Suro Capital Corp Stock Market Value
| SSSS Stock | USD 6.34 0.15 2.42% |
| Symbol | SuRo |
SuRo Capital Corp Price To Book Ratio
Is Asset Management & Custody Banks 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 SuRo Capital. If investors know SuRo 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 SuRo Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.76) | Earnings Share (1.93) | Revenue Per Share 0.242 | Quarterly Revenue Growth (0.39) | Return On Assets (0.02) |
The market value of SuRo Capital Corp is measured differently than its book value, which is the value of SuRo that is recorded on the company's balance sheet. Investors also form their own opinion of SuRo Capital's value that differs from its market value or its book value, called intrinsic value, which is SuRo Capital's 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 SuRo Capital's market value can be influenced by many factors that don't directly affect SuRo Capital's 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 SuRo Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if SuRo Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SuRo Capital's 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.
SuRo Capital '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 SuRo Capital'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 SuRo Capital.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in SuRo Capital on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding SuRo Capital Corp or generate 0.0% return on investment in SuRo Capital over 30 days. SuRo Capital is related to or competes with Brightsphere Investment, Blackrock Muniholdings, Putnam Managed, Investcorp Credit, P10, BlackRock TCP, and Triplepoint Venture. The firm seeks to invest in growing, late stage, venture capital-backed private companies More
SuRo Capital 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 SuRo Capital'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 SuRo Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | 0.178 | |||
| Maximum Drawdown | 33.1 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.41 |
SuRo Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SuRo Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SuRo Capital's standard deviation. In reality, there are many statistical measures that can use SuRo Capital historical prices to predict the future SuRo Capital's volatility.| Risk Adjusted Performance | 0.1545 | |||
| Jensen Alpha | 0.7837 | |||
| Total Risk Alpha | 0.3165 | |||
| Sortino Ratio | 0.2935 | |||
| Treynor Ratio | 1.33 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SuRo Capital'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.
SuRo Capital Corp Backtested Returns
SuRo Capital appears to be moderately volatile, given 3 months investment horizon. SuRo Capital Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2% return per unit of standard deviation over the last 3 months. By inspecting SuRo Capital's technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please review SuRo Capital's risk adjusted performance of 0.1545, and Coefficient Of Variation of 495.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SuRo Capital holds a performance score of 15. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SuRo Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding SuRo Capital is expected to be smaller as well. Please check SuRo Capital's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether SuRo Capital's existing price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
SuRo Capital Corp has modest predictability. Overlapping area represents the amount of predictability between SuRo Capital time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 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 SuRo Capital Corp price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current SuRo Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
SuRo Capital Corp lagged returns against current returns
Autocorrelation, which is SuRo Capital 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 SuRo Capital's stock expected returns. We can calculate the autocorrelation of SuRo Capital returns to help us make a trade decision. For example, suppose you find that SuRo Capital 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 |
SuRo Capital 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 SuRo Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SuRo Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SuRo Capital stock over time.
Current vs Lagged Prices |
| Timeline |
SuRo Capital Lagged Returns
When evaluating SuRo Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SuRo Capital stock have on its future price. SuRo Capital 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, SuRo Capital autocorrelation shows the relationship between SuRo Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SuRo Capital Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SuRo Stock Analysis
When running SuRo Capital's price analysis, check to measure SuRo Capital'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 SuRo Capital is operating at the current time. Most of SuRo Capital's value examination focuses on studying past and present price action to predict the probability of SuRo Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SuRo Capital's price. Additionally, you may evaluate how the addition of SuRo Capital to your portfolios can decrease your overall portfolio volatility.