Sustainable Projects Group Stock Market Value
| SPGX Stock | USD 0.0005 0.0003 150.00% |
| Symbol | Sustainable |
Sustainable Projects '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 Sustainable Projects' 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 Sustainable Projects.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Sustainable Projects on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Sustainable Projects Group or generate 0.0% return on investment in Sustainable Projects over 360 days. Sustainable Projects is related to or competes with Small Business. Sustainable Projects Group Inc. engages in project development and holdings through value-based investments and collabor... More
Sustainable Projects 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 Sustainable Projects' 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 Sustainable Projects Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0301 | |||
| Maximum Drawdown | 150.0 |
Sustainable Projects Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sustainable Projects' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sustainable Projects' standard deviation. In reality, there are many statistical measures that can use Sustainable Projects historical prices to predict the future Sustainable Projects' volatility.| Risk Adjusted Performance | 0.0335 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | (1.65) | |||
| Treynor Ratio | (0.11) |
Sustainable Projects Backtested Returns
Sustainable Projects appears to be out of control, given 3 months investment horizon. Sustainable Projects owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.034, which indicates the firm had a 0.034 % return per unit of risk over the last 3 months. By inspecting Sustainable Projects' technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please review Sustainable Projects' Risk Adjusted Performance of 0.0335, coefficient of variation of 2945.35, and Variance of 499.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sustainable Projects holds a performance score of 2. The entity has a beta of -6.54, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sustainable Projects are expected to decrease by larger amounts. On the other hand, during market turmoil, Sustainable Projects is expected to outperform it. Please check Sustainable Projects' treynor ratio and day typical price , to make a quick decision on whether Sustainable Projects' existing price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
Sustainable Projects Group has good predictability. Overlapping area represents the amount of predictability between Sustainable Projects time series from 1st of January 2025 to 30th of June 2025 and 30th of June 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 Sustainable Projects price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Sustainable Projects price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sustainable Projects lagged returns against current returns
Autocorrelation, which is Sustainable Projects 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 Sustainable Projects' pink sheet expected returns. We can calculate the autocorrelation of Sustainable Projects returns to help us make a trade decision. For example, suppose you find that Sustainable Projects 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 |
Sustainable Projects 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 Sustainable Projects pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sustainable Projects pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sustainable Projects pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sustainable Projects Lagged Returns
When evaluating Sustainable Projects' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sustainable Projects pink sheet have on its future price. Sustainable Projects 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, Sustainable Projects autocorrelation shows the relationship between Sustainable Projects pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sustainable Projects Group.
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 Sustainable Pink Sheet Analysis
When running Sustainable Projects' price analysis, check to measure Sustainable Projects' 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 Sustainable Projects is operating at the current time. Most of Sustainable Projects' value examination focuses on studying past and present price action to predict the probability of Sustainable Projects' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sustainable Projects' price. Additionally, you may evaluate how the addition of Sustainable Projects to your portfolios can decrease your overall portfolio volatility.