Suzuki Motor Stock Market Value
| SZKMF Stock | USD 11.87 0.01 0.08% |
| Symbol | Suzuki |
Suzuki '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 Suzuki'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 Suzuki.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in Suzuki on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding Suzuki Motor or generate 0.0% return on investment in Suzuki over 720 days. Suzuki is related to or competes with Volkswagen, Ferrari NV, Porsche Automobile, and Stellantis. Suzuki Motor Corporation engages in the manufacturing and marketing of automobiles, motorcycles, and marine products in ... More
Suzuki 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 Suzuki'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 Suzuki Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.83 | |||
| Information Ratio | 0.0346 | |||
| Maximum Drawdown | 20.27 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 1.54 |
Suzuki Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suzuki's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suzuki's standard deviation. In reality, there are many statistical measures that can use Suzuki historical prices to predict the future Suzuki's volatility.| Risk Adjusted Performance | 0.0562 | |||
| Jensen Alpha | 0.1948 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0221 | |||
| Treynor Ratio | 7.98 |
Suzuki Motor Backtested Returns
Suzuki appears to be somewhat reliable, given 3 months investment horizon. Suzuki Motor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.068, which indicates the firm had a 0.068% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Suzuki Motor, which you can use to evaluate the volatility of the company. Please review Suzuki's Semi Deviation of 1.47, risk adjusted performance of 0.0562, and Coefficient Of Variation of 1492.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Suzuki holds a performance score of 5. The entity has a beta of 0.0247, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Suzuki's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suzuki is expected to be smaller as well. Please check Suzuki's semi variance, as well as the relationship between the accumulation distribution and day typical price , to make a quick decision on whether Suzuki's existing price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Suzuki Motor has insignificant predictability. Overlapping area represents the amount of predictability between Suzuki time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th 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 Suzuki Motor price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Suzuki price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Suzuki Motor lagged returns against current returns
Autocorrelation, which is Suzuki 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 Suzuki's pink sheet expected returns. We can calculate the autocorrelation of Suzuki returns to help us make a trade decision. For example, suppose you find that Suzuki 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 |
Suzuki 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 Suzuki pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suzuki pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suzuki pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Suzuki Lagged Returns
When evaluating Suzuki's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suzuki pink sheet have on its future price. Suzuki 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, Suzuki autocorrelation shows the relationship between Suzuki pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Suzuki Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Suzuki Pink Sheet
Suzuki financial ratios help investors to determine whether Suzuki Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Suzuki with respect to the benefits of owning Suzuki security.