Sn Hf's market value is the price at which a share of Sn Hf trades on a public exchange. It measures the collective expectations of Sn hf investors about its performance. Sn Hf is trading at 28.40 as of the 15th of March 2025, a 2.16 percent increase since the beginning of the trading day. The stock's open price was 27.8. With this module, you can estimate the performance of a buy and hold strategy of Sn hf and determine expected loss or profit from investing in Sn Hf over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
SYN
Sn Hf '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 Sn Hf'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 Sn Hf.
0.00
12/15/2024
No Change 0.00
0.0
In 3 months and 1 day
03/15/2025
0.00
If you would invest 0.00 in Sn Hf on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sn hf or generate 0.0% return on investment in Sn Hf over 90 days.
Sn Hf 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 Sn Hf'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 Sn hf upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sn Hf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sn Hf's standard deviation. In reality, there are many statistical measures that can use Sn Hf historical prices to predict the future Sn Hf's volatility.
Sn hf retains Efficiency (Sharpe Ratio) of -0.043, which indicates the firm had a -0.043 % return per unit of price deviation over the last 3 months. Sn Hf exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sn Hf's Standard Deviation of 3.55, risk adjusted performance of (0.03), and Mean Deviation of 1.69 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sn Hf are expected to decrease at a much lower rate. During the bear market, Sn Hf is likely to outperform the market. At this point, Sn hf has a negative expected return of -0.16%. Please make sure to validate Sn Hf's mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to decide if Sn hf performance from the past will be repeated at future time.
Auto-correlation
0.93
Excellent predictability
Sn hf has excellent predictability. Overlapping area represents the amount of predictability between Sn Hf time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Sn hf price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Sn Hf price fluctuation can be explain by its past prices.
Correlation Coefficient
0.93
Spearman Rank Test
0.72
Residual Average
0.0
Price Variance
11.54
Sn hf lagged returns against current returns
Autocorrelation, which is Sn Hf 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 Sn Hf's stock expected returns. We can calculate the autocorrelation of Sn Hf returns to help us make a trade decision. For example, suppose you find that Sn Hf 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
Sn Hf 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 Sn Hf stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sn Hf stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sn Hf stock over time.
Current vs Lagged Prices
Timeline
Sn Hf Lagged Returns
When evaluating Sn Hf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sn Hf stock have on its future price. Sn Hf 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, Sn Hf autocorrelation shows the relationship between Sn Hf stock current value and its past values and can show if there is a momentum factor associated with investing in Sn hf.
Regressed Prices
Timeline
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