Sms Co, Stock Market Value
| SMSSY Stock | 5.33 0.00 0.00% |
| Symbol | SMS |
SMS Co, '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 SMS Co,'s 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 SMS Co,.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in SMS Co, on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding SMS Co, or generate 0.0% return on investment in SMS Co, over 450 days.
SMS Co, 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 SMS Co,'s 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 SMS Co, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.49 | |||
| Information Ratio | 0.0323 | |||
| Maximum Drawdown | 37.72 | |||
| Value At Risk | (6.11) | |||
| Potential Upside | 5.13 |
SMS Co, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMS Co,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SMS Co,'s standard deviation. In reality, there are many statistical measures that can use SMS Co, historical prices to predict the future SMS Co,'s volatility.| Risk Adjusted Performance | 0.0396 | |||
| Jensen Alpha | 0.2592 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0224 | |||
| Treynor Ratio | 0.9128 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SMS Co,'s price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SMS Co, Backtested Returns
SMS Co, owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of standard deviation over the last 3 months. SMS Co, exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SMS Co,'s risk adjusted performance of 0.0396, and Coefficient Of Variation of 2600.96 to confirm the risk estimate we provide. The entity has a beta of 0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SMS Co,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding SMS Co, is expected to be smaller as well. At this point, SMS Co, has a negative expected return of -0.51%. Please make sure to validate SMS Co,'s semi variance, and the relationship between the value at risk and kurtosis , to decide if SMS Co, performance from the past will be repeated at some future point.
Auto-correlation | 0.56 |
Modest predictability
SMS Co, has modest predictability. Overlapping area represents the amount of predictability between SMS Co, time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th 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 SMS Co, price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current SMS Co, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.84 |
SMS Co, lagged returns against current returns
Autocorrelation, which is SMS Co, 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 SMS Co,'s pink sheet expected returns. We can calculate the autocorrelation of SMS Co, returns to help us make a trade decision. For example, suppose you find that SMS Co, 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 |
SMS Co, 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 SMS Co, pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SMS Co, pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SMS Co, pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SMS Co, Lagged Returns
When evaluating SMS Co,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SMS Co, pink sheet have on its future price. SMS Co, 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, SMS Co, autocorrelation shows the relationship between SMS Co, pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SMS Co,.
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.Additional Tools for SMS Pink Sheet Analysis
When running SMS Co,'s price analysis, check to measure SMS Co,'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 SMS Co, is operating at the current time. Most of SMS Co,'s value examination focuses on studying past and present price action to predict the probability of SMS Co,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SMS Co,'s price. Additionally, you may evaluate how the addition of SMS Co, to your portfolios can decrease your overall portfolio volatility.