Suny Cellular (Israel) Market Value
| SNCM Stock | 130.20 2.10 1.59% |
| Symbol | Suny |
Suny Cellular '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 Suny Cellular'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 Suny Cellular.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Suny Cellular on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Suny Cellular Communication or generate 0.0% return on investment in Suny Cellular over 90 days. Suny Cellular is related to or competes with Palram, Shagrir Group, EN Shoham, Lapidoth, and Shufersal. Suny Cellular Communication Ltd imports and distributes cellular phones and related accessories More
Suny Cellular 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 Suny Cellular'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 Suny Cellular Communication upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.2104 | |||
| Maximum Drawdown | 13.17 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 4.0 |
Suny Cellular Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suny Cellular's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suny Cellular's standard deviation. In reality, there are many statistical measures that can use Suny Cellular historical prices to predict the future Suny Cellular's volatility.| Risk Adjusted Performance | 0.1519 | |||
| Jensen Alpha | 0.357 | |||
| Total Risk Alpha | 0.6638 | |||
| Sortino Ratio | 0.2652 | |||
| Treynor Ratio | (2.22) |
Suny Cellular Commun Backtested Returns
At this point, Suny Cellular is very steady. Suny Cellular Commun owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0403, which indicates the firm had a 0.0403 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Suny Cellular Communication, which you can use to evaluate the volatility of the company. Please validate Suny Cellular's Coefficient Of Variation of 597.55, risk adjusted performance of 0.1519, and Semi Deviation of 1.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.0834%. Suny Cellular has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Suny Cellular are expected to decrease at a much lower rate. During the bear market, Suny Cellular is likely to outperform the market. Suny Cellular Commun right now has a risk of 2.07%. Please validate Suny Cellular total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Suny Cellular will be following its existing price patterns.
Auto-correlation | 0.53 |
Modest predictability
Suny Cellular Communication has modest predictability. Overlapping area represents the amount of predictability between Suny Cellular time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Suny Cellular Commun price movement. The serial correlation of 0.53 indicates that about 53.0% of current Suny Cellular price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 10.82 |
Suny Cellular Commun lagged returns against current returns
Autocorrelation, which is Suny Cellular 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 Suny Cellular's stock expected returns. We can calculate the autocorrelation of Suny Cellular returns to help us make a trade decision. For example, suppose you find that Suny Cellular 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 |
Suny Cellular 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 Suny Cellular stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suny Cellular stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suny Cellular stock over time.
Current vs Lagged Prices |
| Timeline |
Suny Cellular Lagged Returns
When evaluating Suny Cellular's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suny Cellular stock have on its future price. Suny Cellular 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, Suny Cellular autocorrelation shows the relationship between Suny Cellular stock current value and its past values and can show if there is a momentum factor associated with investing in Suny Cellular Communication.
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.Other Information on Investing in Suny Stock
Suny Cellular financial ratios help investors to determine whether Suny Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Suny with respect to the benefits of owning Suny Cellular security.