SL Private (UK) Market Value
| SLPE Stock | 535.00 2.00 0.38% |
| Symbol | SLPE |
SL Private '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 SL Private'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 SL Private.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in SL Private on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding SL Private Equity or generate 0.0% return on investment in SL Private over 30 days. SL Private is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, State Bank, SoftBank Group, and Reliance Industries. SL Private is entity of United Kingdom. It is traded as Stock on LSE exchange. More
SL Private 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 SL Private'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 SL Private Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 5.42 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.89 |
SL Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SL Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SL Private's standard deviation. In reality, there are many statistical measures that can use SL Private historical prices to predict the future SL Private's volatility.| Risk Adjusted Performance | (0.0004) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.04) |
SL Private Equity Backtested Returns
SL Private Equity retains Efficiency (Sharpe Ratio) of -0.0283, which indicates the firm had a -0.0283% return per unit of price deviation over the last 3 months. SL Private exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SL Private's Standard Deviation of 1.23, risk adjusted performance of (0.0004), and Mean Deviation of 0.9771 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SL Private's returns are expected to increase less than the market. However, during the bear market, the loss of holding SL Private is expected to be smaller as well. At this point, SL Private Equity has a negative expected return of -0.0335%. Please make sure to validate SL Private's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SL Private Equity performance from the past will be repeated sooner or later.
Auto-correlation | -0.29 |
Weak reverse predictability
SL Private Equity has weak reverse predictability. Overlapping area represents the amount of predictability between SL Private time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 SL Private Equity price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current SL Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 15.92 |
SL Private Equity lagged returns against current returns
Autocorrelation, which is SL Private 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 SL Private's stock expected returns. We can calculate the autocorrelation of SL Private returns to help us make a trade decision. For example, suppose you find that SL Private 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 |
SL Private 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 SL Private stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SL Private stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SL Private stock over time.
Current vs Lagged Prices |
| Timeline |
SL Private Lagged Returns
When evaluating SL Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SL Private stock have on its future price. SL Private 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, SL Private autocorrelation shows the relationship between SL Private stock current value and its past values and can show if there is a momentum factor associated with investing in SL Private Equity.
Regressed Prices |
| Timeline |
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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.Additional Tools for SLPE Stock Analysis
When running SL Private's price analysis, check to measure SL Private'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 SL Private is operating at the current time. Most of SL Private's value examination focuses on studying past and present price action to predict the probability of SL Private's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SL Private's price. Additionally, you may evaluate how the addition of SL Private to your portfolios can decrease your overall portfolio volatility.