Sims Limited Stock Market Value
| SMUPF Stock | USD 10.62 0.00 0.00% |
| Symbol | Sims |
Sims '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 Sims' 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 Sims.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Sims on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Sims Limited or generate 0.0% return on investment in Sims over 30 days. Sims is related to or competes with Champion Iron, Salzgitter, Aperam SA, Salzgitter, Hyperion Metals, Eramet SA, and South32 ADR. Sims Limited engages in buying, processing, and selling ferrous and non-ferrous recycled metals in Australia, Bangladesh... More
Sims 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 Sims' 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 Sims Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.058 | |||
| Maximum Drawdown | 38.22 | |||
| Potential Upside | 7.9 |
Sims Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sims' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sims' standard deviation. In reality, there are many statistical measures that can use Sims historical prices to predict the future Sims' volatility.| Risk Adjusted Performance | 0.0591 | |||
| Jensen Alpha | 0.23 | |||
| Total Risk Alpha | 0.0029 | |||
| Treynor Ratio | 0.2292 |
Sims Limited Backtested Returns
Sims appears to be somewhat reliable, given 3 months investment horizon. Sims Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Sims Limited, which you can use to evaluate the volatility of the company. Please review Sims' Variance of 17.6, risk adjusted performance of 0.0591, and Coefficient Of Variation of 1390.11 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sims holds a performance score of 8. The entity has a beta of 1.27, 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, Sims will likely underperform. Please check Sims' information ratio and kurtosis , to make a quick decision on whether Sims' existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Sims Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Sims time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Sims Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sims price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sims Limited lagged returns against current returns
Autocorrelation, which is Sims 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 Sims' pink sheet expected returns. We can calculate the autocorrelation of Sims returns to help us make a trade decision. For example, suppose you find that Sims 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 |
Sims 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 Sims pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sims pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sims pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sims Lagged Returns
When evaluating Sims' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sims pink sheet have on its future price. Sims 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, Sims autocorrelation shows the relationship between Sims pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sims Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sims Pink Sheet
Sims financial ratios help investors to determine whether Sims 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 Sims with respect to the benefits of owning Sims security.