industries is expected to outperform it. Please check Sipp Industries' maximum drawdown and the relationship between the semi variance and price action indicator , to make a quick decision on whether Sipp Industries' existing price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Sipp Industries New has modest predictability. Overlapping area represents the amount of predictability between Sipp Industries time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Sipp Industries New price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Sipp Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sipp Industries New lagged returns against current returns
Autocorrelation, which is Sipp Industries 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 Sipp Industries' pink sheet expected returns. We can calculate the autocorrelation of Sipp Industries returns to help us make a trade decision. For example, suppose you find that Sipp Industries 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 |
Sipp Industries 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 Sipp Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sipp Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sipp Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sipp Industries Lagged Returns
When evaluating Sipp Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sipp Industries pink sheet have on its future price. Sipp Industries 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, Sipp Industries autocorrelation shows the relationship between Sipp Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sipp Industries New.
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.Other Information on Investing in Sipp Pink Sheet
Sipp Industries financial ratios help investors to determine whether Sipp 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 Sipp with respect to the benefits of owning Sipp Industries security.