SFCCN 53 13 MAY 28 Market Value
| 78669QAA8 | 98.74 0.29 0.29% |
| Symbol | SFCCN |
Please note, there is a significant difference between SFCCN's value and its price as these two are different measures arrived at by different means. Investors typically determine if SFCCN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SFCCN's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SFCCN '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 SFCCN's bond 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 SFCCN.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in SFCCN on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding SFCCN 53 13 MAY 28 or generate 0.0% return on investment in SFCCN over 30 days. SFCCN is related to or competes with SohuCom, Mills Music, NetEase, Warner Music, Harmony Gold, and Zoom Video. More
SFCCN 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 SFCCN's bond 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 SFCCN 53 13 MAY 28 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5437 | |||
| Information Ratio | 0.2168 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 1.31 |
SFCCN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SFCCN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SFCCN's standard deviation. In reality, there are many statistical measures that can use SFCCN historical prices to predict the future SFCCN's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | 0.0285 | |||
| Total Risk Alpha | 0.1185 | |||
| Sortino Ratio | 0.2485 | |||
| Treynor Ratio | (0.22) |
SFCCN 53 13 Backtested Returns
SFCCN 53 13 retains Efficiency (Sharpe Ratio) of -0.039, which indicates the bond had a -0.039 % return per unit of volatility over the last 3 months. SFCCN exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SFCCN's risk adjusted performance of 0.0679, and Downside Deviation of 0.5437 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SFCCN are expected to decrease at a much lower rate. During the bear market, SFCCN is likely to outperform the market.
Auto-correlation | 1.00 |
Perfect predictability
SFCCN 53 13 MAY 28 has perfect predictability. Overlapping area represents the amount of predictability between SFCCN time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 SFCCN 53 13 price movement. The serial correlation of 1.0 indicates that 100.0% of current SFCCN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
SFCCN 53 13 lagged returns against current returns
Autocorrelation, which is SFCCN bond'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 SFCCN's bond expected returns. We can calculate the autocorrelation of SFCCN returns to help us make a trade decision. For example, suppose you find that SFCCN has exhibited high autocorrelation historically, and you observe that the bond 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 |
SFCCN 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 SFCCN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SFCCN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SFCCN bond over time.
Current vs Lagged Prices |
| Timeline |
SFCCN Lagged Returns
When evaluating SFCCN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SFCCN bond have on its future price. SFCCN 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, SFCCN autocorrelation shows the relationship between SFCCN bond current value and its past values and can show if there is a momentum factor associated with investing in SFCCN 53 13 MAY 28.
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.Other Information on Investing in SFCCN Bond
SFCCN financial ratios help investors to determine whether SFCCN Bond 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 SFCCN with respect to the benefits of owning SFCCN security.