SINGAPORE POST (Germany) Market Value
| SGR Stock | EUR 0.40 0.02 5.26% |
| Symbol | SINGAPORE |
SINGAPORE POST '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 SINGAPORE POST's 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 SINGAPORE POST.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in SINGAPORE POST on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding SINGAPORE POST or generate 0.0% return on investment in SINGAPORE POST over 720 days. SINGAPORE POST is related to or competes with Air New, Pentair Plc, Ryanair Holdings, and NetSol Technologies. More
SINGAPORE POST 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 SINGAPORE POST's 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 SINGAPORE POST upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.64 | |||
| Information Ratio | 0.1595 | |||
| Maximum Drawdown | 18.31 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 5.56 |
SINGAPORE POST Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SINGAPORE POST's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SINGAPORE POST's standard deviation. In reality, there are many statistical measures that can use SINGAPORE POST historical prices to predict the future SINGAPORE POST's volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 0.6333 | |||
| Total Risk Alpha | 0.141 | |||
| Sortino Ratio | 0.1253 | |||
| Treynor Ratio | (1.06) |
SINGAPORE POST Backtested Returns
SINGAPORE POST appears to be out of control, given 3 months investment horizon. SINGAPORE POST owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of standard deviation over the last 3 months. By examining SINGAPORE POST's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please review SINGAPORE POST's coefficient of variation of 491.52, and Risk Adjusted Performance of 0.1632 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SINGAPORE POST holds a performance score of 14. The entity has a beta of -0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SINGAPORE POST are expected to decrease at a much lower rate. During the bear market, SINGAPORE POST is likely to outperform the market. Please check SINGAPORE POST's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether SINGAPORE POST's existing price patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
SINGAPORE POST has modest reverse predictability. Overlapping area represents the amount of predictability between SINGAPORE POST time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 SINGAPORE POST price movement. The serial correlation of -0.49 indicates that about 49.0% of current SINGAPORE POST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SINGAPORE POST lagged returns against current returns
Autocorrelation, which is SINGAPORE POST 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 SINGAPORE POST's stock expected returns. We can calculate the autocorrelation of SINGAPORE POST returns to help us make a trade decision. For example, suppose you find that SINGAPORE POST has exhibited high autocorrelation historically, and you observe that the 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 |
SINGAPORE POST 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 SINGAPORE POST stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SINGAPORE POST stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SINGAPORE POST stock over time.
Current vs Lagged Prices |
| Timeline |
SINGAPORE POST Lagged Returns
When evaluating SINGAPORE POST's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SINGAPORE POST stock have on its future price. SINGAPORE POST 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, SINGAPORE POST autocorrelation shows the relationship between SINGAPORE POST stock current value and its past values and can show if there is a momentum factor associated with investing in SINGAPORE POST.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in SINGAPORE Stock
SINGAPORE POST financial ratios help investors to determine whether SINGAPORE Stock 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 SINGAPORE with respect to the benefits of owning SINGAPORE POST security.