Southcorp Capital Stock Market Value
| STHC Stock | USD 0.01 0.01 1,300% |
| Symbol | Southcorp |
Southcorp Capital '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 Southcorp Capital'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 Southcorp Capital.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Southcorp Capital on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Southcorp Capital or generate 0.0% return on investment in Southcorp Capital over 510 days. Southcorp Capital is related to or competes with Fangdd Network, MDJM, Frp Holdings, Marcus Millichap, New England, Kennedy Wilson, and CBRE Group. SouthCorp Capital, Inc. focuses on acquiring, renovating, and reselling single-family and mutli-family properties in the... More
Southcorp Capital 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 Southcorp Capital'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 Southcorp Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 76.9 | |||
| Information Ratio | 0.2503 | |||
| Maximum Drawdown | 3329.33 | |||
| Value At Risk | (92.86) | |||
| Potential Upside | 1300.0 |
Southcorp Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southcorp Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southcorp Capital's standard deviation. In reality, there are many statistical measures that can use Southcorp Capital historical prices to predict the future Southcorp Capital's volatility.| Risk Adjusted Performance | 0.2015 | |||
| Jensen Alpha | 138.02 | |||
| Total Risk Alpha | 52.67 | |||
| Sortino Ratio | 1.8 | |||
| Treynor Ratio | 41.66 |
Southcorp Capital Backtested Returns
Southcorp Capital is out of control given 3 months investment horizon. Southcorp Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the firm had a 0.28% return per unit of risk over the last 3 months. We have analyze and collected data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 72.27% are justified by taking the suggested risk. Use Southcorp Capital Semi Deviation of 28.16, risk adjusted performance of 0.2015, and Coefficient Of Variation of 399.08 to evaluate company specific risk that cannot be diversified away. Southcorp Capital holds a performance score of 22 on a scale of zero to a hundred. The entity has a beta of 3.32, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Southcorp Capital will likely underperform. Use Southcorp Capital potential upside, as well as the relationship between the skewness and day median price , to analyze future returns on Southcorp Capital.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Southcorp Capital has insignificant reverse predictability. Overlapping area represents the amount of predictability between Southcorp Capital time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Southcorp Capital price movement. The serial correlation of -0.19 indicates that over 19.0% of current Southcorp Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Southcorp Capital lagged returns against current returns
Autocorrelation, which is Southcorp Capital 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 Southcorp Capital's pink sheet expected returns. We can calculate the autocorrelation of Southcorp Capital returns to help us make a trade decision. For example, suppose you find that Southcorp Capital 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 |
Southcorp Capital 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 Southcorp Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southcorp Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southcorp Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Southcorp Capital Lagged Returns
When evaluating Southcorp Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southcorp Capital pink sheet have on its future price. Southcorp Capital 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, Southcorp Capital autocorrelation shows the relationship between Southcorp Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Southcorp Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Southcorp Pink Sheet
Southcorp Capital financial ratios help investors to determine whether Southcorp 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 Southcorp with respect to the benefits of owning Southcorp Capital security.