SupplyMe Capital (UK) Market Value
| SYME Stock | 0 0.0004 10.00% |
| Symbol | SupplyMe |
SupplyMe 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 SupplyMe 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 SupplyMe Capital.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in SupplyMe Capital on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding SupplyMe Capital PLC or generate 0.0% return on investment in SupplyMe Capital over 360 days. SupplyMe Capital is related to or competes with Lloyds Banking, SANTANDER, and Vodafone Group. SupplyMe Capital is entity of United Kingdom More
SupplyMe 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 SupplyMe 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 SupplyMe Capital PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
SupplyMe Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SupplyMe Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SupplyMe Capital's standard deviation. In reality, there are many statistical measures that can use SupplyMe Capital historical prices to predict the future SupplyMe Capital's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.69) | |||
| Total Risk Alpha | (2.59) | |||
| Treynor Ratio | 1.62 |
SupplyMe Capital PLC Backtested Returns
SupplyMe Capital PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0822, which indicates the firm had a -0.0822% return per unit of risk over the last 3 months. SupplyMe Capital PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SupplyMe Capital's Coefficient Of Variation of (1,510), risk adjusted performance of (0.04), and Variance of 122.74 to confirm the risk estimate we provide. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SupplyMe Capital are expected to decrease at a much lower rate. During the bear market, SupplyMe Capital is likely to outperform the market. At this point, SupplyMe Capital PLC has a negative expected return of -0.9%. Please make sure to validate SupplyMe Capital's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if SupplyMe Capital PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.88 |
Very good predictability
SupplyMe Capital PLC has very good predictability. Overlapping area represents the amount of predictability between SupplyMe Capital time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 SupplyMe Capital PLC price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current SupplyMe Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SupplyMe Capital PLC lagged returns against current returns
Autocorrelation, which is SupplyMe 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 SupplyMe Capital's stock expected returns. We can calculate the autocorrelation of SupplyMe Capital returns to help us make a trade decision. For example, suppose you find that SupplyMe 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 |
SupplyMe 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 SupplyMe Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SupplyMe Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SupplyMe Capital stock over time.
Current vs Lagged Prices |
| Timeline |
SupplyMe Capital Lagged Returns
When evaluating SupplyMe Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SupplyMe Capital stock have on its future price. SupplyMe 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, SupplyMe Capital autocorrelation shows the relationship between SupplyMe Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SupplyMe Capital PLC.
Regressed Prices |
| Timeline |
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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 SupplyMe Stock Analysis
When running SupplyMe Capital's price analysis, check to measure SupplyMe 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 SupplyMe Capital is operating at the current time. Most of SupplyMe Capital's value examination focuses on studying past and present price action to predict the probability of SupplyMe 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 SupplyMe Capital's price. Additionally, you may evaluate how the addition of SupplyMe Capital to your portfolios can decrease your overall portfolio volatility.