Sunflow Sustain (Israel) Market Value
| SNFL Stock | ILS 562.70 10.20 1.78% |
| Symbol | Sunflow |
Sunflow Sustain '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 Sunflow Sustain'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 Sunflow Sustain.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Sunflow Sustain on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Sunflow Sustain or generate 0.0% return on investment in Sunflow Sustain over 540 days. Sunflow Sustain is related to or competes with Energix Renewable, Enlight Renewable, Meshek Energy, and Ormat Technologies. Sunflower Sustainable Investments Ltd operates in the renewable energy sector More
Sunflow Sustain 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 Sunflow Sustain'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 Sunflow Sustain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 4.85 |
Sunflow Sustain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunflow Sustain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunflow Sustain's standard deviation. In reality, there are many statistical measures that can use Sunflow Sustain historical prices to predict the future Sunflow Sustain's volatility.| Risk Adjusted Performance | 0.0343 | |||
| Jensen Alpha | 0.0516 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2626 |
Sunflow Sustain Backtested Returns
At this point, Sunflow Sustain is very steady. Sunflow Sustain owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0491, which indicates the firm had a 0.0491% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sunflow Sustain, which you can use to evaluate the volatility of the company. Please validate Sunflow Sustain's Semi Deviation of 1.9, risk adjusted performance of 0.0343, and Coefficient Of Variation of 2840.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Sunflow Sustain has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sunflow Sustain's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sunflow Sustain is expected to be smaller as well. Sunflow Sustain right now has a risk of 2.79%. Please validate Sunflow Sustain total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Sunflow Sustain will be following its existing price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Sunflow Sustain has good reverse predictability. Overlapping area represents the amount of predictability between Sunflow Sustain time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sunflow Sustain price movement. The serial correlation of -0.53 indicates that about 53.0% of current Sunflow Sustain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 1052.82 |
Sunflow Sustain lagged returns against current returns
Autocorrelation, which is Sunflow Sustain 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 Sunflow Sustain's stock expected returns. We can calculate the autocorrelation of Sunflow Sustain returns to help us make a trade decision. For example, suppose you find that Sunflow Sustain 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 |
Sunflow Sustain 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 Sunflow Sustain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunflow Sustain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunflow Sustain stock over time.
Current vs Lagged Prices |
| Timeline |
Sunflow Sustain Lagged Returns
When evaluating Sunflow Sustain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunflow Sustain stock have on its future price. Sunflow Sustain 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, Sunflow Sustain autocorrelation shows the relationship between Sunflow Sustain stock current value and its past values and can show if there is a momentum factor associated with investing in Sunflow Sustain.
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.Other Information on Investing in Sunflow Stock
Sunflow Sustain financial ratios help investors to determine whether Sunflow Stock 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 Sunflow with respect to the benefits of owning Sunflow Sustain security.