Sancus Lending (UK) Market Value
| LEND Stock | 0.52 0.03 5.45% |
| Symbol | Sancus |
Sancus Lending '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 Sancus Lending'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 Sancus Lending.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Sancus Lending on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Sancus Lending Group or generate 0.0% return on investment in Sancus Lending over 30 days. Sancus Lending is related to or competes with Synthomer Plc, Bloomsbury Publishing, JD Sports, Infrastrutture Wireless, Ecclesiastical Insurance, and Cairn Homes. Sancus Lending is entity of United Kingdom More
Sancus Lending 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 Sancus Lending'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 Sancus Lending Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.17 | |||
| Information Ratio | 0.0464 | |||
| Maximum Drawdown | 41.67 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 11.11 |
Sancus Lending Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sancus Lending's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sancus Lending's standard deviation. In reality, there are many statistical measures that can use Sancus Lending historical prices to predict the future Sancus Lending's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.3494 | |||
| Total Risk Alpha | 0.4352 | |||
| Sortino Ratio | 0.0245 | |||
| Treynor Ratio | (0.15) |
Sancus Lending Group Backtested Returns
Sancus Lending is out of control given 3 months investment horizon. Sancus Lending Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use Sancus Lending Group Risk Adjusted Performance of 0.0435, semi deviation of 5.23, and Coefficient Of Variation of 2136.06 to evaluate company specific risk that cannot be diversified away. Sancus Lending holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of -2.38, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sancus Lending are expected to decrease by larger amounts. On the other hand, during market turmoil, Sancus Lending is expected to outperform it. Use Sancus Lending Group sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Sancus Lending Group.
Auto-correlation | 0.00 |
No correlation between past and present
Sancus Lending Group has no correlation between past and present. Overlapping area represents the amount of predictability between Sancus Lending time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Sancus Lending Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sancus Lending price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sancus Lending Group lagged returns against current returns
Autocorrelation, which is Sancus Lending 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 Sancus Lending's stock expected returns. We can calculate the autocorrelation of Sancus Lending returns to help us make a trade decision. For example, suppose you find that Sancus Lending 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 |
Sancus Lending 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 Sancus Lending stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sancus Lending stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sancus Lending stock over time.
Current vs Lagged Prices |
| Timeline |
Sancus Lending Lagged Returns
When evaluating Sancus Lending's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sancus Lending stock have on its future price. Sancus Lending 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, Sancus Lending autocorrelation shows the relationship between Sancus Lending stock current value and its past values and can show if there is a momentum factor associated with investing in Sancus Lending Group.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sancus Stock Analysis
When running Sancus Lending's price analysis, check to measure Sancus Lending's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sancus Lending is operating at the current time. Most of Sancus Lending's value examination focuses on studying past and present price action to predict the probability of Sancus Lending's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sancus Lending's price. Additionally, you may evaluate how the addition of Sancus Lending to your portfolios can decrease your overall portfolio volatility.