Sst Wt Stock Market Value
| SST-WT Stock | 0.01 0 20.00% |
| Symbol | SST |
SST WT Price To Book Ratio
SST WT '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 SST WT'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 SST WT.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in SST WT on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding SST WT or generate 0.0% return on investment in SST WT over 720 days. SST WT is related to or competes with Copa Holdings, United Airlines, Delta Air, SkyWest, and Allegiant Travel. SST WT is entity of United States. It is traded as Stock on US exchange. More
SST WT 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 SST WT'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 SST WT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 24.32 | |||
| Value At Risk | (24.32) | |||
| Potential Upside | 13.82 |
SST WT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SST WT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SST WT's standard deviation. In reality, there are many statistical measures that can use SST WT historical prices to predict the future SST WT's volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (4.27) | |||
| Total Risk Alpha | (4.59) | |||
| Treynor Ratio | (1.72) |
SST WT Backtested Returns
SST WT owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.3, which indicates the firm had a -0.3% return per unit of standard deviation over the last 3 months. SST WT exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SST WT's risk adjusted performance of (0.25), and Variance of 169.48 to confirm the risk estimate we provide. The entity has a beta of 2.45, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SST WT will likely underperform. At this point, SST WT has a negative expected return of -3.6%. Please make sure to validate SST WT's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if SST WT performance from the past will be repeated at some future point.
Auto-correlation | 0.00 |
No correlation between past and present
SST WT has no correlation between past and present. Overlapping area represents the amount of predictability between SST WT time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th 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 SST WT price movement. The serial correlation of 0.0 indicates that just 0.0% of current SST WT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SST WT lagged returns against current returns
Autocorrelation, which is SST WT 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 SST WT's stock expected returns. We can calculate the autocorrelation of SST WT returns to help us make a trade decision. For example, suppose you find that SST WT 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 |
SST WT 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 SST WT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SST WT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SST WT stock over time.
Current vs Lagged Prices |
| Timeline |
SST WT Lagged Returns
When evaluating SST WT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SST WT stock have on its future price. SST WT 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, SST WT autocorrelation shows the relationship between SST WT stock current value and its past values and can show if there is a momentum factor associated with investing in SST WT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SST Stock Analysis
When running SST WT's price analysis, check to measure SST WT'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 SST WT is operating at the current time. Most of SST WT's value examination focuses on studying past and present price action to predict the probability of SST WT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SST WT's price. Additionally, you may evaluate how the addition of SST WT to your portfolios can decrease your overall portfolio volatility.