Sachem Capital Corp Preferred Stock Market Value
| SACH-PA Preferred Stock | 18.01 0.15 0.83% |
| Symbol | Sachem |
Sachem Capital '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 Sachem Capital's preferred 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 Sachem Capital.
| 02/14/2023 |
| 02/03/2025 |
If you would invest 0.00 in Sachem Capital on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Sachem Capital Corp or generate 0.0% return on investment in Sachem Capital over 720 days. Sachem Capital is related to or competes with SiriusPoint, Harrow Health, XOMA, and New York. More
Sachem Capital 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 Sachem Capital's preferred 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 Sachem Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 15.43 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 3.53 |
Sachem Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sachem Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sachem Capital's standard deviation. In reality, there are many statistical measures that can use Sachem Capital historical prices to predict the future Sachem Capital's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.43) |
Sachem Capital Corp Backtested Returns
Sachem Capital Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Sachem Capital Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sachem Capital's Risk Adjusted Performance of (0.1), variance of 8.19, and Coefficient Of Variation of (797.08) to confirm the risk estimate we provide. The entity has a beta of 0.87, which indicates possible diversification benefits within a given portfolio. Sachem Capital returns are very sensitive to returns on the market. As the market goes up or down, Sachem Capital is expected to follow. At this point, Sachem Capital Corp has a negative expected return of -0.36%. Please make sure to validate Sachem Capital's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Sachem Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Sachem Capital Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Sachem Capital time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd 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 Sachem Capital Corp price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Sachem Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2.89 |
Sachem Capital Corp lagged returns against current returns
Autocorrelation, which is Sachem Capital preferred 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 Sachem Capital's preferred stock expected returns. We can calculate the autocorrelation of Sachem Capital returns to help us make a trade decision. For example, suppose you find that Sachem Capital has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Sachem Capital 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 Sachem Capital preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sachem Capital preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sachem Capital preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Sachem Capital Lagged Returns
When evaluating Sachem Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sachem Capital preferred stock have on its future price. Sachem Capital 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, Sachem Capital autocorrelation shows the relationship between Sachem Capital preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Sachem Capital Corp.
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 Sachem Preferred Stock
Sachem Capital financial ratios help investors to determine whether Sachem Preferred 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 Sachem with respect to the benefits of owning Sachem Capital security.