Sdi Group Plc Stock Market Value
| SDIIF Stock | USD 1.15 0.00 0.00% |
| Symbol | SDI |
SDI Group '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 SDI Group'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 SDI Group.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in SDI Group on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding SDI Group plc or generate 0.0% return on investment in SDI Group over 360 days. SDI Group is related to or competes with Ensurge Micropower, G5 Entertainment, Alithya, WonderFi Technologies, Xtract One, Audio Pixels, and IQE Plc. SDI Group plc, through its subsidiaries, designs and manufactures scientific and technology products based on digital im... More
SDI Group 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 SDI Group'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 SDI Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.09 |
SDI Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SDI Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SDI Group's standard deviation. In reality, there are many statistical measures that can use SDI Group historical prices to predict the future SDI Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.6391 |
SDI Group plc Backtested Returns
SDI Group plc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.056, which indicates the firm had a -0.056 % return per unit of volatility over the last 3 months. SDI Group plc exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SDI Group's risk adjusted performance of (0.03), and Variance of 1.58 to confirm the risk estimate we provide. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SDI Group are expected to decrease at a much lower rate. During the bear market, SDI Group is likely to outperform the market. At this point, SDI Group plc has a negative expected return of -0.0721%. Please make sure to validate SDI Group's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if SDI Group plc performance from the past will be repeated in the future.
Auto-correlation | -0.6 |
Good reverse predictability
SDI Group plc has good reverse predictability. Overlapping area represents the amount of predictability between SDI Group time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SDI Group plc price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current SDI Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
SDI Group plc lagged returns against current returns
Autocorrelation, which is SDI Group 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 SDI Group's pink sheet expected returns. We can calculate the autocorrelation of SDI Group returns to help us make a trade decision. For example, suppose you find that SDI Group 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 |
SDI Group 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 SDI Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SDI Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SDI Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SDI Group Lagged Returns
When evaluating SDI Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SDI Group pink sheet have on its future price. SDI Group 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, SDI Group autocorrelation shows the relationship between SDI Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SDI Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SDI Pink Sheet
SDI Group financial ratios help investors to determine whether SDI Pink Sheet 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 SDI with respect to the benefits of owning SDI Group security.