Sembcorp Marine Ltd Stock Market Value
| SMBMY Stock | USD 15.93 0.00 0.00% |
| 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.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Sembcorp Marine on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sembcorp Marine Ltd or generate 0.0% return on investment in Sembcorp Marine over 30 days. Sembcorp Marine is related to or competes with Firan Technology, Astronics Corp, Eve Holding, AeroVironment, HEICO, Rolls Royce, and Safran SA. 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 Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.39 |
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 | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.1207 |
Sembcorp Marine Backtested Returns
Sembcorp Marine owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0605, which indicates the firm had a -0.0605 % return per unit of risk over the last 3 months. Sembcorp Marine Ltd exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sembcorp Marine's Risk Adjusted Performance of (0.05), coefficient of variation of (1,679), and Variance of 2.3 to confirm the risk estimate we provide. The entity has a beta of -0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sembcorp Marine are expected to decrease at a much lower rate. During the bear market, Sembcorp Marine is likely to outperform the market. At this point, Sembcorp Marine has a negative expected return of -0.0932%. Please make sure to validate Sembcorp Marine's information ratio and day median price , to decide if Sembcorp Marine performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Sembcorp Marine Ltd has no correlation between past and present. Overlapping area represents the amount of predictability between Sembcorp Marine 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 Sembcorp Marine price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sembcorp Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sembcorp Marine lagged returns against current returns
Autocorrelation, which is Sembcorp Marine 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 Sembcorp Marine's pink sheet expected returns. We can calculate the autocorrelation of Sembcorp Marine returns to help us make a trade decision. For example, suppose you find that Sembcorp Marine 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 |
Sembcorp Marine 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 Sembcorp Marine pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sembcorp Marine pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sembcorp Marine pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sembcorp Marine Lagged Returns
When evaluating Sembcorp Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sembcorp Marine pink sheet have on its future price. Sembcorp Marine 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, Sembcorp Marine autocorrelation shows the relationship between Sembcorp Marine pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sembcorp Marine Ltd.
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 Sembcorp Pink Sheet Analysis
When running Sembcorp Marine's price analysis, check to measure Sembcorp Marine'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 Sembcorp Marine is operating at the current time. Most of Sembcorp Marine's value examination focuses on studying past and present price action to predict the probability of Sembcorp Marine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sembcorp Marine's price. Additionally, you may evaluate how the addition of Sembcorp Marine to your portfolios can decrease your overall portfolio volatility.