Suntory Beverage Food Stock Market Value
| STBFY Stock | USD 16.23 0.16 1.00% |
| Symbol | Suntory |
Suntory Beverage '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 Suntory Beverage'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 Suntory Beverage.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Suntory Beverage on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Suntory Beverage Food or generate 0.0% return on investment in Suntory Beverage over 30 days. Suntory Beverage is related to or competes with Secom Co, Mitsubishi Estate, Shimano, and Sumitomo Chemical. Suntory Beverage Food Limited manufactures and sells alcoholic and non-alcoholic beverages and foods in Japan, Europe, r... More
Suntory Beverage 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 Suntory Beverage'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 Suntory Beverage Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 1.93 |
Suntory Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suntory Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suntory Beverage's standard deviation. In reality, there are many statistical measures that can use Suntory Beverage historical prices to predict the future Suntory Beverage's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (8.53) |
Suntory Beverage Food Backtested Returns
Suntory Beverage Food owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0776, which indicates the firm had a -0.0776% return per unit of risk over the last 3 months. Suntory Beverage Food exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suntory Beverage's Risk Adjusted Performance of (0.08), variance of 2.06, and Coefficient Of Variation of (854.33) to confirm the risk estimate we provide. The entity has a beta of 0.0209, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Suntory Beverage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suntory Beverage is expected to be smaller as well. At this point, Suntory Beverage Food has a negative expected return of -0.11%. Please make sure to validate Suntory Beverage's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Suntory Beverage Food performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Suntory Beverage Food has average predictability. Overlapping area represents the amount of predictability between Suntory Beverage time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Suntory Beverage Food price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Suntory Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Suntory Beverage Food lagged returns against current returns
Autocorrelation, which is Suntory Beverage 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 Suntory Beverage's pink sheet expected returns. We can calculate the autocorrelation of Suntory Beverage returns to help us make a trade decision. For example, suppose you find that Suntory Beverage 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 |
Suntory Beverage 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 Suntory Beverage pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suntory Beverage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suntory Beverage pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Suntory Beverage Lagged Returns
When evaluating Suntory Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suntory Beverage pink sheet have on its future price. Suntory Beverage 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, Suntory Beverage autocorrelation shows the relationship between Suntory Beverage pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Suntory Beverage Food.
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 Suntory Pink Sheet Analysis
When running Suntory Beverage's price analysis, check to measure Suntory Beverage's 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 Suntory Beverage is operating at the current time. Most of Suntory Beverage's value examination focuses on studying past and present price action to predict the probability of Suntory Beverage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Suntory Beverage's price. Additionally, you may evaluate how the addition of Suntory Beverage to your portfolios can decrease your overall portfolio volatility.