Slm Corp Pb Preferred Stock Market Value
| SLMBP Preferred Stock | USD 74.99 0.67 0.90% |
| Symbol | SLM |
SLM Corp '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 SLM Corp's preferred 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 SLM Corp.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in SLM Corp on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding SLM Corp Pb or generate 0.0% return on investment in SLM Corp over 90 days. SLM Corp is related to or competes with Federal Agricultural, Federal Agricultural, Federal Agricultural, Federal Agricultural, Federal Agricultural, FirstCash, and Navient Corp. SLM Corporation, through its subsidiaries, originates and services private education loans to students and their familie... More
SLM Corp 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 SLM Corp's preferred 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 SLM Corp Pb upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3654 | |||
| Information Ratio | 0.386 | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.9015 |
SLM Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLM Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLM Corp's standard deviation. In reality, there are many statistical measures that can use SLM Corp historical prices to predict the future SLM Corp's volatility.| Risk Adjusted Performance | 0.1134 | |||
| Jensen Alpha | 0.0544 | |||
| Total Risk Alpha | 0.0996 | |||
| Sortino Ratio | 0.4311 | |||
| Treynor Ratio | 0.9014 |
SLM Corp Pb Backtested Returns
Currently, SLM Corp Pb is very steady. SLM Corp Pb owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for SLM Corp Pb, which you can use to evaluate the volatility of the company. Please validate SLM Corp's coefficient of variation of 697.72, and Risk Adjusted Performance of 0.1134 to confirm if the risk estimate we provide is consistent with the expected return of 0.0585%. SLM Corp has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.0538, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SLM Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding SLM Corp is expected to be smaller as well. SLM Corp Pb currently has a risk of 0.41%. Please validate SLM Corp expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if SLM Corp will be following its existing price patterns.
Auto-correlation | 0.25 |
Poor predictability
SLM Corp Pb has poor predictability. Overlapping area represents the amount of predictability between SLM Corp 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 SLM Corp Pb price movement. The serial correlation of 0.25 indicates that over 25.0% of current SLM Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
SLM Corp Pb lagged returns against current returns
Autocorrelation, which is SLM Corp preferred 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 SLM Corp's preferred stock expected returns. We can calculate the autocorrelation of SLM Corp returns to help us make a trade decision. For example, suppose you find that SLM Corp has exhibited high autocorrelation historically, and you observe that the preferred 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 |
SLM Corp 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 SLM Corp preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLM Corp preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLM Corp preferred stock over time.
Current vs Lagged Prices |
| Timeline |
SLM Corp Lagged Returns
When evaluating SLM Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLM Corp preferred stock have on its future price. SLM Corp 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, SLM Corp autocorrelation shows the relationship between SLM Corp preferred stock current value and its past values and can show if there is a momentum factor associated with investing in SLM Corp Pb.
Regressed Prices |
| Timeline |
Additional Tools for SLM Preferred Stock Analysis
When running SLM Corp's price analysis, check to measure SLM Corp'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 SLM Corp is operating at the current time. Most of SLM Corp's value examination focuses on studying past and present price action to predict the probability of SLM Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLM Corp's price. Additionally, you may evaluate how the addition of SLM Corp to your portfolios can decrease your overall portfolio volatility.