Sanyo Chemical (Germany) Market Value
| XSI Stock | EUR 24.20 0.80 3.20% |
| Symbol | Sanyo |
Sanyo Chemical '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 Chemical'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 Sanyo Chemical.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Sanyo Chemical on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sanyo Chemical Industries or generate 0.0% return on investment in Sanyo Chemical over 90 days. Sanyo Chemical is related to or competes with STRAYER EDUCATION, Strategic Education, Grand Canyon, UNIVMUSIC GRPADR/050, MUTUIONLINE, EEDUCATION ALBERT, and UNIVERSAL MUSIC. Sanyo Chemical Industries Ltd. manufactures and sells chemical products in Japan and internationally More
Sanyo Chemical 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 Chemical'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 Sanyo Chemical Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 9.77 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.64 |
Sanyo Chemical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanyo Chemical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanyo Chemical's standard deviation. In reality, there are many statistical measures that can use Sanyo Chemical historical prices to predict the future Sanyo Chemical's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1391 | |||
| Treynor Ratio | 1.19 |
Sanyo Chemical Industries Backtested Returns
At this point, Sanyo Chemical is very steady. Sanyo Chemical Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0252, which indicates the firm had a 0.0252 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Sanyo Chemical Industries, which you can use to evaluate the volatility of the company. Please validate Sanyo Chemical's Variance of 1.99, risk adjusted performance of (0.01), and Coefficient Of Variation of (5,146) to confirm if the risk estimate we provide is consistent with the expected return of 0.0379%. Sanyo Chemical has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.0315, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sanyo Chemical are expected to decrease at a much lower rate. During the bear market, Sanyo Chemical is likely to outperform the market. Sanyo Chemical Industries right now has a risk of 1.5%. Please validate Sanyo Chemical treynor ratio, daily balance of power, price action indicator, as well as the relationship between the skewness and day median price , to decide if Sanyo Chemical will be following its existing price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Sanyo Chemical Industries has poor reverse predictability. Overlapping area represents the amount of predictability between Sanyo Chemical 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 Chemical Industries price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Sanyo Chemical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Sanyo Chemical Industries lagged returns against current returns
Autocorrelation, which is Sanyo Chemical 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 Sanyo Chemical's stock expected returns. We can calculate the autocorrelation of Sanyo Chemical returns to help us make a trade decision. For example, suppose you find that Sanyo Chemical 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 |
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Sanyo Chemical 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 Chemical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanyo Chemical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanyo Chemical stock over time.
Current vs Lagged Prices |
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Sanyo Chemical Lagged Returns
When evaluating Sanyo Chemical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanyo Chemical stock have on its future price. Sanyo Chemical 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 Chemical autocorrelation shows the relationship between Sanyo Chemical stock current value and its past values and can show if there is a momentum factor associated with investing in Sanyo Chemical Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sanyo Stock
Sanyo Chemical financial ratios help investors to determine whether Sanyo Stock 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 Sanyo with respect to the benefits of owning Sanyo Chemical security.