Santeon Group Stock Market Value
| SANT Stock | USD 0.05 0.00 0.00% |
| Symbol | Santeon |
Santeon '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 Santeon's pink sheet 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 Santeon.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Santeon on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Santeon Group or generate 0.0% return on investment in Santeon over 30 days. Santeon is related to or competes with CXApp, Trust Stamp, Freight Technologies, Infobird, HeartCore Enterprises, Beamr Imaging, and AMTD Digital. Santeon Group, Inc., an information technology services company, provides training, consulting, software development out... More
Santeon 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 Santeon's pink sheet 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 Santeon Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0906 | |||
| Maximum Drawdown | 116.67 |
Santeon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santeon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santeon's standard deviation. In reality, there are many statistical measures that can use Santeon historical prices to predict the future Santeon's volatility.| Risk Adjusted Performance | 0.0865 | |||
| Jensen Alpha | 1.01 | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | 0.607 |
Santeon Group Backtested Returns
Santeon is out of control given 3 months investment horizon. Santeon Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We were able to interpolate sixteen different technical indicators, which can help you to evaluate if expected returns of 1.32% are justified by taking the suggested risk. Use Santeon Group Coefficient Of Variation of 990.79, variance of 156.5, and Risk Adjusted Performance of 0.0865 to evaluate company specific risk that cannot be diversified away. Santeon holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 2.06, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Santeon will likely underperform. Use Santeon Group treynor ratio and day typical price , to analyze future returns on Santeon Group.
Auto-correlation | 0.00 |
No correlation between past and present
Santeon Group has no correlation between past and present. Overlapping area represents the amount of predictability between Santeon 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 Santeon Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Santeon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Santeon Group lagged returns against current returns
Autocorrelation, which is Santeon pink sheet'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 Santeon's pink sheet expected returns. We can calculate the autocorrelation of Santeon returns to help us make a trade decision. For example, suppose you find that Santeon has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Santeon 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 Santeon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santeon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santeon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Santeon Lagged Returns
When evaluating Santeon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santeon pink sheet have on its future price. Santeon 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, Santeon autocorrelation shows the relationship between Santeon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Santeon Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Santeon Pink Sheet Analysis
When running Santeon's price analysis, check to measure Santeon'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 Santeon is operating at the current time. Most of Santeon's value examination focuses on studying past and present price action to predict the probability of Santeon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Santeon's price. Additionally, you may evaluate how the addition of Santeon to your portfolios can decrease your overall portfolio volatility.