Sm Prime Holdings Stock Market Value
| SPHXF Stock | USD 0.40 0.05 11.11% |
| Symbol | SPHXF |
SM Prime '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 SM Prime'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 SM Prime.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in SM Prime on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding SM Prime Holdings or generate 0.0% return on investment in SM Prime over 90 days. SM Prime is related to or competes with Comstock Holding, and St Joe. SM Prime Holdings, Inc., together with its subsidiaries, engages in the property development business in the Philippines... More
SM Prime 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 SM Prime'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 SM Prime Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.17 |
SM Prime Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SM Prime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SM Prime's standard deviation. In reality, there are many statistical measures that can use SM Prime historical prices to predict the future SM Prime's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.6176 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SM Prime'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.
SM Prime Holdings Backtested Returns
SM Prime Holdings retains Efficiency (Sharpe Ratio) of -0.15, which indicates the firm had a -0.15 % return per unit of price deviation over the last 3 months. SM Prime exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SM Prime's Mean Deviation of 0.3904, standard deviation of 1.39, and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SM Prime are expected to decrease at a much lower rate. During the bear market, SM Prime is likely to outperform the market. At this point, SM Prime Holdings has a negative expected return of -0.22%. Please make sure to validate SM Prime's variance, as well as the relationship between the kurtosis and price action indicator , to decide if SM Prime Holdings performance from the past will be repeated sooner or later.
Auto-correlation | 0.00 |
No correlation between past and present
SM Prime Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between SM Prime 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 SM Prime Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current SM Prime price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SM Prime Holdings lagged returns against current returns
Autocorrelation, which is SM Prime 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 SM Prime's pink sheet expected returns. We can calculate the autocorrelation of SM Prime returns to help us make a trade decision. For example, suppose you find that SM Prime 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 |
SM Prime 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 SM Prime pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SM Prime pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SM Prime pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SM Prime Lagged Returns
When evaluating SM Prime's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SM Prime pink sheet have on its future price. SM Prime 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, SM Prime autocorrelation shows the relationship between SM Prime pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SM Prime Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SPHXF Pink Sheet
SM Prime financial ratios help investors to determine whether SPHXF Pink Sheet 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 SPHXF with respect to the benefits of owning SM Prime security.