Sumitomo Pharma Co Stock Market Value
| SMDPY Stock | 11.45 0.00 0.00% |
| Symbol | Sumitomo |
Sumitomo Pharma '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 Sumitomo Pharma'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 Sumitomo Pharma.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Sumitomo Pharma on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sumitomo Pharma Co or generate 0.0% return on investment in Sumitomo Pharma over 30 days. Sumitomo Pharma is related to or competes with Livzon Pharmaceutical, Siegfried Holding, United Laboratories, H Lundbeck, Carl Zeiss, Hikma Pharmaceuticals, and Shenzhen Hepalink. More
Sumitomo Pharma 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 Sumitomo Pharma'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 Sumitomo Pharma Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.09 |
Sumitomo Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumitomo Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumitomo Pharma's standard deviation. In reality, there are many statistical measures that can use Sumitomo Pharma historical prices to predict the future Sumitomo Pharma's volatility.| Risk Adjusted Performance | 0.0826 | |||
| Jensen Alpha | 0.0412 | |||
| Total Risk Alpha | 0.0017 | |||
| Treynor Ratio | 0.3373 |
Sumitomo Pharma Backtested Returns
At this stage we consider Sumitomo Pink Sheet to be very steady. Sumitomo Pharma owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Sumitomo Pharma Co, which you can use to evaluate the volatility of the company. Please validate Sumitomo Pharma's Variance of 0.2536, risk adjusted performance of 0.0826, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0629%. Sumitomo Pharma has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sumitomo Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sumitomo Pharma is expected to be smaller as well. Sumitomo Pharma right now has a risk of 0.51%. Please validate Sumitomo Pharma information ratio and day median price , to decide if Sumitomo Pharma will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sumitomo Pharma Co has no correlation between past and present. Overlapping area represents the amount of predictability between Sumitomo Pharma time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Sumitomo Pharma price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sumitomo Pharma 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 |
Sumitomo Pharma lagged returns against current returns
Autocorrelation, which is Sumitomo Pharma 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 Sumitomo Pharma's pink sheet expected returns. We can calculate the autocorrelation of Sumitomo Pharma returns to help us make a trade decision. For example, suppose you find that Sumitomo Pharma 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 |
Sumitomo Pharma 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 Sumitomo Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumitomo Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumitomo Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sumitomo Pharma Lagged Returns
When evaluating Sumitomo Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumitomo Pharma pink sheet have on its future price. Sumitomo Pharma 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, Sumitomo Pharma autocorrelation shows the relationship between Sumitomo Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sumitomo Pharma Co.
Regressed Prices |
| Timeline |
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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 Sumitomo Pink Sheet Analysis
When running Sumitomo Pharma's price analysis, check to measure Sumitomo Pharma'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 Sumitomo Pharma is operating at the current time. Most of Sumitomo Pharma's value examination focuses on studying past and present price action to predict the probability of Sumitomo Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sumitomo Pharma's price. Additionally, you may evaluate how the addition of Sumitomo Pharma to your portfolios can decrease your overall portfolio volatility.