Sumitomo Mitsui Financial Stock Market Value
| SMFG Stock | USD 15.90 0.42 2.71% |
| Symbol | Sumitomo |
Sumitomo Mitsui Financial Price To Book Ratio
Is Diversified Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sumitomo Mitsui. If investors know Sumitomo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sumitomo Mitsui listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.577 | Dividend Share 105 | Earnings Share 1.35 | Revenue Per Share | Quarterly Revenue Growth 0.072 |
The market value of Sumitomo Mitsui Financial is measured differently than its book value, which is the value of Sumitomo that is recorded on the company's balance sheet. Investors also form their own opinion of Sumitomo Mitsui's value that differs from its market value or its book value, called intrinsic value, which is Sumitomo Mitsui's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sumitomo Mitsui's market value can be influenced by many factors that don't directly affect Sumitomo Mitsui's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sumitomo Mitsui's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sumitomo Mitsui is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sumitomo Mitsui's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sumitomo Mitsui '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 Sumitomo Mitsui'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 Sumitomo Mitsui.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Sumitomo Mitsui on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Sumitomo Mitsui Financial or generate 0.0% return on investment in Sumitomo Mitsui over 90 days. Sumitomo Mitsui is related to or competes with Barclays PLC, Mitsubishi UFJ, ING Group, HSBC Holdings, Natwest Group, Banco Santander, and UBS Group. Sumitomo Mitsui Financial Group, Inc., together with its subsidiaries, provides commercial banking, leasing, securities,... More
Sumitomo Mitsui 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 Sumitomo Mitsui'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 Sumitomo Mitsui Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.1117 | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.69 |
Sumitomo Mitsui Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumitomo Mitsui's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumitomo Mitsui's standard deviation. In reality, there are many statistical measures that can use Sumitomo Mitsui historical prices to predict the future Sumitomo Mitsui's volatility.| Risk Adjusted Performance | 0.0282 | |||
| Jensen Alpha | 0.1704 | |||
| Total Risk Alpha | 0.2995 | |||
| Sortino Ratio | 0.1135 | |||
| Treynor Ratio | 0.0353 |
Sumitomo Mitsui Financial Backtested Returns
At this point, Sumitomo Mitsui is very steady. Sumitomo Mitsui Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0899, which indicates the firm had a 0.0899 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sumitomo Mitsui Financial, which you can use to evaluate the volatility of the company. Please validate Sumitomo Mitsui's Risk Adjusted Performance of 0.0282, semi deviation of 1.51, and Coefficient Of Variation of 3590.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sumitomo Mitsui has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.96, which indicates possible diversification benefits within a given portfolio. Sumitomo Mitsui returns are very sensitive to returns on the market. As the market goes up or down, Sumitomo Mitsui is expected to follow. Sumitomo Mitsui Financial right now has a risk of 1.66%. Please validate Sumitomo Mitsui downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Sumitomo Mitsui will be following its existing price patterns.
Auto-correlation | 0.42 |
Average predictability
Sumitomo Mitsui Financial has average predictability. Overlapping area represents the amount of predictability between Sumitomo Mitsui time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Sumitomo Mitsui Financial price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Sumitomo Mitsui price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Sumitomo Mitsui Financial lagged returns against current returns
Autocorrelation, which is Sumitomo Mitsui 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 Sumitomo Mitsui's stock expected returns. We can calculate the autocorrelation of Sumitomo Mitsui returns to help us make a trade decision. For example, suppose you find that Sumitomo Mitsui 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 |
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Sumitomo Mitsui 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 Sumitomo Mitsui stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumitomo Mitsui stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumitomo Mitsui stock over time.
Current vs Lagged Prices |
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Sumitomo Mitsui Lagged Returns
When evaluating Sumitomo Mitsui's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumitomo Mitsui stock have on its future price. Sumitomo Mitsui 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, Sumitomo Mitsui autocorrelation shows the relationship between Sumitomo Mitsui stock current value and its past values and can show if there is a momentum factor associated with investing in Sumitomo Mitsui Financial.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Sumitomo Mitsui Financial is a strong investment it is important to analyze Sumitomo Mitsui's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sumitomo Mitsui's future performance. For an informed investment choice regarding Sumitomo Stock, refer to the following important reports:Check out Sumitomo Mitsui Correlation, Sumitomo Mitsui Volatility and Sumitomo Mitsui Alpha and Beta module to complement your research on Sumitomo Mitsui. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Sumitomo Mitsui technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.