Sagicor Financial Stock Market Value
| SGCFF Stock | USD 6.94 0.06 0.86% |
| Symbol | Sagicor |
Sagicor Financial '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 Sagicor Financial'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 Sagicor Financial.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Sagicor Financial on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Sagicor Financial or generate 0.0% return on investment in Sagicor Financial over 30 days. Sagicor Financial is related to or competes with Anadolu Hayat, Guardian Capital, Farmers Merchants, Southern BancShares, Hachijuni Bank, WTB Financial, and Clairvest. Sagicor Financial Company Ltd., together with its subsidiaries, provides insurance products and related financial servic... More
Sagicor Financial 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 Sagicor Financial'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 Sagicor Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1568 | |||
| Maximum Drawdown | 38.59 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 4.57 |
Sagicor Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sagicor Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sagicor Financial's standard deviation. In reality, there are many statistical measures that can use Sagicor Financial historical prices to predict the future Sagicor Financial's volatility.| Risk Adjusted Performance | 0.1322 | |||
| Jensen Alpha | 0.7777 | |||
| Total Risk Alpha | 0.2124 | |||
| Treynor Ratio | 1.98 |
Sagicor Financial Backtested Returns
Sagicor Financial appears to be not too volatile, given 3 months investment horizon. Sagicor Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Sagicor Financial, which you can use to evaluate the volatility of the company. Please review Sagicor Financial's Coefficient Of Variation of 560.33, variance of 21.36, and Risk Adjusted Performance of 0.1322 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sagicor Financial holds a performance score of 18. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sagicor Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sagicor Financial is expected to be smaller as well. Please check Sagicor Financial's potential upside, and the relationship between the jensen alpha and daily balance of power , to make a quick decision on whether Sagicor Financial's existing price patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Sagicor Financial has poor reverse predictability. Overlapping area represents the amount of predictability between Sagicor Financial time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Sagicor Financial price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Sagicor Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sagicor Financial lagged returns against current returns
Autocorrelation, which is Sagicor Financial 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 Sagicor Financial's pink sheet expected returns. We can calculate the autocorrelation of Sagicor Financial returns to help us make a trade decision. For example, suppose you find that Sagicor Financial 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 |
Sagicor Financial 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 Sagicor Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sagicor Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sagicor Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sagicor Financial Lagged Returns
When evaluating Sagicor Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sagicor Financial pink sheet have on its future price. Sagicor Financial 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, Sagicor Financial autocorrelation shows the relationship between Sagicor Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sagicor Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sagicor Pink Sheet
Sagicor Financial financial ratios help investors to determine whether Sagicor 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 Sagicor with respect to the benefits of owning Sagicor Financial security.