Supermarket Income (UK) Market Value
| SUPR Stock | 70.80 0.80 1.12% |
| Symbol | Supermarket |
Supermarket Income '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 Supermarket Income'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 Supermarket Income.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Supermarket Income on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Supermarket Income REIT or generate 0.0% return on investment in Supermarket Income over 30 days. Supermarket Income is related to or competes with Pets At, MTI Wireless, Beazer Homes, Fortune Brands, Darden Restaurants, and Various Eateries. Supermarket Income is entity of United Kingdom More
Supermarket Income 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 Supermarket Income'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 Supermarket Income REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0589 | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.11 |
Supermarket Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Supermarket Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Supermarket Income's standard deviation. In reality, there are many statistical measures that can use Supermarket Income historical prices to predict the future Supermarket Income's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0677 | |||
| Total Risk Alpha | 0.0775 | |||
| Sortino Ratio | 0.0645 | |||
| Treynor Ratio | 0.406 |
Supermarket Income REIT Backtested Returns
Currently, Supermarket Income REIT is very steady. Supermarket Income REIT owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0413, which indicates the firm had a 0.0413 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Supermarket Income REIT, which you can use to evaluate the volatility of the company. Please validate Supermarket Income's Semi Deviation of 1.05, risk adjusted performance of 0.0495, and Coefficient Of Variation of 1618.76 to confirm if the risk estimate we provide is consistent with the expected return of 0.0525%. Supermarket Income has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Supermarket Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Supermarket Income is expected to be smaller as well. Supermarket Income REIT right now has a risk of 1.27%. Please validate Supermarket Income total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Supermarket Income will be following its existing price patterns.
Auto-correlation | 0.42 |
Average predictability
Supermarket Income REIT has average predictability. Overlapping area represents the amount of predictability between Supermarket Income time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Supermarket Income REIT price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Supermarket Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Supermarket Income REIT lagged returns against current returns
Autocorrelation, which is Supermarket Income 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 Supermarket Income's stock expected returns. We can calculate the autocorrelation of Supermarket Income returns to help us make a trade decision. For example, suppose you find that Supermarket Income 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 |
Supermarket Income 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 Supermarket Income stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Supermarket Income stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Supermarket Income stock over time.
Current vs Lagged Prices |
| Timeline |
Supermarket Income Lagged Returns
When evaluating Supermarket Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Supermarket Income stock have on its future price. Supermarket Income 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, Supermarket Income autocorrelation shows the relationship between Supermarket Income stock current value and its past values and can show if there is a momentum factor associated with investing in Supermarket Income REIT.
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.Additional Tools for Supermarket Stock Analysis
When running Supermarket Income's price analysis, check to measure Supermarket Income'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 Supermarket Income is operating at the current time. Most of Supermarket Income's value examination focuses on studying past and present price action to predict the probability of Supermarket Income's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Supermarket Income's price. Additionally, you may evaluate how the addition of Supermarket Income to your portfolios can decrease your overall portfolio volatility.