Smartgroup Stock Market Value
| STGXF Stock | USD 5.82 0.00 0.00% |
| Symbol | Smartgroup |
Smartgroup '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 Smartgroup'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 Smartgroup.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Smartgroup on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Smartgroup or generate 0.0% return on investment in Smartgroup over 180 days. Smartgroup is related to or competes with Johnson Service, Senior Plc, Capita PLC, and Shenzhen Investment. Smartgroup Corporation Ltd provides employee management services More
Smartgroup 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 Smartgroup'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 Smartgroup upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 6.28 |
Smartgroup Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smartgroup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smartgroup's standard deviation. In reality, there are many statistical measures that can use Smartgroup historical prices to predict the future Smartgroup's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (1.00) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Smartgroup'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.
Smartgroup Backtested Returns
Smartgroup owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Smartgroup exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Smartgroup's Risk Adjusted Performance of (0.09), variance of 0.5976, and Coefficient Of Variation of (812.40) to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Smartgroup's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smartgroup is expected to be smaller as well. At this point, Smartgroup has a negative expected return of -0.0952%. Please make sure to validate Smartgroup's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to decide if Smartgroup performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Smartgroup has near perfect reversele predictability. Overlapping area represents the amount of predictability between Smartgroup time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Smartgroup price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Smartgroup price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Smartgroup lagged returns against current returns
Autocorrelation, which is Smartgroup 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 Smartgroup's pink sheet expected returns. We can calculate the autocorrelation of Smartgroup returns to help us make a trade decision. For example, suppose you find that Smartgroup 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 |
Smartgroup 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 Smartgroup pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Smartgroup pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Smartgroup pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Smartgroup Lagged Returns
When evaluating Smartgroup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Smartgroup pink sheet have on its future price. Smartgroup 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, Smartgroup autocorrelation shows the relationship between Smartgroup pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Smartgroup.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Smartgroup Pink Sheet
Smartgroup financial ratios help investors to determine whether Smartgroup 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 Smartgroup with respect to the benefits of owning Smartgroup security.