Slc Agricola Sa Stock Market Value
| SLCJY Stock | USD 2.98 0.05 1.65% |
| Symbol | SLC |
SLC Agricola '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 SLC Agricola'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 SLC Agricola.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in SLC Agricola on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding SLC Agricola SA or generate 0.0% return on investment in SLC Agricola over 30 days. SLC Agricola is related to or competes with Golden Agri-Resources, Wilmar International, Brasilagro Adr, Alico, SalMar ASA, Cal Maine, and Bunge. SLC Agrcola S.A. produces and sells agricultural products in Brazil and internationally More
SLC Agricola 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 SLC Agricola'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 SLC Agricola SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.41 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.81 |
SLC Agricola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLC Agricola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLC Agricola's standard deviation. In reality, there are many statistical measures that can use SLC Agricola historical prices to predict the future SLC Agricola's volatility.| Risk Adjusted Performance | 0.0084 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) |
SLC Agricola SA Backtested Returns
At this stage we consider SLC Pink Sheet to be unstable. SLC Agricola SA retains Efficiency (Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SLC Agricola, which you can use to evaluate the volatility of the company. Please validate SLC Agricola's downside deviation of 3.14, and Risk Adjusted Performance of 0.0084 to confirm if the risk estimate we provide is consistent with the expected return of 0.0255%. The entity owns a Beta (Systematic Risk) of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SLC Agricola's returns are expected to increase less than the market. However, during the bear market, the loss of holding SLC Agricola is expected to be smaller as well. SLC Agricola SA currently owns a risk of 2.71%. Please validate SLC Agricola SA sortino ratio, as well as the relationship between the semi variance and day median price , to decide if SLC Agricola SA will be following its current price history.
Auto-correlation | 0.11 |
Insignificant predictability
SLC Agricola SA has insignificant predictability. Overlapping area represents the amount of predictability between SLC Agricola time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SLC Agricola SA price movement. The serial correlation of 0.11 indicates that less than 11.0% of current SLC Agricola price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SLC Agricola SA lagged returns against current returns
Autocorrelation, which is SLC Agricola 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 SLC Agricola's pink sheet expected returns. We can calculate the autocorrelation of SLC Agricola returns to help us make a trade decision. For example, suppose you find that SLC Agricola 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 |
SLC Agricola 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 SLC Agricola pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLC Agricola pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLC Agricola pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SLC Agricola Lagged Returns
When evaluating SLC Agricola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLC Agricola pink sheet have on its future price. SLC Agricola 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, SLC Agricola autocorrelation shows the relationship between SLC Agricola pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SLC Agricola SA.
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.Additional Tools for SLC Pink Sheet Analysis
When running SLC Agricola's price analysis, check to measure SLC Agricola's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SLC Agricola is operating at the current time. Most of SLC Agricola's value examination focuses on studying past and present price action to predict the probability of SLC Agricola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLC Agricola's price. Additionally, you may evaluate how the addition of SLC Agricola to your portfolios can decrease your overall portfolio volatility.