Serko Limited Stock Market Value
| SERKF Stock | USD 1.89 0.14 8.00% |
| Symbol | Serko |
Serko '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 Serko'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 Serko.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Serko on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Serko Limited or generate 0.0% return on investment in Serko over 720 days. Serko is related to or competes with Dye Durham, Expertai SpA, OPTiM, WISeKey International, EROAD, EML Payments, and F Secure. Serko Limited, a Software-as-a-Service technology business, provides computer software solutions for online travel booki... More
Serko 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 Serko'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 Serko Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0291 | |||
| Maximum Drawdown | 32.21 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 4.14 |
Serko Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Serko's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Serko's standard deviation. In reality, there are many statistical measures that can use Serko historical prices to predict the future Serko's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | 0.1858 | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.7696 |
Serko Limited Backtested Returns
Serko appears to be very risky, given 3 months investment horizon. Serko Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0588, which indicates the firm had a 0.0588 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Serko Limited, which you can use to evaluate the volatility of the company. Please review Serko's Coefficient Of Variation of 1752.69, risk adjusted performance of 0.0478, and Variance of 15.33 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Serko holds a performance score of 4. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Serko's returns are expected to increase less than the market. However, during the bear market, the loss of holding Serko is expected to be smaller as well. Please check Serko's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to make a quick decision on whether Serko's existing price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Serko Limited has good predictability. Overlapping area represents the amount of predictability between Serko time series from 27th of January 2024 to 21st of January 2025 and 21st of January 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 Serko Limited price movement. The serial correlation of 0.75 indicates that around 75.0% of current Serko price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Serko Limited lagged returns against current returns
Autocorrelation, which is Serko 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 Serko's pink sheet expected returns. We can calculate the autocorrelation of Serko returns to help us make a trade decision. For example, suppose you find that Serko 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 |
Serko 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 Serko pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Serko pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Serko pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Serko Lagged Returns
When evaluating Serko's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Serko pink sheet have on its future price. Serko 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, Serko autocorrelation shows the relationship between Serko pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Serko Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Serko Pink Sheet
Serko financial ratios help investors to determine whether Serko 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 Serko with respect to the benefits of owning Serko security.