Suntory Beverage (Germany) Market Value
| 7SNU Stock | 12.90 0.10 0.78% |
| Symbol | Suntory |
Suntory Beverage '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 Suntory Beverage'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 Suntory Beverage.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in Suntory Beverage on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding Suntory Beverage Food or generate 0.0% return on investment in Suntory Beverage over 540 days.
Suntory Beverage 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 Suntory Beverage'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 Suntory Beverage Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 0.7937 |
Suntory Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suntory Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suntory Beverage's standard deviation. In reality, there are many statistical measures that can use Suntory Beverage historical prices to predict the future Suntory Beverage's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.6158 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Suntory Beverage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Suntory Beverage Food Backtested Returns
Suntory Beverage Food owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0579, which indicates the firm had a -0.0579 % return per unit of risk over the last 3 months. Suntory Beverage Food exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suntory Beverage's Risk Adjusted Performance of (0.04), coefficient of variation of (1,697), and Variance of 0.8706 to confirm the risk estimate we provide. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Suntory Beverage are expected to decrease at a much lower rate. During the bear market, Suntory Beverage is likely to outperform the market. At this point, Suntory Beverage Food has a negative expected return of -0.0529%. Please make sure to validate Suntory Beverage's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Suntory Beverage Food performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Suntory Beverage Food has no correlation between past and present. Overlapping area represents the amount of predictability between Suntory Beverage time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Suntory Beverage Food price movement. The serial correlation of 0.0 indicates that just 0.0% of current Suntory Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Suntory Beverage Food lagged returns against current returns
Autocorrelation, which is Suntory Beverage 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 Suntory Beverage's stock expected returns. We can calculate the autocorrelation of Suntory Beverage returns to help us make a trade decision. For example, suppose you find that Suntory Beverage 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 |
Suntory Beverage 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 Suntory Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suntory Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suntory Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
Suntory Beverage Lagged Returns
When evaluating Suntory Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suntory Beverage stock have on its future price. Suntory Beverage 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, Suntory Beverage autocorrelation shows the relationship between Suntory Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in Suntory Beverage Food.
Regressed Prices |
| Timeline |