Sanyo Special's market value is the price at which a share of Sanyo Special trades on a public exchange. It measures the collective expectations of Sanyo Special Steel investors about its performance. Sanyo Special is trading at 15.49 as of the 15th of March 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 15.49. With this module, you can estimate the performance of a buy and hold strategy of Sanyo Special Steel and determine expected loss or profit from investing in Sanyo Special 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 bureau of economic analysis.
Symbol
Sanyo
Sanyo Special '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 Sanyo Special's pink sheet 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 Sanyo Special.
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 Sanyo Special on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sanyo Special Steel or generate 0.0% return on investment in Sanyo Special over 90 days.
Sanyo Special 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 Sanyo Special's pink sheet 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 Sanyo Special Steel 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 Sanyo Special's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanyo Special's standard deviation. In reality, there are many statistical measures that can use Sanyo Special historical prices to predict the future Sanyo Special's volatility.
Sanyo Special Steel owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Sanyo Special Steel exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sanyo Special's Variance of 3.94, risk adjusted performance of (0.10), and Coefficient Of Variation of (812.40) to confirm the risk estimate we provide. The entity has a beta of 0.0578, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sanyo Special's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanyo Special is expected to be smaller as well. At this point, Sanyo Special Steel has a negative expected return of -0.27%. Please make sure to validate Sanyo Special's treynor ratio and rate of daily change , to decide if Sanyo Special Steel performance from the past will be repeated at some point in the near future.
Auto-correlation
0.00
No correlation between past and present
Sanyo Special Steel has no correlation between past and present. Overlapping area represents the amount of predictability between Sanyo Special 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 Sanyo Special Steel price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sanyo Special price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
0.61
Residual Average
0.0
Price Variance
0.57
Sanyo Special Steel lagged returns against current returns
Autocorrelation, which is Sanyo Special pink sheet'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 Sanyo Special's pink sheet expected returns. We can calculate the autocorrelation of Sanyo Special returns to help us make a trade decision. For example, suppose you find that Sanyo Special has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Sanyo Special 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 Sanyo Special pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanyo Special pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanyo Special pink sheet over time.
Current vs Lagged Prices
Timeline
Sanyo Special Lagged Returns
When evaluating Sanyo Special's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanyo Special pink sheet have on its future price. Sanyo Special 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, Sanyo Special autocorrelation shows the relationship between Sanyo Special pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sanyo Special Steel.