Sunrise Communications Ag Stock Market Value
| SNRE Stock | 47.31 0.26 0.55% |
| Symbol | Sunrise |
Is Diversified Telecommunication Services 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 Sunrise Communications. If investors know Sunrise 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 Sunrise Communications listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Sunrise Communications is measured differently than its book value, which is the value of Sunrise that is recorded on the company's balance sheet. Investors also form their own opinion of Sunrise Communications' value that differs from its market value or its book value, called intrinsic value, which is Sunrise Communications' 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 Sunrise Communications' market value can be influenced by many factors that don't directly affect Sunrise Communications' 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 Sunrise Communications' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sunrise Communications is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sunrise Communications' 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.
Sunrise Communications '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 Sunrise Communications' 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 Sunrise Communications.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Sunrise Communications on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Sunrise Communications AG or generate 0.0% return on investment in Sunrise Communications over 30 days. Sunrise Communications is related to or competes with Western Midstream, Major Drilling, Evergy,, American Electric, WEC Energy, Transocean, and Nabors Industries. Sable Natural Resources Corporationration, an independent oil and gas company, acquires, develops, and produces oil and natural gas reserves from wells in carbonate reservoirs. More
Sunrise Communications 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 Sunrise Communications' 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 Sunrise Communications AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0505 | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.8 |
Sunrise Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunrise Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunrise Communications' standard deviation. In reality, there are many statistical measures that can use Sunrise Communications historical prices to predict the future Sunrise Communications' volatility.| Risk Adjusted Performance | 0.0373 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | 0.117 | |||
| Sortino Ratio | 0.0557 | |||
| Treynor Ratio | 0.4874 |
Sunrise Communications Backtested Returns
At this point, Sunrise Communications is very steady. Sunrise Communications owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sunrise Communications AG, which you can use to evaluate the volatility of the company. Please validate Sunrise Communications' Semi Deviation of 1.48, risk adjusted performance of 0.0373, and Coefficient Of Variation of 2332.29 to confirm if the risk estimate we provide is consistent with the expected return of 0.0147%. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sunrise Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sunrise Communications is expected to be smaller as well. Sunrise Communications right now has a risk of 1.53%. Please validate Sunrise Communications value at risk, as well as the relationship between the skewness and day median price , to decide if Sunrise Communications will be following its existing price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Sunrise Communications AG has very good reverse predictability. Overlapping area represents the amount of predictability between Sunrise Communications time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Sunrise Communications price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Sunrise Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Sunrise Communications lagged returns against current returns
Autocorrelation, which is Sunrise Communications 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 Sunrise Communications' stock expected returns. We can calculate the autocorrelation of Sunrise Communications returns to help us make a trade decision. For example, suppose you find that Sunrise Communications 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 |
Sunrise Communications 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 Sunrise Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunrise Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunrise Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Sunrise Communications Lagged Returns
When evaluating Sunrise Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunrise Communications stock have on its future price. Sunrise Communications 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, Sunrise Communications autocorrelation shows the relationship between Sunrise Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Sunrise Communications AG.
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.When determining whether Sunrise Communications is a strong investment it is important to analyze Sunrise Communications' 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 Sunrise Communications' future performance. For an informed investment choice regarding Sunrise Stock, refer to the following important reports:Check out Sunrise Communications Correlation, Sunrise Communications Volatility and Sunrise Communications Alpha and Beta module to complement your research on Sunrise Communications. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Sunrise Communications 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.