Samsung Electronics Co Stock Market Value
| SSNLF Stock | USD 40.60 0.00 0.00% |
| Symbol | Samsung |
Samsung Electronics '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 Samsung Electronics' 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 Samsung Electronics.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Samsung Electronics on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Samsung Electronics Co or generate 0.0% return on investment in Samsung Electronics over 60 days. Samsung Electronics is related to or competes with Universal Electronics, Vizio Holding, VOXX International, Sony Group, TCL Electronics, Sharp Corp, and Sony Corp. Samsung Electronics Co., Ltd. engages in the consumer electronics, information technology and mobile communications, and... More
Samsung Electronics 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 Samsung Electronics' 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 Samsung Electronics Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.40) | |||
| Maximum Drawdown | 0.6695 |
Samsung Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsung Electronics' standard deviation. In reality, there are many statistical measures that can use Samsung Electronics historical prices to predict the future Samsung Electronics' volatility.| Risk Adjusted Performance | 0.0113 | |||
| Jensen Alpha | 0.0012 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.02) |
Samsung Electronics Backtested Returns
At this point, Samsung Electronics is very steady. Samsung Electronics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Samsung Electronics Co, which you can use to evaluate the volatility of the company. Please validate Samsung Electronics' Variance of 0.0068, coefficient of variation of 812.4, and Risk Adjusted Performance of 0.0113 to confirm if the risk estimate we provide is consistent with the expected return of 0.0106%. Samsung Electronics has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.0094, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samsung Electronics are expected to decrease at a much lower rate. During the bear market, Samsung Electronics is likely to outperform the market. Samsung Electronics right now has a risk of 0.0843%. Please validate Samsung Electronics information ratio and kurtosis , to decide if Samsung Electronics will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Samsung Electronics Co has no correlation between past and present. Overlapping area represents the amount of predictability between Samsung Electronics time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th of November 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 Samsung Electronics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Samsung Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Samsung Electronics lagged returns against current returns
Autocorrelation, which is Samsung Electronics 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 Samsung Electronics' pink sheet expected returns. We can calculate the autocorrelation of Samsung Electronics returns to help us make a trade decision. For example, suppose you find that Samsung Electronics 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 |
Samsung Electronics 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 Samsung Electronics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsung Electronics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsung Electronics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Samsung Electronics Lagged Returns
When evaluating Samsung Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsung Electronics pink sheet have on its future price. Samsung Electronics 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, Samsung Electronics autocorrelation shows the relationship between Samsung Electronics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Samsung Electronics Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Samsung Pink Sheet
Samsung Electronics financial ratios help investors to determine whether Samsung 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 Samsung with respect to the benefits of owning Samsung Electronics security.