Sandon Capital (Australia) Market Value
| SNC Stock | 0.77 0.01 1.28% |
| Symbol | Sandon |
Sandon Capital '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 Sandon Capital'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 Sandon Capital.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Sandon Capital on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Sandon Capital Investments or generate 0.0% return on investment in Sandon Capital over 30 days. Sandon Capital is related to or competes with Australian Foundation, GQG Partners, MFF Capital, Metrics Master, L1 Long, Wam Leaders, and Wam Capital. Sandon Capital is entity of Australia. It is traded as Stock on AU exchange. More
Sandon Capital 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 Sandon Capital'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 Sandon Capital Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.6 |
Sandon Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sandon Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sandon Capital's standard deviation. In reality, there are many statistical measures that can use Sandon Capital historical prices to predict the future Sandon Capital's volatility.| Risk Adjusted Performance | 0.0536 | |||
| Jensen Alpha | 0.0584 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.4337 |
Sandon Capital Inves Backtested Returns
Currently, Sandon Capital Investments is very risky. Sandon Capital Inves owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0503, which indicates the firm had a 0.0503% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sandon Capital Investments, which you can use to evaluate the volatility of the company. Please validate Sandon Capital's Risk Adjusted Performance of 0.0536, coefficient of variation of 1554.7, and Semi Deviation of 1.08 to confirm if the risk estimate we provide is consistent with the expected return of 0.0699%. Sandon Capital has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sandon Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sandon Capital is expected to be smaller as well. Sandon Capital Inves right now has a risk of 1.39%. Please validate Sandon Capital treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Sandon Capital will be following its existing price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
Sandon Capital Investments has poor reverse predictability. Overlapping area represents the amount of predictability between Sandon Capital time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Sandon Capital Inves price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Sandon Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sandon Capital Inves lagged returns against current returns
Autocorrelation, which is Sandon Capital 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 Sandon Capital's stock expected returns. We can calculate the autocorrelation of Sandon Capital returns to help us make a trade decision. For example, suppose you find that Sandon Capital 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 |
Sandon Capital 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 Sandon Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sandon Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sandon Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Sandon Capital Lagged Returns
When evaluating Sandon Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sandon Capital stock have on its future price. Sandon Capital 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, Sandon Capital autocorrelation shows the relationship between Sandon Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Sandon Capital Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sandon Stock Analysis
When running Sandon Capital's price analysis, check to measure Sandon Capital'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 Sandon Capital is operating at the current time. Most of Sandon Capital's value examination focuses on studying past and present price action to predict the probability of Sandon Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandon Capital's price. Additionally, you may evaluate how the addition of Sandon Capital to your portfolios can decrease your overall portfolio volatility.