Singapore Exchange Limited Stock Market Value
| SPXCF Stock | USD 15.95 1.26 8.58% |
| Symbol | Singapore |
Singapore Exchange '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 Exchange'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 Exchange.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Singapore Exchange on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Singapore Exchange Limited or generate 0.0% return on investment in Singapore Exchange over 90 days. Singapore Exchange is related to or competes with Euronext, Japan Exchange, TMX Group, Japan Exchange, B3 SA, Computershare, and Computershare. Singapore Exchange Limited, together with its subsidiaries, operates as an integrated securities and derivatives exchang... More
Singapore Exchange 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 Exchange'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 Exchange Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.53 | |||
| Information Ratio | 0.0384 | |||
| Maximum Drawdown | 18.06 | |||
| Value At Risk | (6.20) | |||
| Potential Upside | 6.45 |
Singapore Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Singapore Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Singapore Exchange's standard deviation. In reality, there are many statistical measures that can use Singapore Exchange historical prices to predict the future Singapore Exchange's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0264 | |||
| Treynor Ratio | (0.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Singapore Exchange'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 Exchange February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0597 | |||
| Market Risk Adjusted Performance | (0.72) | |||
| Mean Deviation | 1.72 | |||
| Semi Deviation | 2.22 | |||
| Downside Deviation | 4.53 | |||
| Coefficient Of Variation | 1553.1 | |||
| Standard Deviation | 3.11 | |||
| Variance | 9.69 | |||
| Information Ratio | 0.0384 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0264 | |||
| Treynor Ratio | (0.73) | |||
| Maximum Drawdown | 18.06 | |||
| Value At Risk | (6.20) | |||
| Potential Upside | 6.45 | |||
| Downside Variance | 20.5 | |||
| Semi Variance | 4.92 | |||
| Expected Short fall | (4.56) | |||
| Skewness | 0.2246 | |||
| Kurtosis | 2.88 |
Singapore Exchange Backtested Returns
Singapore Exchange appears to be somewhat reliable, given 3 months investment horizon. Singapore Exchange owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Singapore Exchange Limited, which you can use to evaluate the volatility of the company. Please review Singapore Exchange's Coefficient Of Variation of 1553.1, semi deviation of 2.22, and Risk Adjusted Performance of 0.0597 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Singapore Exchange holds a performance score of 10. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Singapore Exchange are expected to decrease at a much lower rate. During the bear market, Singapore Exchange is likely to outperform the market. Please check Singapore Exchange's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Singapore Exchange's existing price patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
Singapore Exchange Limited has insignificant predictability. Overlapping area represents the amount of predictability between Singapore Exchange time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 2026. 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 Exchange price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Singapore Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
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Other Information on Investing in Singapore Pink Sheet
Singapore Exchange 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 Exchange security.