Steel Partners Holdings Stock Market Value
| SPLP Stock | USD 48.40 0.63 1.32% |
| Symbol | Steel |
Steel Partners '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 Steel Partners' otc 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 Steel Partners.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Steel Partners on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Steel Partners Holdings or generate 0.0% return on investment in Steel Partners over 30 days. Steel Partners is related to or competes with Bonheur ASA, MPC Container, Alliance Global, Singapore Post, Alliance Global, PAX Global, and Singapore Post. Steel Partners Holdings L.P., through its subsidiaries, engages in industrial products, energy, defense, supply chain ma... More
Steel Partners 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 Steel Partners' otc 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 Steel Partners Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.89 | |||
| Information Ratio | 0.0487 | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 6.95 |
Steel Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Steel Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Steel Partners' standard deviation. In reality, there are many statistical measures that can use Steel Partners historical prices to predict the future Steel Partners' volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.1634 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0412 | |||
| Treynor Ratio | 0.241 |
Steel Partners Holdings Backtested Returns
Steel Partners appears to be very steady, given 3 months investment horizon. Steel Partners Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0744, which indicates the firm had a 0.0744 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Steel Partners Holdings, which you can use to evaluate the volatility of the company. Please review Steel Partners' Risk Adjusted Performance of 0.0593, coefficient of variation of 1368.55, and Semi Deviation of 2.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Steel Partners holds a performance score of 5. The entity has a beta of 0.96, which indicates possible diversification benefits within a given portfolio. Steel Partners returns are very sensitive to returns on the market. As the market goes up or down, Steel Partners is expected to follow. Please check Steel Partners' potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Steel Partners' existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Steel Partners Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Steel Partners 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 Steel Partners Holdings price movement. The serial correlation of -0.16 indicates that over 16.0% of current Steel Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 7.14 |
Steel Partners Holdings lagged returns against current returns
Autocorrelation, which is Steel Partners otc 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 Steel Partners' otc stock expected returns. We can calculate the autocorrelation of Steel Partners returns to help us make a trade decision. For example, suppose you find that Steel Partners has exhibited high autocorrelation historically, and you observe that the otc 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 |
Steel Partners 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 Steel Partners otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Steel Partners otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Steel Partners otc stock over time.
Current vs Lagged Prices |
| Timeline |
Steel Partners Lagged Returns
When evaluating Steel Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Steel Partners otc stock have on its future price. Steel Partners 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, Steel Partners autocorrelation shows the relationship between Steel Partners otc stock current value and its past values and can show if there is a momentum factor associated with investing in Steel Partners Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Steel Partners
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Steel Partners position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Steel Partners will appreciate offsetting losses from the drop in the long position's value.Moving against Steel OTC Stock
The ability to find closely correlated positions to Steel Partners could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Steel Partners when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Steel Partners - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Steel Partners Holdings to buy it.
The correlation of Steel Partners is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Steel Partners moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Steel Partners Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Steel Partners can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Steel OTC Stock Analysis
When running Steel Partners' price analysis, check to measure Steel Partners' 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 Steel Partners is operating at the current time. Most of Steel Partners' value examination focuses on studying past and present price action to predict the probability of Steel Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Steel Partners' price. Additionally, you may evaluate how the addition of Steel Partners to your portfolios can decrease your overall portfolio volatility.