Singapore Post Limited Stock Market Value
| SPSTF Stock | USD 0.32 0.00 0.00% |
| Symbol | Singapore |
Singapore Post '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 Singapore Post'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 Singapore Post.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Singapore Post on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Singapore Post Limited or generate 0.0% return on investment in Singapore Post over 30 days. Singapore Post is related to or competes with A-Sonic Aerospace. Singapore Post Limited, together with its subsidiaries, engages in post and parcel, eCommerce logistics, and property bu... More
Singapore Post 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 Singapore Post'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 Singapore Post Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 35.29 |
Singapore Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Singapore Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Singapore Post's standard deviation. In reality, there are many statistical measures that can use Singapore Post historical prices to predict the future Singapore Post's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (1.07) | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Singapore Post's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Singapore Post Backtested Returns
Singapore Post owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the firm had a -0.1 % return per unit of risk over the last 3 months. Singapore Post Limited exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Singapore Post's Risk Adjusted Performance of (0.06), coefficient of variation of (1,008), and Variance of 28.61 to confirm the risk estimate we provide. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Singapore Post's returns are expected to increase less than the market. However, during the bear market, the loss of holding Singapore Post is expected to be smaller as well. At this point, Singapore Post has a negative expected return of -0.56%. Please make sure to validate Singapore Post's treynor ratio and day median price , to decide if Singapore Post performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Singapore Post Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Singapore Post 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 Singapore Post price movement. The serial correlation of 0.0 indicates that just 0.0% of current Singapore Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Singapore Post lagged returns against current returns
Autocorrelation, which is Singapore Post 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 Singapore Post's pink sheet expected returns. We can calculate the autocorrelation of Singapore Post returns to help us make a trade decision. For example, suppose you find that Singapore Post 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 |
Singapore Post 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 Singapore Post pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Singapore Post pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Singapore Post pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Singapore Post Lagged Returns
When evaluating Singapore Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Singapore Post pink sheet have on its future price. Singapore Post 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, Singapore Post autocorrelation shows the relationship between Singapore Post pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Singapore Post Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Singapore Pink Sheet
Singapore Post financial ratios help investors to determine whether Singapore 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 Singapore with respect to the benefits of owning Singapore Post security.