South Beach Spirits Stock Market Value
| SBES Stock | USD 0.0001 0.00 0.00% |
| Symbol | South |
South Beach '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 South Beach'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 South Beach.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in South Beach on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding South Beach Spirits or generate 0.0% return on investment in South Beach over 540 days. South Beach is related to or competes with Duckhorn Portfolio, Brown Forman, Brown Forman, Diageo PLC, Pernod Ricard, MGP Ingredients, and Constellation Brands. South Beach Spirits, Inc. focuses on development, manufacture, marketing, and sale of alcoholic beverages More
South Beach 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 South Beach'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 South Beach Spirits upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1334 | |||
| Maximum Drawdown | 380.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 25.0 |
South Beach Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for South Beach's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as South Beach's standard deviation. In reality, there are many statistical measures that can use South Beach historical prices to predict the future South Beach's volatility.| Risk Adjusted Performance | 0.1134 | |||
| Jensen Alpha | 7.94 | |||
| Total Risk Alpha | (2.10) | |||
| Treynor Ratio | 1.08 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of South Beach'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.
South Beach Spirits Backtested Returns
South Beach is out of control given 3 months investment horizon. South Beach Spirits 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 were able to analyze and collect data for nineteen different technical indicators, which can help you to evaluate if expected returns of 10.63% are justified by taking the suggested risk. Use South Beach Spirits Risk Adjusted Performance of 0.1134, variance of 4429.4, and Coefficient Of Variation of 738.24 to evaluate company specific risk that cannot be diversified away. South Beach holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of 8.33, 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, South Beach will likely underperform. Use South Beach Spirits information ratio, as well as the relationship between the skewness and relative strength index , to analyze future returns on South Beach Spirits.
Auto-correlation | 0.16 |
Very weak predictability
South Beach Spirits has very weak predictability. Overlapping area represents the amount of predictability between South Beach time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 South Beach Spirits price movement. The serial correlation of 0.16 indicates that over 16.0% of current South Beach price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
South Beach Spirits lagged returns against current returns
Autocorrelation, which is South Beach 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 South Beach's pink sheet expected returns. We can calculate the autocorrelation of South Beach returns to help us make a trade decision. For example, suppose you find that South Beach 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 |
South Beach 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 South Beach pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if South Beach pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in South Beach pink sheet over time.
Current vs Lagged Prices |
| Timeline |
South Beach Lagged Returns
When evaluating South Beach's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of South Beach pink sheet have on its future price. South Beach 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, South Beach autocorrelation shows the relationship between South Beach pink sheet current value and its past values and can show if there is a momentum factor associated with investing in South Beach Spirits.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for South Pink Sheet Analysis
When running South Beach's price analysis, check to measure South Beach'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 South Beach is operating at the current time. Most of South Beach's value examination focuses on studying past and present price action to predict the probability of South Beach's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move South Beach's price. Additionally, you may evaluate how the addition of South Beach to your portfolios can decrease your overall portfolio volatility.