Sembcorp Marine Stock Market Value
| SMBMF Stock | USD 2.01 0.09 4.29% |
| Symbol | Sembcorp |
Sembcorp Marine '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 Sembcorp Marine'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 Sembcorp Marine.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Sembcorp Marine on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Sembcorp Marine or generate 0.0% return on investment in Sembcorp Marine over 90 days. Sembcorp Marine is related to or competes with Subsea 7, Subsea 7, Worley Parsons, Saipem SpA, MOL PLC, Koninklijke Vopak, and Worley. Sembcorp Marine Ltd, an investment holding company, provides offshore and marine engineering solutions worldwide More
Sembcorp Marine 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 Sembcorp Marine'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 Sembcorp Marine upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.33 | |||
| Information Ratio | 0.0618 | |||
| Maximum Drawdown | 39.64 | |||
| Value At Risk | (6.83) | |||
| Potential Upside | 16.13 |
Sembcorp Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sembcorp Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sembcorp Marine's standard deviation. In reality, there are many statistical measures that can use Sembcorp Marine historical prices to predict the future Sembcorp Marine's volatility.| Risk Adjusted Performance | 0.0667 | |||
| Jensen Alpha | 0.3853 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0331 | |||
| Treynor Ratio | 0.2588 |
Sembcorp Marine February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0667 | |||
| Market Risk Adjusted Performance | 0.2688 | |||
| Mean Deviation | 3.43 | |||
| Semi Deviation | 5.08 | |||
| Downside Deviation | 13.33 | |||
| Coefficient Of Variation | 1396.17 | |||
| Standard Deviation | 7.14 | |||
| Variance | 50.98 | |||
| Information Ratio | 0.0618 | |||
| Jensen Alpha | 0.3853 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0331 | |||
| Treynor Ratio | 0.2588 | |||
| Maximum Drawdown | 39.64 | |||
| Value At Risk | (6.83) | |||
| Potential Upside | 16.13 | |||
| Downside Variance | 177.81 | |||
| Semi Variance | 25.82 | |||
| Expected Short fall | (10.80) | |||
| Skewness | (0.05) | |||
| Kurtosis | 8.26 |
Sembcorp Marine Backtested Returns
Sembcorp Marine appears to be extremely dangerous, given 3 months investment horizon. Sembcorp Marine owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0806, which indicates the firm had a 0.0806 % return per unit of risk over the last 3 months. By inspecting Sembcorp Marine's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review Sembcorp Marine's Risk Adjusted Performance of 0.0667, coefficient of variation of 1396.17, and Semi Deviation of 5.08 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sembcorp Marine holds a performance score of 6. The entity has a beta of 1.94, 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, Sembcorp Marine will likely underperform. Please check Sembcorp Marine's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Sembcorp Marine's existing price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Sembcorp Marine has good predictability. Overlapping area represents the amount of predictability between Sembcorp Marine time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Sembcorp Marine price movement. The serial correlation of 0.66 indicates that around 66.0% of current Sembcorp Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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Other Information on Investing in Sembcorp Pink Sheet
Sembcorp Marine financial ratios help investors to determine whether Sembcorp 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 Sembcorp with respect to the benefits of owning Sembcorp Marine security.