Shufersal Stock Market Value
| SHUFF Stock | USD 12.83 0.00 0.00% |
| Symbol | Shufersal |
Shufersal '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 Shufersal'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 Shufersal.
| 02/01/2024 |
| 01/21/2026 |
If you would invest 0.00 in Shufersal on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Shufersal or generate 0.0% return on investment in Shufersal over 720 days. Shufersal is related to or competes with Grupo Herdez, SPAR, Pigeon Corp, SPAR, Fraser, North West, and Cogna Educacao. Shufersal Ltd. operates a chain of supermarkets under the Shufersal brand name in Israel More
Shufersal 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 Shufersal'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 Shufersal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1172 | |||
| Maximum Drawdown | 102.05 |
Shufersal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shufersal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shufersal's standard deviation. In reality, there are many statistical measures that can use Shufersal historical prices to predict the future Shufersal's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 1.46 | |||
| Total Risk Alpha | 0.432 | |||
| Treynor Ratio | 1.31 |
Shufersal Backtested Returns
Shufersal is relatively risky given 3 months investment horizon. Shufersal owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to analyze and collect data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.62% are justified by taking the suggested risk. Use Shufersal Coefficient Of Variation of 812.4, risk adjusted performance of 0.0993, and Variance of 157.78 to evaluate company specific risk that cannot be diversified away. Shufersal holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of 1.18, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Shufersal will likely underperform. Use Shufersal variance, as well as the relationship between the skewness and day typical price , to analyze future returns on Shufersal.
Auto-correlation | 0.28 |
Poor predictability
Shufersal has poor predictability. Overlapping area represents the amount of predictability between Shufersal time series from 1st of February 2024 to 26th of January 2025 and 26th of January 2025 to 21st 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 Shufersal price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Shufersal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 3.28 |
Shufersal lagged returns against current returns
Autocorrelation, which is Shufersal 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 Shufersal's pink sheet expected returns. We can calculate the autocorrelation of Shufersal returns to help us make a trade decision. For example, suppose you find that Shufersal 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 |
Shufersal 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 Shufersal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shufersal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shufersal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shufersal Lagged Returns
When evaluating Shufersal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shufersal pink sheet have on its future price. Shufersal 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, Shufersal autocorrelation shows the relationship between Shufersal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shufersal.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shufersal Pink Sheet
Shufersal financial ratios help investors to determine whether Shufersal 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 Shufersal with respect to the benefits of owning Shufersal security.