Sbmw Stock Market Value
| SBMW Stock | 14.50 0.10 0.69% |
| Symbol | SBMW |
SBMW '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 SBMW's otc 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 SBMW.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in SBMW on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding SBMW or generate 0.0% return on investment in SBMW over 30 days.
SBMW 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 SBMW's otc 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 SBMW upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 7.86 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 3.63 |
SBMW Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SBMW's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SBMW's standard deviation. In reality, there are many statistical measures that can use SBMW historical prices to predict the future SBMW's volatility.| Risk Adjusted Performance | 0.0954 | |||
| Jensen Alpha | 0.1615 | |||
| Total Risk Alpha | 0.0234 | |||
| Sortino Ratio | 0.0507 | |||
| Treynor Ratio | 3.86 |
SBMW Backtested Returns
SBMW owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the company had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SBMW, which you can use to evaluate the volatility of the entity. Please review SBMW's Market Risk Adjusted Performance of 3.87, downside deviation of 1.8, and Risk Adjusted Performance of 0.0954 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SBMW holds a performance score of 14. The firm has a beta of 0.0426, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SBMW's returns are expected to increase less than the market. However, during the bear market, the loss of holding SBMW is expected to be smaller as well. Please check SBMW's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether SBMW's existing price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
SBMW has good predictability. Overlapping area represents the amount of predictability between SBMW time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 SBMW price movement. The serial correlation of 0.69 indicates that around 69.0% of current SBMW price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
SBMW lagged returns against current returns
Autocorrelation, which is SBMW otc 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 SBMW's otc stock expected returns. We can calculate the autocorrelation of SBMW returns to help us make a trade decision. For example, suppose you find that SBMW has exhibited high autocorrelation historically, and you observe that the otc 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 |
SBMW 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 SBMW otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SBMW otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SBMW otc stock over time.
Current vs Lagged Prices |
| Timeline |
SBMW Lagged Returns
When evaluating SBMW's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SBMW otc stock have on its future price. SBMW 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, SBMW autocorrelation shows the relationship between SBMW otc stock current value and its past values and can show if there is a momentum factor associated with investing in SBMW.
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 SBMW OTC Stock Analysis
When running SBMW's price analysis, check to measure SBMW'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 SBMW is operating at the current time. Most of SBMW's value examination focuses on studying past and present price action to predict the probability of SBMW's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SBMW's price. Additionally, you may evaluate how the addition of SBMW to your portfolios can decrease your overall portfolio volatility.