Sino Land Co Stock Market Value
| SNLAY Stock | USD 5.44 0.29 5.63% |
| Symbol | Sino |
Sino Land '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 Sino Land'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 Sino Land.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sino Land on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sino Land Co or generate 0.0% return on investment in Sino Land over 90 days. Sino Land is related to or competes with Wharf Holdings, Hong Kong, Sun Hung, International Land, Sun Hung, Daiwa House, and China Overseas. Sino Land Company Limited, an investment holding company, invests in, develops, manages, and trades in properties More
Sino Land 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 Sino Land'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 Sino Land Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.81 | |||
| Information Ratio | 0.0846 | |||
| Maximum Drawdown | 20.25 | |||
| Value At Risk | (4.50) | |||
| Potential Upside | 6.68 |
Sino Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sino Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sino Land's standard deviation. In reality, there are many statistical measures that can use Sino Land historical prices to predict the future Sino Land's volatility.| Risk Adjusted Performance | 0.0567 | |||
| Jensen Alpha | 0.1843 | |||
| Total Risk Alpha | 0.6297 | |||
| Sortino Ratio | 0.0782 | |||
| Treynor Ratio | (4.53) |
Sino Land Backtested Returns
Sino Land appears to be moderately volatile, given 3 months investment horizon. Sino Land owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0565, which indicates the firm had a 0.0565 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sino Land Co, which you can use to evaluate the volatility of the company. Please review Sino Land's Coefficient Of Variation of 1769.73, risk adjusted performance of 0.0567, and Semi Deviation of 3.08 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sino Land holds a performance score of 4. The entity has a beta of -0.0417, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sino Land are expected to decrease at a much lower rate. During the bear market, Sino Land is likely to outperform the market. Please check Sino Land's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Sino Land's existing price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
Sino Land Co has weak predictability. Overlapping area represents the amount of predictability between Sino Land time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Sino Land price movement. The serial correlation of 0.22 indicates that over 22.0% of current Sino Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Sino Land lagged returns against current returns
Autocorrelation, which is Sino Land 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 Sino Land's pink sheet expected returns. We can calculate the autocorrelation of Sino Land returns to help us make a trade decision. For example, suppose you find that Sino Land 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 |
Sino Land 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 Sino Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sino Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sino Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sino Land Lagged Returns
When evaluating Sino Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sino Land pink sheet have on its future price. Sino Land 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, Sino Land autocorrelation shows the relationship between Sino Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sino Land Co.
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 Sino Pink Sheet Analysis
When running Sino Land's price analysis, check to measure Sino Land'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 Sino Land is operating at the current time. Most of Sino Land's value examination focuses on studying past and present price action to predict the probability of Sino Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sino Land's price. Additionally, you may evaluate how the addition of Sino Land to your portfolios can decrease your overall portfolio volatility.