Sparx Holdings Group Stock Market Value
| SHGI Stock | 0.01 0.01 46.15% |
| Symbol | Sparx |
Sparx Holdings '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 Sparx Holdings' 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 Sparx Holdings.
| 11/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Sparx Holdings on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Sparx Holdings Group or generate 0.0% return on investment in Sparx Holdings over 60 days. Sparx Holdings is related to or competes with Adia Nutrition, Wright Investors, and First America. More
Sparx Holdings 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 Sparx Holdings' 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 Sparx Holdings Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 37.83 | |||
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 135.71 | |||
| Value At Risk | (46.15) | |||
| Potential Upside | 75.0 |
Sparx Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparx Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sparx Holdings' standard deviation. In reality, there are many statistical measures that can use Sparx Holdings historical prices to predict the future Sparx Holdings' volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 1.74 | |||
| Total Risk Alpha | (1.55) | |||
| Sortino Ratio | 0.0448 | |||
| Treynor Ratio | 3.47 |
Sparx Holdings Group Backtested Returns
Sparx Holdings is out of control given 3 months investment horizon. Sparx Holdings Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0765, which indicates the firm had a 0.0765 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.02% are justified by taking the suggested risk. Use Sparx Holdings Group Risk Adjusted Performance of 0.0583, coefficient of variation of 1425.84, and Semi Deviation of 15.24 to evaluate company specific risk that cannot be diversified away. Sparx Holdings holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sparx Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparx Holdings is expected to be smaller as well. Use Sparx Holdings Group information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to analyze future returns on Sparx Holdings Group.
Auto-correlation | -0.05 |
Very weak reverse predictability
Sparx Holdings Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Sparx Holdings time series from 20th of November 2025 to 20th of December 2025 and 20th of December 2025 to 19th 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 Sparx Holdings Group price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Sparx Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sparx Holdings Group lagged returns against current returns
Autocorrelation, which is Sparx Holdings 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 Sparx Holdings' pink sheet expected returns. We can calculate the autocorrelation of Sparx Holdings returns to help us make a trade decision. For example, suppose you find that Sparx Holdings 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 |
Sparx Holdings 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 Sparx Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sparx Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sparx Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sparx Holdings Lagged Returns
When evaluating Sparx Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sparx Holdings pink sheet have on its future price. Sparx Holdings 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, Sparx Holdings autocorrelation shows the relationship between Sparx Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sparx Holdings Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sparx Pink Sheet
Sparx Holdings financial ratios help investors to determine whether Sparx 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 Sparx with respect to the benefits of owning Sparx Holdings security.