Sanrio Company Stock Market Value
| SNROF Stock | USD 31.00 1.39 4.69% |
| Symbol | Sanrio |
Sanrio Company '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 Sanrio Company'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 Sanrio Company.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Sanrio Company on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Sanrio Company or generate 0.0% return on investment in Sanrio Company over 720 days. Sanrio Company is related to or competes with Burlington Stores, Childrens Place, Buckle, Shoe Carnival, Urban Outfitters, American Eagle, and Abercrombie Fitch. Sanrio Company, Ltd., together with its subsidiaries, plans, designs, and sells social communication gifts, greeting car... More
Sanrio Company 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 Sanrio Company'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 Sanrio Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.0907 | |||
| Maximum Drawdown | 22.3 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 4.69 |
Sanrio Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanrio Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanrio Company's standard deviation. In reality, there are many statistical measures that can use Sanrio Company historical prices to predict the future Sanrio Company's volatility.| Risk Adjusted Performance | 0.1101 | |||
| Jensen Alpha | 0.2027 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.082 | |||
| Treynor Ratio | 0.2473 |
Sanrio Company Backtested Returns
Sanrio Company appears to be very steady, given 3 months investment horizon. Sanrio Company owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sanrio Company, which you can use to evaluate the volatility of the company. Please review Sanrio Company's Semi Deviation of 1.21, coefficient of variation of 747.34, and Risk Adjusted Performance of 0.1101 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sanrio Company holds a performance score of 10. The entity has a beta of 1.6, 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, Sanrio Company will likely underperform. Please check Sanrio Company's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Sanrio Company's existing price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Sanrio Company has below average predictability. Overlapping area represents the amount of predictability between Sanrio Company time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Sanrio Company price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Sanrio Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 25.79 |
Sanrio Company lagged returns against current returns
Autocorrelation, which is Sanrio Company 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 Sanrio Company's pink sheet expected returns. We can calculate the autocorrelation of Sanrio Company returns to help us make a trade decision. For example, suppose you find that Sanrio Company 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 |
Sanrio Company 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 Sanrio Company pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanrio Company pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanrio Company pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sanrio Company Lagged Returns
When evaluating Sanrio Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanrio Company pink sheet have on its future price. Sanrio Company 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, Sanrio Company autocorrelation shows the relationship between Sanrio Company pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sanrio Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sanrio Pink Sheet
Sanrio Company financial ratios help investors to determine whether Sanrio 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 Sanrio with respect to the benefits of owning Sanrio Company security.