SV Investment (Korea) Market Value
| 289080 Stock | KRW 1,412 15.00 1.07% |
| Symbol | 289080 |
SV Investment '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 SV Investment'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 SV Investment.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in SV Investment on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding SV Investment or generate 0.0% return on investment in SV Investment over 30 days. SV Investment is related to or competes with Atinum Investment, SBI Investment, Daesung Private, Busan Industrial, UNISEM, Finebesteel, and Fine Besteel. SV Investment Corporation is a private equity and venture capital firm More
SV Investment 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 SV Investment'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 SV Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 2.35 |
SV Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SV Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SV Investment's standard deviation. In reality, there are many statistical measures that can use SV Investment historical prices to predict the future SV Investment's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (1.35) |
SV Investment Backtested Returns
SV Investment retains Efficiency (Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of price deviation over the last 3 months. SV Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SV Investment's Risk Adjusted Performance of (0.14), mean deviation of 1.21, and Standard Deviation of 1.83 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SV Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding SV Investment is expected to be smaller as well. At this point, SV Investment has a negative expected return of -0.36%. Please make sure to validate SV Investment's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if SV Investment performance from the past will be repeated at some future date.
Auto-correlation | 0.35 |
Below average predictability
SV Investment has below average predictability. Overlapping area represents the amount of predictability between SV Investment time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 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 SV Investment price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current SV Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 3288.23 |
SV Investment lagged returns against current returns
Autocorrelation, which is SV Investment 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 SV Investment's stock expected returns. We can calculate the autocorrelation of SV Investment returns to help us make a trade decision. For example, suppose you find that SV Investment 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 |
SV Investment 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 SV Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SV Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SV Investment stock over time.
Current vs Lagged Prices |
| Timeline |
SV Investment Lagged Returns
When evaluating SV Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SV Investment stock have on its future price. SV Investment 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, SV Investment autocorrelation shows the relationship between SV Investment stock current value and its past values and can show if there is a momentum factor associated with investing in SV Investment.
Regressed Prices |
| Timeline |
Pair Trading with SV Investment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if SV Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in SV Investment will appreciate offsetting losses from the drop in the long position's value.Moving together with 289080 Stock
Moving against 289080 Stock
The ability to find closely correlated positions to SV Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SV Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back SV Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling SV Investment to buy it.
The correlation of SV Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as SV Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SV Investment moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for SV Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in 289080 Stock
SV Investment financial ratios help investors to determine whether 289080 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 289080 with respect to the benefits of owning SV Investment security.