Sunda Energy (UK) Market Value
| SNDA Stock | 0.03 0 8.33% |
| Symbol | Sunda |
Sunda Energy '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 Sunda Energy's stock 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 Sunda Energy.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Sunda Energy on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Sunda Energy Plc or generate 0.0% return on investment in Sunda Energy over 30 days. Sunda Energy is related to or competes with Enbridge, Endo International, SSP Group, Computacenter PLC, Panthera Resources, Telia Company, and Ametek. Sunda Energy is entity of United Kingdom More
Sunda Energy 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 Sunda Energy's stock 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 Sunda Energy Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.34 | |||
| Information Ratio | 0.057 | |||
| Maximum Drawdown | 37.99 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 12.0 |
Sunda Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunda Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunda Energy's standard deviation. In reality, there are many statistical measures that can use Sunda Energy historical prices to predict the future Sunda Energy's volatility.| Risk Adjusted Performance | 0.058 | |||
| Jensen Alpha | 0.4482 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0485 | |||
| Treynor Ratio | (1.34) |
Sunda Energy Plc Backtested Returns
Sunda Energy appears to be out of control, given 3 months investment horizon. Sunda Energy Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0492, which indicates the firm had a 0.0492 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sunda Energy Plc, which you can use to evaluate the volatility of the company. Please review Sunda Energy's Coefficient Of Variation of 1432.01, semi deviation of 4.0, and Risk Adjusted Performance of 0.058 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sunda Energy holds a performance score of 3. The entity has a beta of -0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sunda Energy are expected to decrease at a much lower rate. During the bear market, Sunda Energy is likely to outperform the market. Please check Sunda Energy's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Sunda Energy's existing price patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Sunda Energy Plc has poor reverse predictability. Overlapping area represents the amount of predictability between Sunda Energy time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Sunda Energy Plc price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Sunda Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sunda Energy Plc lagged returns against current returns
Autocorrelation, which is Sunda Energy stock'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 Sunda Energy's stock expected returns. We can calculate the autocorrelation of Sunda Energy returns to help us make a trade decision. For example, suppose you find that Sunda Energy has exhibited high autocorrelation historically, and you observe that the stock 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 |
Sunda Energy 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 Sunda Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunda Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunda Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Sunda Energy Lagged Returns
When evaluating Sunda Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunda Energy stock have on its future price. Sunda Energy 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, Sunda Energy autocorrelation shows the relationship between Sunda Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Sunda Energy Plc.
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 Sunda Stock Analysis
When running Sunda Energy's price analysis, check to measure Sunda Energy'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 Sunda Energy is operating at the current time. Most of Sunda Energy's value examination focuses on studying past and present price action to predict the probability of Sunda Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunda Energy's price. Additionally, you may evaluate how the addition of Sunda Energy to your portfolios can decrease your overall portfolio volatility.